每日简报

仅用两个参数和少量数据预测登革热病例：美国佛罗里达州2022—2023年疫情AI 解读

Reliable and timely dengue predictions can provide an actionable lead time for targeted vector control and clinical preparedness, reducing preventable disease and health-system costs in at-risk communities. However, many forecasting approaches depend on site-specific covariates and entomological surveillance, which limits portability to data-sparse settings. In this work, we mathematically prove that a parabolic ICC structure, previously established for the basic SIR model,…

存在个体间干扰时的因果推断敏感性分析框架AI 解读

In many applications of causal inference, the treatment received by one unit may influence the outcome of another, a phenomenon referred to as interference. Although there are several frameworks for conducting causal inference in the presence of interference, practitioners often lack the data necessary to adjust for its effects. In this paper, we propose a weighting-based sensitivity analysis framework that can be used to assess the systematic bias arising from ignoring…

核工具变量回归的一致推断AI 解读

Instrumental variable regression is a foundational tool for causal analysis across the social and biomedical sciences. Recent advances use kernel methods to estimate nonparametric causal relationships, with general data types, while retaining a simple closed-form expression. Empirical researchers ultimately need reliable inference on causal estimates; however, uniform confidence sets for the method remain unavailable. To fill this gap, we develop valid and sharp confidence…

连续处理随机政策变动下的双重差分AI 解读

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or infeasible to deterministically manipulate treatments. In this paper, methods are developed to draw inference about stochastic policy effects under difference-in-differences (DiD) designs with a continuous treatment. The proposed causal estimand…

比较观测与预测结果估计处理效应：有效推断条件与实践示例AI 解读

Prediction models developed before the introduction of a new treatment may be used to estimate treatment effects of newly introduced treatments. One approach, known as model-based clinical evaluation in radiotherapy, does this by comparing observed outcomes under a new treatment with predicted outcomes had these patients received the standard treatment. This article clarifies the relevant conditions needed for valid average treatment effect estimation using this approach,…

非线性面板数据模型的低秩估计AI 解读

This paper investigates nonlinear panel models with interactive fixed effects and introduces a general framework for parameter estimation under potentially nonconvex objective functions. We propose a computationally feasible two-step estimation procedure. In the first step, nuclear-norm regularization (NNR) is used to obtain preliminary estimators of the coefficients of interest, factors, and factor loadings. The second step involves an iterative procedure for post-NNR…

离散双重难解问题的共轭广义贝叶斯推断AI 解读

Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalized form, with computationally intractable normalization constants. Bayesian inference then typically requires direct approximation of the posterior through specialized and typically expensive MCMC methods. In this paper, we provide a computationally efficient alternative in the form of a novel generalized Bayesian posterior that allows for conjugate, closed-form or…

二元结局下 Fisher 尖锐零假设的差分隐私检验AI 解读

Across many disciplines, causal inference often relies on randomized experiments with binary outcomes. In such experiments, often analysts are interested in testing Fisher's sharp null hypothesis, i.e., the treatment has zero effect on the outcome for every study subject. Sometimes the outcomes are sensitive and must be kept confidential, for example, when they comprise physical or mental health measurements. Releasing test statistics or p-values computed with the…

整合随机试验、真实世界数据、人工智能与统计学：下一代证据综合AI 解读

Randomized controlled trials (RCTs)have been the cornerstone of clinical evidence; however, their cost, duration, and restrictive eligibility criteria limit power and external validity. Studies using real-world data (RWD), historically considered less reliable for establishing causality, are now recognized as an important source of real-world evidence (RWE). In parallel, artificial intelligence and machine learning (AI/ML) are increasingly used throughout the drug…

整群随机试验的校准贝叶斯分析AI 解读

In cluster-randomized trials (CRTs), entire clusters of individuals are randomized to treatment, and outcomes within a cluster are typically correlated. While frequentist approaches are standard practice for CRT analysis, Bayesian methods have emerged as a strong alternative. Previous work has investigated the use of Bayesian hierarchical models for continuous, binary, and count outcomes in CRTs, but these approaches focus on model-based treatment effect coefficients as the…

分层因果结构学习AI 解读

Traditional statistical approaches primarily model associations between variables, however many scientific and practical questions require causal methods instead. These methods typically rely on assumptions about an underlying structure and are often represented by a Directed Acyclic Graph (DAG). While causal structures can be learned for single-level data, hierarchical or multi-level settings, where units (e.g., plants, students or patients) are nested within groups (e.g.,…

通过 AR(2) 拟合检测一般平稳时间序列的周期性AI 解读

Estimating the periodicity of a stationary time series via fitting a second order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule(1927).. We investigate properties of this procedure when applied to a general stationary processes possessing a spectral density with a dominant peak at some frequency $λ_0\in(0,π)$. We show that if the peak of the spectral density is sharp enough (in a way to be specified) then the AR(2) model, which best…

