论文检索

目标试验模拟中的目标估计量AI 解读

The target trial framework enables causal inference from longitudinal observational data by emulating randomized trials initiated at multiple time points. Precision is often improved by pooling information across trials, with standard models typically assuming - among other things - a time-constant treatment effect. However, this obscures interpretation when the true treatment effect varies, which we argue to be likely as a result of relying on noncollapsible estimands. To…

考虑时间结构的合成控制AI 解读

The synthetic control (SC) framework is widely used for observational causal inference with time-series panel data. SC has been successful in diverse applications, but existing methods typically treat the ordering of pre-intervention time indices interchangeable. This invariance means they may not fully take advantage of temporal structure when strong trends are present. We propose Time-Aware Synthetic Control (TASC), which employs a state-space model with a constant trend…

源任务最优训练在迁移上并非最优AI 解读

We prove that training a source model optimally for its own task is generically suboptimal when the objective is downstream transfer. We study the source-side optimization problem in L2-SP ridge regression and show a fundamental mismatch between the source-optimal and transfer-optimal source regularization: outside of a measure-zero set, $τ_0^* \neq τ_S^*$. We characterize the transfer-optimal source penalty $τ_0^*$ as a function of task alignment and identify an…

无条件分位数效应的敏感性分析AI 解读

This paper proposes a framework to analyze the effects of counterfactual policies on the unconditional quantiles of an outcome variable. For a given counterfactual policy, we obtain identified sets for the effect of both marginal and global changes in the proportion of treated individuals. To conduct a sensitivity analysis, we introduce the quantile breakdown frontier, a curve that (i) indicates whether a sensitivity analysis is possible or not, and (ii) when a sensitivity…

Modern datasets arising from social media, genomics, and biomedical informatics are often heterogeneous and (ultra) high-dimensional, creating substantial challenges for conventional modeling techniques. Quantile regression (QR) not only offers a flexible way to capture heterogeneous effects across the conditional distribution of an outcome, but also naturally produces prediction intervals that help quantify uncertainty in future predictions. However, classical QR methods…

部分数据缺失下的广义矩估计AI 解读

We consider a generalized method of moments framework in which a part of the data vector is missing for some units in a completely unrestricted, potentially endogenous way. In this setup, the parameters of interest are usually only partially identified. We characterize the identified set for such parameters using the support function of the convex set of moment predictions consistent with the data. This identified set is sharp, valid for both continuous and discrete data,…

利用协变量注释信息提高 Knockoff 变量选择的功效AI 解读

Genome-wide association studies (GWAS) often find association signals between many genetic variants and traits of interest in a genomic region. Functional annotations of these variants provide valuable prior information that helps prioritize biologically relevant variants and enhances the power to detect causal variants. However, due to substantial correlations among these variants, a critical question is how to rigorously control the false discovery rate while effectively…

基于组 Lasso 选择的高维中介分析AI 解读

Mediation analysis aims to identify and estimate the effect of an exposure on an outcome that is mediated through one or more intermediate variables. In the presence of multiple intermediate variables, two pertinent methodological questions arise: estimating mediated effects when mediators are correlated, and performing high-dimensional mediation analyses when the number of mediators exceeds the sample size. This paper presents a two-step procedure for high-dimensional…

We consider statistical inference in high-dimensional regression problems under affine constraints on the parameter space. The theoretical study of this is motivated by the study of genetic determinants of diseases, such as diabetes, using external information from mediating protein expression levels. Specifically, we develop rigorous methods for estimating genetic effects on diabetes-related continuous outcomes when these associations are constrained based on external…

基于强化学习的高效动态离散选择模型条件选择模拟估计AI 解读

Dynamic discrete choice (DDC) models have found widespread application in marketing. However, estimating these becomes challenging in "big data" settings with high-dimensional state-action spaces. To address this challenge, this paper develops a Reinforcement Learning (RL)-based two-step ("computationally light") Conditional Choice Simulation (CCS) estimation approach that combines the scalability of machine learning with the transparency, explainability, and…

Hermite 过程的修正加权幂变差及其在积分波动率估计中的应用AI 解读

We study the asymptotic behaviour of modified weighted power variations of the Hermite process of arbitrary order. By selecting suitable "good" increments and exploiting their decomposition into dominant independent components, we establish a central limit theorem for weighted $p$-variations using tools from Stein-Malliavin calculus. Our results extend previous works on modified quadratic and wavelet-based variations to general powers and to weighted settings, with explicit…

一般线性泛函估计的尖锐结构无关下界AI 解读

We establish a general statistical optimality theory for estimation problems where the target parameter is a linear functional of an unknown nuisance component that must be estimated from data. This formulation covers many causal and predictive parameters and has applications to numerous disciplines. We adopt the structure-agnostic framework introduced by \citet{balakrishnan2023fundamental}, which poses no structural properties on the nuisance functions other than access to…

