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平台试验中利用非同期对照识别与估计因果效应AI 解读

Platform trials are multi-arm designs that simultaneously evaluate multiple treatments for a single disease within the same overall trial structure. Unlike traditional randomized controlled trials, they allow treatment arms to enter and exit the trial at distinct times while maintaining a control arm throughout. This control arm comprises both concurrent controls, where participants are randomized concurrently to either the treatment or control arm, and non-concurrent…

暴露缺失情形下因果建模的模型选择AI 解读

In causal inference, properly selecting the propensity score (PS) model is an important topic and has been widely investigated in observational studies. There is also a large literature focusing on the missing data problem. However, there are very few studies investigating the model selection issue for causal inference when the exposure is missing at random (MAR). In this paper, we discuss how to select both imputation and PS models, which can result in the smallest root…

存在受试者协变量时受控实验的协同设计AI 解读

We consider the optimal experimental design problem of allocating subjects to treatment or control when subjects participate in multiple, separate controlled experiments within a short time-frame and subject covariate information is available. Here, in addition to subject covariates, we consider the dependence among the responses coming from the subject's random effect across experiments. In this setting, the goal of the allocation is to provide precise estimates of…

合成潜在结果与因果混合模型的可识别性AI 解读

Heterogeneous data from multiple populations, sub-groups, or sources is often represented as a ``mixture model'' with a single latent class influencing all of the observed covariates. Heterogeneity can be resolved at multiple levels by grouping populations according to different notions of similarity. This paper proposes grouping with respect to the causal response of an intervention or perturbation on the system. This definition is distinct from previous notions, such as…

高维向量自回归模型中的序贯变点检测AI 解读

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in the transition matrices of high-dimensional vector autoregressive models. The algorithm estimates transition matrices and error term variances using regularization techniques applied to training data, then computes a specific test statistic…

评估连续处理对生存结局影响的一类非参数方法AI 解读

In randomized trials and observational studies, it is often necessary to evaluate the extent to which an intervention affects a time-to-event outcome, which is only partially observed due to right censoring. For instance, in infectious disease studies, it is frequently of interest to characterize the relationship between risk of acquisition of infection with a pathogen and a biomarker previously measuring for an immune response against that pathogen induced by prior…

Tucker 张量因子模型：矩阵化与逐模态主成分估计AI 解读

High-dimensional, higher-order tensor data are gaining prominence in a variety of fields, including but not limited to computer vision and network analysis. Tensor factor models, induced from noisy versions of tensor decompositions or factorizations, are natural potent instruments to study a collection of tensor-variate objects that may be dependent or independent. However, it is still in the early stage of developing statistical inferential theories for the estimation of…

带平滑性约束的结构无关模型中的双重稳健推断与最优性AI 解读

We study the problem of constructing an estimator of the average treatment effect (ATE) with observational data. The celebrated doubly-robust, augmented-IPW (AIPW) estimator generally requires consistent estimation of both nuisance functions for standard root-n inference, and moreover that the product of the errors of the nuisances should shrink at a rate faster than $n^{-1/2}$. A recent strand of research has aimed to understand the extent to which the AIPW estimator can be…

用于已实现协方差矩阵预测的几何深度学习AI 解读

Traditional methods employed in matrix volatility forecasting often overlook the inherent Riemannian manifold structure of symmetric positive definite matrices, treating them as elements of Euclidean space, which can lead to suboptimal predictive performance. Moreover, they often struggle to handle high-dimensional matrices. In this paper, we propose a novel approach for forecasting realized covariance matrices of asset returns using a Riemannian-geometry-aware deep learning…

代理训练辅助的预测AI 解读

We study a class of prediction problems in which relatively few observations have associated responses, but all observations include both standard covariates as well as additional "helper" covariates. While the end goal is to make high-quality predictions using only the standard covariates, helper covariates can be exploited during training to improve prediction. Helper covariates arise in many applications, including forecasting in time series; incorporation of biased or…

将处理效应估计器表示为加权结局AI 解读

Estimators that weight observed outcomes to form effect estimates have a long tradition. Their outcome weights are widely used in established procedures, such as checking covariate balance, characterizing target populations, or detecting and managing extreme weights. This paper introduces a general framework for deriving such outcome weights. It establishes when and how numerical equivalence between an original estimator representation as moment condition and a unique…

对数凹反事实密度的双重稳健估计与推断AI 解读

We consider the problem of causal inference based on observational data (or the related missing data problem) with a binary or discrete treatment variable. In that context, we study inference for the counterfactual density functions and contrasts thereof, which can provide more nuanced information than counterfactual means and the average treatment effect. We impose the shape-constraint of log-concavity, a type of unimodality constraint, on the counterfactual densities, and…