生产函数估计的广义控制函数方法AI 解读

We develop a generalized control function approach to production function estimation. Our approach accommodates settings in which productivity evolves jointly with other unobservable factors such as latent demand shocks and the invertibility assumption underpinning the traditional proxy variable approach fails. We provide conditions under which the output elasticity of the variable input -- and hence the markup -- is nonparametrically point-identified. A Neyman orthogonal…

分位数谱估计的样条自回归方法AI 解读

The quantile spectrum was introduced in Li (2012; 2014) as an alternative tool for spectral analysis of time series. It has the capability of providing a richer view of time series data than that offered by the ordinary spectrum especially for nonlinear dynamics such as stochastic volatility. A novel method, called spline autoregression (SAR), is proposed in this paper for estimating the quantile spectrum as a bivaraite function of frequency and quantile level, under the…

TabPFN：一个模型能否包办所有任务？AI 解读

Hollmann et al. (Nature 637 (2025) 319-326) recently introduced TabPFN, a transformer-based deep learning model for regression and classification on tabular data, which they claim "outperforms all previous methods on datasets with up to 10,000 samples by a wide margin, using substantially less training time." Furthermore, they have called TabPFN a "foundation model" for tabular data, as it can support "data generation, density estimation, learning reusable embeddings and…

多变量贝叶斯机器学习模型的情景分析AI 解读

We present an econometric framework that adapts tools for scenario analysis, such as variants of conditional forecasts and generalized impulse responses, for use with dynamic nonparametric models. The proposed algorithms are based on predictive simulation and sequential Monte Carlo methods. Their utility is demonstrated with three applications: (1) conditional forecasts based on stress test scenarios, measuring (2) macroeconomic risk under varying financial stress, and…

因果面板估计量的方差估计AI 解读

There has been a recent surge in research on causal panel data models, leading to many new estimators for average causal effects. However, researchers have paid less attention to quantifying the precision of these estimators. This paper addresses that gap by studying the problem of variance estimation in causal panel settings. We develop a unified framework for comparing the three main variance estimators used in these settings: regression-based, Unit-Placebo, and…

分位数穿越谱及其样条自回归估计AI 解读

The quantile-crossing spectrum is the spectrum of quantile-crossing processes created from a time series by the indicator function that shows whether or not the time series lies above or below a given quantile at a given time. This bivariate function of frequency and quantile level provides a richer view of serial dependence than that offered by the ordinary spectrum. We propose a new method for estimating the quantile-crossing spectrum as a bivariate function of frequency…

单连接点变点模型的渐近分布AI 解读

A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact asymptotic distribution of the changepoint existence test statistic gauging whether or not a second segment is necessary. The identified asymptotic distribution, a supremum of a Gaussian process over the unit interval, is rather unwieldy. The work…

隐马尔可夫模型中的灵活单峰密度估计AI 解读

1. Hidden Markov models (HMMs) are powerful tools for modelling time-series data with underlying state structure. However, selecting appropriate parametric forms for the state-dependent distributions is often challenging and can lead to model misspecification. To address this, P-spline-based nonparametric estimation of state-dependent densities has been proposed. While offering great flexibility, these approaches can result in overly complex densities (e.g. bimodal) that…

多次划分下的训练与检验：分样本估计量的中心极限定理AI 解读

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate subsamples to estimate the model and to evaluate it. However, this approach has two drawbacks, since each task uses only part of the data, and different splits can lead to widely different estimates. Averaging across multiple splits, I…

通过因果子群发现估计生存结局的可解释异质性处理效应AI 解读

Estimating heterogeneous treatment effect (HTE) for survival outcomes has gained increasing attention, as it captures the variation in treatment efficacy across patients or subgroups in delaying disease progression. However, most existing methods focus on post-hoc subgroup identification rather than simultaneously estimating HTE and selecting relevant subgroups. In this paper, we propose an interpretable HTE estimation framework that integrates three meta-learners that…

基于深度生成学习的条件分布相等性检验框架AI 解读

In this paper, we propose a general framework for testing the conditional distribution equality in a two-sample problem, which is most relevant to covariate shift and causal discovery. Our framework is built on neural network-based generative methods and sample splitting techniques by transforming the conditional testing problem into an unconditional one. We introduce the generative classification accuracy-based conditional distribution equality test (GCA-CDET) to illustrate…

以双参数敏感性分析整合随机与非随机研究AI 解读

Causal inference is vital for informed decision-making across fields such as biomedical research and social sciences. Randomized controlled trials (RCTs) are considered the gold standard for internal validity of inferences, whereas observational studies (OSs) often provide the opportunity for greater external validity. However, both data sources have inherent limitations preventing their use for broadly valid statistical inferences: RCTs may lack generalizability due to…