每日简报

因果可解释性的估计与推断AI 解读

Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts. Based on a family of causal explainability quantities, we develop methods for their estimation and inference. In particular, we construct a one-step correction estimator using semi-parametric efficiency theory, which explicitly leverages the…

基于中心向外分位数的多维随机占优检验AI 解读

Stochastic dominance (SD) provides a quantile-based partial ordering of random variables and has broad applications. Its extension to multivariate settings, however, is challenging due to the lack of a canonical ordering in $\mathbb{R}^d$ ($d \ge 2$) and the set-valued character of multivariate quantiles. Based on the multivariate center-outward quantile function in Hallin et al. (2021), this paper proposes new first- and second-order multivariate stochastic dominance (MSD)…

高维分位数回归的自适应检验AI 解读

Testing high-dimensional quantile regression coefficients is crucial, as tail quantiles often reveal more than the mean in many practical applications. Nevertheless, the sparsity pattern of the alternative hypothesis is typically unknown in practice, posing a major challenge. To address this, we propose an adaptive test that remains powerful across both sparse and dense alternatives.We first establish the asymptotic independence between the max-type test statistic proposed…

一般处理类型的析因匹配观察性研究：设计、分析与应用AI 解读

Matching is one of the most widely used causal inference frameworks in observational studies. However, all the existing matching-based causal inference methods are designed for either a single treatment with general treatment types (e.g., binary, ordinal, or continuous) or factorial (multiple) treatments with binary treatments only. To our knowledge, no existing matching-based causal methods can handle factorial treatments with general treatment types. This critical gap…

协变量自适应随机化下 p=o(n) 的弱模型假设协变量调整AI 解读

Adjusting for (baseline) covariates with working regression models becomes standard practice in the analysis of randomized clinical trials (RCT). When the dimension $p$ of the covariates is large relative to the sample size $n$, specifically $p = o (n)$, adjusting for covariates even in a linear working model by ordinary least squares can yield overly large bias, defeating the purpose of improving efficiency. This issue arises when no structural assumptions are imposed on…

依赖样本下分布泛函比较的非参数方法及不平等应用AI 解读

This paper proposes asymptotically distribution-free inference methods for comparing a broad range of welfare indices across dependent samples, including those employed in inequality, poverty, and risk analysis. Two distinct situations are considered. \emph{First}, we propose asymptotic and bootstrap intersection methods which are completely robust to arbitrary dependence between two samples. \emph{Second}, we focus on the common case of overlapping samples -- a special form…

用于端到端政策学习的因果政策森林AI 解读

This study proposes an end-to-end algorithm for policy learning in causal inference. We observe data consisting of covariates, treatment assignments, and outcomes, where only the outcome corresponding to the assigned treatment is observed. The goal of policy learning is to train a policy from the observed data, where a policy is a function that recommends an optimal treatment for each individual, to maximize the policy value. In this study, we first show that maximizing the…

基于层级贝叶斯混合 Logit 模型计算产品设计的纳什均衡AI 解读

Despite a substantial body of theoretical and empirical research in the fields of conjoint and discrete choice analysis as well as product line optimization, relatively few papers focused on the simulation of subsequent competitive dynamics employing non-cooperative game theory. Only a fraction of the existing frameworks explored competition on both product price and design, none of which used fully Bayesian choice models for simulation. Most crucially, no one has yet…

避免适应性的代价：基于稳定性的线性情境赌博机推断AI 解读

Statistical inference in contextual bandits is challenging due to the adaptive, non-i.i.d. nature of the data. A growing body of work shows that classical least-squares inference can fail under adaptive sampling, and that valid confidence intervals for linear functionals typically require an inflation of order $\sqrt{d \log T}$. This phenomenon -- often termed the price of adaptivity -- reflects the intrinsic difficulty of reliable inference under general contextual bandit…

ScoreMatchingRiesz：用于去偏机器学习与政策路径估计的得分匹配AI 解读

We propose ScoreMatchingRiesz, a family of Riesz representer estimators based on score matching. The Riesz representer is a key nuisance component in debiased machine learning, enabling $\sqrt{n}$-consistent and asymptotically efficient estimation of causal and structural targets via Neyman-orthogonal scores. We formulate Riesz representer estimation as a score estimation problem. This perspective stabilizes representer estimation by allowing us to leverage denoising score…

带业务约束的增量效应定向：营销策略的因果优化框架AI 解读

This paper introduces a marketing decision framework that optimizes customer targeting by integrating heterogeneous treatment effect estimation with explicit business guardrails. The objective is to maximize revenue and retention while adhering to constraints such as budget, revenue protection, and customer experience. The framework first estimates Conditional Average Treatment Effects (CATE) using uplift learners, then solves a constrained allocation problem to decide whom…

电子健康记录研究中随治疗启动时间变化的因果效应框架AI 解读

Standard practice in electronic health record (EHR)-based studies evaluating the comparative effectiveness of bariatric surgery relative to no surgery is to estimate and report a constant treatment effect across calendar time. However, real-world treatment strategies can evolve, particularly when comparators include standard of care or surgical procedures where techniques may improve, making it clinically important to ascertain whether efficacy of bariatric surgery has…