组合商品选择的半参数离散选择模型AI 解读

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic properties and prove the validity of the nonparametric bootstrap for inference. We then introduce a new multi-index least absolute deviations (LAD) estimator as an alternative, of which the main advantage is its capacity to estimate preference…

检测阴性设计下评估新冠疫苗有效性的双重机器学习方法AI 解读

The test-negative design (TND), which is routinely used for monitoring seasonal flu vaccine effectiveness (VE), has recently become integral to COVID-19 vaccine surveillance, notably in Québec, Canada. Some studies have addressed the identifiability and estimation of causal parameters under the TND, but efficiency bounds for nonparametric estimators of the target parameter under the unconfoundedness assumption have not yet been investigated. Motivated by the goal of…

一般正则化下函数型线性回归的最优收敛速率AI 解读

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by employing general spectral regularization to approximate the slope function with certain smoothness assumptions. We establish optimal convergence rates for estimation and prediction errors associated with the proposed method under a Hölder type…

平均处理效应的厚尾稳健估计与推断AI 解读

We study the probability tail properties of Inverse Probability Weighting (IPW) estimators of the Average Treatment Effect (ATE) when there is limited overlap between the covariate distributions of the treatment and control groups. Under unconfoundedness of treatment assignment conditional on covariates, such limited overlap is manifested in the propensity score for certain units being very close (but not equal) to 0 or 1. This renders IPW estimators possibly heavy tailed,…

内生接受情形下的处理交互作用AI 解读

We study causal inference in randomized experiments (or quasi-experiments) following a $2\times 2$ factorial design. There are two treatments, denoted $A$ and $B$, and units are randomly assigned to one of four categories: treatment $A$ alone, treatment $B$ alone, joint treatment, or none. Allowing for endogenous non-compliance with the two binary instruments representing the intended assignment, as well as unrestricted interference across the two treatments, we derive the…

利用基展开快速进行 Sobol 敏感度图的 pick-freeze 估计AI 解读

Global sensitivity analysis (GSA) aims at quantifying the contribution of input variables over the variability of model outputs. In the frame of functional outputs, a common goal is to compute sensitivity maps (SM), i.e sensitivity indices at each output dimension (e.g. time step for time series, or pixels for spatial outputs). In specific settings, some works have shown that the computation of Sobol' SM can be speeded up by using basis expansions employed for dimension…

后验均值的稳健性AI 解读

Consider a normal location model $X \mid θ\sim N(θ, σ^2)$ with known $σ^2$. Suppose $θ\sim G_0$, where the prior $G_0$ has zero mean and variance bounded by $V$. Let $G_1$ be a possibly misspecified prior with zero mean and variance bounded by $V$. We show that the squared error Bayes risk of the posterior mean under $G_1$ is bounded, subjected to an additional tail condition on $G_1$, uniformly over $G_0, G_1, σ^2 > 0$.

通过随机位移干预与交叉验证靶向学习自适应识别效应修饰因素AI 解读

In epidemiology, identifying subpopulations that are particularly vulnerable to exposures and those who may benefit differently from exposure-reducing interventions is essential. Factors such as age, gender-specific vulnerabilities, and physiological states such as pregnancy are critical for policymakers when setting regulatory guidelines. However, current semi-parametric methods for estimating heterogeneous treatment effects are often limited to binary exposures and can…

利用全局-局部先验改进数据整合下的小区域推断AI 解读

We present and apply methodology to improve inference for small area parameters by using data from several sources. This work extends Cahoy and Sedransk (2023) who showed how to integrate summary statistics from several sources. Our methodology uses hierarchical global-local prior distributions to make inferences for the proportion of individuals in Florida's counties who do not have health insurance. Results from an extensive simulation study show that this methodology will…

非可忽略协变量缺失下优化动态治疗方案的加权 Q-learningAI 解读

Dynamic treatment regimes (DTRs) formalize medical decision-making as a sequence of rules for different stages, mapping patient-level information to recommended treatments. In practice, estimating an optimal DTR using observational data from electronic medical record (EMR) databases can be complicated by nonignorable missing covariates resulting from informative monitoring of patients. Since complete case analysis can provide consistent estimation of outcome model parameters…

利用有限重叠的随机临床试验改进敏感性分析AI 解读

Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational studies typically consist of representative samples from the real-world population. However, due to unmeasured confounding, sensitivity analysis is often used to estimate bounds for the average treatment effect without relying on stringent…

多种对称分布用于时间序列建模的实证比较AI 解读

This study evaluated probability distributions for modeling time series with abrupt structural changes. The Pearson type VII distribution, with an adjustable shape parameter $b$, proved versatile. The generalized Laplace distribution performed similarly to the Pearson model, occasionally surpassing it in terms of likelihood and AIC. Mixture models, including the mixture of $δ$-function and Gaussian distribution, showed potential but were less stable. Pearson type VII and…