使用稳健 MAP 先验评估区域处理效应AI 解读

Bayesian dynamic borrowing has become an increasingly important tool for evaluating the consistency of regional treatment effects which is a key requirement for local regulatory approval of a new drug. It helps increase the precision of regional treatment effect estimate when regional and global data are similar, while guarding against potential bias when they differ. In practice, the two-component mixture prior, of which one mixture component utilizes the power prior to…

状态依赖局部投影何时成立，以及为何成立AI 解读

This paper studies state-dependent local projections (LPs). First, I establish a general characterization of their estimand: under minimal assumptions, state-dependent LPs recover weighted averages of causal effects. This holds for essentially all specifications used in practice. Second, I show that state-dependent LPs and VARs target different estimands and propose a simple VAR-based estimator whose probability limit equals the LP estimand. Third, in instrumental variable…

固定效应与任意初始条件下的面板 AR(1) 修正极大似然估计再研究AI 解读

In this paper we consider two generalizations of Lancaster's (Review of Economic Studies, 2002) Modified Maximum Likelihood estimator (MMLE) for the panel AR(1) model with fixed effects, arbitrary initial conditions, and strictly exogenous covariates when the time dimension of the panel, T, is fixed. When the autoregressive parameter rho=1, the limiting modified profile log-likelihood function for this model has a stationary point of inflection, and rho is first-order…

探索性层级因子分析及其在心理测量中的应用AI 解读

Hierarchical factor models, which include the bifactor model as a special case, are useful in social and behavioural sciences for measuring hierarchically structured constructs. Specifying a hierarchical factor model involves imposing hierarchically structured zero constraints on a factor loading matrix, which is often challenging. Therefore, an exploratory analysis is needed to learn the hierarchical factor structure from data. Unfortunately, there does not exist an…

依赖数据下的随机梯度下降：最优估计、遗憾与推断AI 解读

This work investigates the performance of the final iterate produced by stochastic gradient descent (SGD) under temporally dependent data. We consider two complementary sources of dependence: $(i)$ martingale-type dependence in both the covariate and noise processes, which accommodates non-stationary and non-mixing time series data, and $(ii)$ dependence induced by sequential decision making. Our formulation runs in parallel with classical notions of (local) stationarity and…

扩散模型中的高维时变系数估计AI 解读

In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional Itô diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or instantaneous) coefficients using a time-localized Dantzig selection scheme under a sparsity condition, which results in biased local coefficient estimators due to the regularization. To handle the bias, we propose a debiasing scheme, which…

This paper is concerned with a partially linear semiparametric regression model containing an unknown regression coefficient, an unknown nonparametric function, and an unobservable Gaussian distributed random error. We focus on the case of simultaneous variable selection and estimation with a divergent number of covariates under the assumption that the regression coefficient is sparse. We consider the applications of the least squares to semiparametric regression and…

终末事件存在时复发事件处理效应的模型辅助因果推断AI 解读

This paper is motivated by evaluating the benefits of patients receiving mechanical circulatory support (MCS) devices in end-stage heart failure management inference, in which hypothesis testing for a treatment effect on the risk of recurrent events is challenged in the presence of terminal events. Existing methods based on cumulative frequency unreasonably disadvantage longer survivors as they tend to experience more recurrent events. The While-Alive-based (WA) test has…

普通病区患者安置优化：以工具变量因果森林降低死亡率AI 解读

Normal care units (NCU) placement affects health outcomes. NCUs in a hospital have different specialisations. There are patients that can potentially stay in multiple different NCUs. On a given day the NCUs are on different utilisation levels, which also affects health outcomes. Our approach uses instrumental variable causal forests, with emergency admission as an instrument, to estimate how the effect of NCU placement varies across patients and utilisation levels. The…

超越 P 值：将金融风险与遗憾指标引入学习型医疗系统的 AI 评价AI 解读

The increasing deployment of artificial intelligence (AI) in clinical settings challenges foundational assumptions underlying traditional frameworks of medical evidence. Classical statistical approaches, centered on randomized controlled trials, frequentist hypothesis testing, and static confidence intervals, were designed for fixed interventions evaluated under stable conditions. In contrast, AI-driven clinical systems learn continuously, adapt their behavior over time, and…

不完全结构模型的分布匹配后验推断AI 解读

This paper introduces a Bayesian inference framework for incomplete structural models, termed distribution-matching posterior inference (DMPI). Extending the minimal econometric interpretation (MEI), DMPI constructs a divergence-based quasi-likelihood using the Jensen-Shannon divergence between theoretical and empirical population-moment distributions, based on a Dirichlet-multinomial structure with additive smoothing. The framework accommodates model misspecification and…

宏观不确定性下的货币政策强化学习：表格方法与函数逼近比较AI 解读

We study how a central bank should dynamically set short-term nominal interest rates to stabilize inflation and unemployment when macroeconomic relationships are uncertain and time-varying. We model monetary policy as a sequential decision-making problem where the central bank observes macroeconomic conditions quarterly and chooses interest rate adjustments. Using publicly accessible historical Federal Reserve Economic Data (FRED), we construct a linear-Gaussian transition…