半参数偏好优化：语言模型中的单指标模型AI 解读

Policy alignment to preference data typically assumes a known link function between observed preferences and latent rewards (e.g., Bradley-Terry model / logistic link). Misspecification of this link can bias inferred rewards and misalign learned policies. We study policy alignment under an unknown and unrestricted link function. We formulate an $f$-divergence-constrained reward maximization problem and show that realizability in a policy class induces a semiparametric…

改进抽签分配：最优分配规则的有效估计AI 解读

Scarce opportunities are often allocated by lotteries. We study how to improve such allocations by estimating optimal assignment rules that maximize welfare net of a Kullback--Leibler penalty for departing from the benchmark randomization. The framework covers discrete, continuous, and mixed treatments. Regret is asymptotically quadratic in the estimation error, so inefficient estimation raises the mean of limiting regret, not merely its dispersion. We show that inverse…

Napkin 因果图下的因果推断AI 解读

Unmeasured confounding can render identification strategies based on adjustment functionals invalid. We study the "Napkin" graph, a causal structure that encapsulates features of M-bias, instrumental variables, and classical back-door and front-door settings, yet identifies the average treatment effect through a nonstandard ratio of two g-formulas. We develop influence-function-based estimators for this functional, including doubly-robust one-step and targeted minimum…

未知干扰存在时的双重差分AI 解读

The stable unit treatment value (SUTVA) is a crucial assumption in the Difference-in-Differences (DiD) research design. It rules out hidden versions of treatment and any sort of interference and spillover effects across units. Even if this is a strong assumption, it has not received much attention from DiD practitioners and, in many cases, it is not even explicitly stated as an assumption, especially the no-interference assumption. In this technical note, we investigate what…

福利风险：政策评价的分布稳健界AI 解读

This paper develops a framework to study how the welfare effects of policy interventions are distributed across individuals when those effects are not directly observed. We bound the superquantile of individual welfare changes by the superquantile of conditional average welfare changes, which is typically identified, revealing how gains and losses are spread across the population. We also bound the share of the population whose welfare loss from the policy exceeds any given…

一致性假设的敏感性分析AI 解读

Sensitivity analysis informs causal inference by assessing the sensitivity of conclusions to departures from assumptions. The consistency assumption states that there are no hidden versions of treatment and that the outcome arising naturally equals the outcome arising from intervention. When reasoning about the possibility of consistency violations, it can be helpful to distinguish between covariates and versions of treatment. In the context of surgery, for example, genomic…

利用短面板数据估计反事实矩阵均值AI 解读

We develop a spectral approach for identifying and estimating average counterfactual outcomes under a low-rank factor model with short panel data and general outcome missingness patterns. Applications include event studies and studies of outcomes of "matches" between agents of two types, e.g. people and places, typically conducted using less-flexible Two-Way Fixed Effects (TWFE) models of outcomes. Given finite observed outcomes per unit, we show our approach identifies all…

网络混杂下用于因果推断的图神经网络AI 解读

This paper studies causal inference with observational data from a single large network. We consider a nonparametric model with interference in both potential outcomes and selection into treatment. Specifically, both stages may be the outcomes of simultaneous equations models, allowing for endogenous peer effects. This results in high-dimensional network confounding where the network and covariates of all units constitute sources of selection bias. In contrast, the existing…

NA-DiD：双重差分的非可加扩展AI 解读

This paper introduces the Non-Additive Difference-in-Differences (NA-DiD) framework, which extends classical DiD by incorporating non-additive measures the Choquet integral for effect aggregation. It serves as a novel econometric tool for impact evaluation, particularly in settings with non-additive treatment effects. First, we introduce the integral representation of the classial DiD model, and then extend it to non-additive measures, therefore deriving the formulae for…

网络干扰结构误设下的因果推断AI 解读

Under interference, the treatment of one unit may affect the outcomes of other units. Such interference patterns between units are typically represented by a network. Correctly specifying this network requires identifying which units can affect others -- an inherently challenging task. Nevertheless, most existing approaches assume that a known and accurate network specification is given. In this paper, we study the consequences of such misspecification. We derive bounds on…

汇总因果图中微观因果效应的有效协变量调整AI 解读

Observational studies in fields such as epidemiology often rely on covariate adjustment to estimate causal effects. Classical graphical criteria, like the back-door criterion and the generalized adjustment criterion, are powerful tools for identifying valid adjustment sets in directed acyclic graphs (DAGs). However, these criteria are not directly applicable to summary causal graphs (SCGs), which are abstractions of DAGs commonly used in dynamic systems. In SCGs, each node…

主分层可忽略性下基于 U 统计量的主分层推断AI 解读

Principal stratification is a popular framework for causal inference in the presence of an intermediate outcome. While the principal average treatment effects are the standard target of inference, they may be insufficient when interest lies in the relative ordering of potential outcomes within a principal stratum. We introduce the principal generalized causal effect estimands to accommodate nonlinear contrast functions, providing robust, probability-scale summaries suitable…