每日简报

层级断点回归设计：估计子群体处理效应AI 解读

Regression discontinuity design (RDD) is widely adopted for causal inference under intervention determined by a continuous variable. While one is interested in treatment effect heterogeneity by subgroups in many applications, RDD typically suffers from small subgroup-wise sample sizes, which makes the estimation results highly instable. To solve this issue, we introduce hierarchical RDD (HRDD), a hierarchical Bayes approach for pursuing treatment effect heterogeneity in RDD.…

部分聚类随机试验中的因果推断AI 解读

Clustering and dependence are common in trials. For example, in some cluster randomized trials (CRTs), pre-existing clusters are enrolled, randomized, and serve as the basis of intervention delivery. Such CRTs are "fully clustered": participants are dependent within clusters. In contrast, "partially clustered" trials contain a mix of participants that are dependent within clusters and participants that are completely independent. One example of this design is a trial where…

基于 Wasserstein 距离的多元正则变动极值依赖极小极大估计AI 解读

We present the first minimax risk bounds for estimators of the spectral measure in multivariate linear factor models, where observations are linear combinations of regularly varying latent factors. Non-asymptotic convergence rates are derived for the multivariate Peak-over-Threshold estimator in terms of the $p$-th order Wasserstein distance, and information-theoretic lower bounds for the minimax risks are established. The convergence rate of the estimator is shown to be…

多重纳什均衡下的稳健网络干预配置AI 解读

Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultaneous decision games with strategic complementarities, we develop a method to estimate an optimal treatment allocation rule that is robust to the presence of multiple equilibria. Our approach remains agnostic about changes in the equilibrium selection mechanism under counterfactual policies, and we…