Statistics Applications
Estimating Heterogeneity in Travel Mode Choice Shifts with Causal Forests
Rishabh Singh Chauhan, Mahdi Ghadimi and Lishun Liu
Objectives: While causal analysis of travel behavior is an emerging field, estimating heterogeneity in mode choice through causal modeling remains unexplored. This study demonstrates the application of a novel causal method, causal forest, to quantify the heterogeneity in travel mode choice shifts caused by the COVID-19 pandemic. Methods: We applied causal forests, a non-parametric causal machine learning method, to 802,935 trip records from the 2017 and 2022 waves of the National Household Travel Survey. The 2017 wave serves as the pre-pandemic control group, while the 2022 wave represents the treatment condition. Within the potential outcomes framework, we estimate average treatment effects (ATE), heterogeneous treatment effects (HTE), and conditional average treatment effects (CATE) across diverse socio-demographic groups and trip characteristics. Findings: Our results reveal an estimated ATE of a 1.86 percentage point (pp) increase in car-mode share, contrasted with decreases of 0.38 pp and 1.57 pp in public transit and walking, respectively. The largest increases in car use appeared for short-distance trips (one mile or less), households with annual incomes exceeding USD 200,000, and female travelers. Novelty: This is one of the first applications of causal forests to travel mode choice, and the first to use causal machine learning to estimate the pandemic's causal effect on mode choice analysis. Practical Applications: This study discusses methodological advantages, inherent assumptions, and limitations of causal forests within the context of transportation planning. This methodology is applied to COVID-19 travel data to illustrate how causal heterogeneity analysis can offer a deeper understanding of changes in mode choice. These insights are valuable for planners and policymakers in making policies related to mode shifts under an intervention.
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Statistics Applications · Cross-listed from stat.ME
Regression-Based Proximal Reconciliation of Conflicting Trials with Unmeasured Effect Modifiers
Daniel A Xu, Eric J Tchetgen Tchetgen, Enrique F Schisterman et al. (+2 more)
Randomized controlled trials with similar protocols may yield conflicting findings when the distribution of relevant effect modifiers differs across study populations. Yet no formal statistical framework exists for defining and assessing whether conflicting trials are reconcilable, despite the importance of this question for evidence synthesis and regulatory decision making. To address this gap, we develop a causal inference framework for evaluating conditional and marginal reconcilability on additive and multiplicative scales in the presence of unmeasured effect modifiers. Within this framework, we use proxy variables for hypothesized unmeasured effect modifiers to develop regression-based tests of conditional reconcilability under parametric structural models. To assess marginal reconcilability, we extend existing transportability methods and develop an equivalence testing framework. We also introduce a reconciliation proportion to quantify the degree of marginal reconciliation. We illustrate these methods using the conflicting Meis and PROLONG trials of 17-alpha-hydroxyprogesterone caproate for preventing recurrent preterm birth. The analyses provided limited evidence that unmeasured effect modifiers such as cervical length, as captured by the selected proxies, were sufficient to marginally reconcile the trials. These findings demonstrate how proximal reconciliation methods may help regulators, researchers, and clinicians evaluate whether differences in study populations explain conflicting trial findings.
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All authors Daniel A Xu, Eric J Tchetgen Tchetgen, Enrique F Schisterman, Sean C Blackwell, Ellen C Caniglia
Statistics Applications
Discrete-Time Survival Analysis for Heart Failure Mortality Prediction
Aditya Rane, Amit Choudhari, Shashi Kant et al. (+1 more)
Accurate heart-failure prognosis relies on tracking clinical risk over time, yet many machine-learning applications mishandle right-censored survival data by either discarding a patient's observation time or using it as a predictor. Discarding time ignores survival context, while using follow-up time as an input feature introduces severe target leakage that inflates apparent accuracy. We address this by proposing a discrete-time person-period framework for heart-failure mortality classification. Using the UCI Heart Failure Clinical Records cohort ($n=299$, 96 deaths), we transform the data into interval-level binary outcomes and
benchmark a Cox proportional hazards baseline against person-period complementary log-log GLM and GAM models, alongside person-period random forest, XGBoost, random survival forest, and DeepSurv classifiers. The person-period GLM reproduces the Cox hazard ratios and concordance, validating the transformation, while the GAM captures significant nonlinear predictor effects and provides the best balance of discrimination and generalization; the flexible classifiers achieve strong raw performance but overfit. Finally, we quantify the leakage effect directly, including observed follow-up duration raises classification AUC from roughly 0.73 to nearly 1.00, confirming that follow-up duration must not be used as a baseline predictor. Overall, these results establish a survival-aware framework that combines flexible classification with valid time-to-event structure.
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All authors Aditya Rane, Amit Choudhari, Shashi Kant, Akash Deep
Statistics Applications · Cross-listed from cs.SI
Forced Displacement of People Experiencing Homelessness: Housing and Movement Outcomes after Encampment Clearances
Brandon Morande, Kim Serry, Amy Hagopian et al. (+1 more)
The 2024 Grants Pass decision newly emboldens US cities to manage unsheltered homelessness through forced displacement. Although literature demonstrates the harmful health and material impacts of this tactic, the longer-term results for housing outcomes and migration patterns remain less clear. In response, this study leverages longitudinal street outreach data to investigate where people move following encampment clearances. We specifically employ relational event models to predict the likelihood of various outcomes post-removal, such as relocating tracts, entering shelter, or obtaining housing. Results suggest that displaced residents do not travel far, yet clearances may still reduce visible homelessness by decreasing the size of camp communities. Furthermore, people appear unlikely to move indoors and instead face high risks of losing contact with service providers. These trends hold regardless of individual demographics, although people with mental health conditions demonstrate stronger attachments to their original sites. Evidence additionally indicates that neighborhood conditions could influence these migration behaviors. Such findings corroborate broader literature on place attachments, residential mobility, and invisibilization of poverty. This paper ultimately addresses the urgent need for a deeper understanding of how forced displacement impacts homelessness and pathways to housing.
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All authors Brandon Morande, Kim Serry, Amy Hagopian, Zack W. Almquist
Statistics Applications · Cross-listed from econ.EM
Identification and Information after Nuisance Projection
Ulrich Hounyo
Empirical work often removes fixed effects, latent factors, or high-dimensional controls before estimating structural relationships. These transformations reduce confounding but may also remove identifying variation. We study linear panel IV after one equation-compatible nuisance projection under two-way dependence. The projected Jacobian determines which structural directions remain visible; the projected-score law determines their precision; and, on Gaussian fixed-rank strata, they combine in a Projected Information
Matrix. We derive weak-identification limits with dimension-specific information accumulation, feasible factor-transfer conditions, identification-robust tests, bootstrap procedures for non-Gaussian interaction limits, and inference for the projected spectrum, rank, subspaces, and information
matrix. Simulations show that a raw first-stage statistic above 500 can support the wrong sign while projected diagnostics reveal weak valid information. In an international monetary application, common projection substantially attenuates apparent foreign-output persistence, while Gaussian-reference Anderson–Rubin sets remain unbounded. Identification should therefore be assessed after nuisance removal.
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Statistics Applications · Cross-listed from stat.ME
Multi-Signal Safety Surveillance with Bayesian Latent Factor Modeling and Bias Correction
Ziyang Pan and Fan Bu
Safety surveillance increasingly involves repeated monitoring of many exposure-outcome signals in observational healthcare data, where sparse information, dependence across related signals, and systematic error can complicate inference. Existing frameworks typically focus on either correcting residual bias using negative controls or borrowing information across exposure-outcome pairs, but not both. We propose a multi-signal
Bayesian sequential surveillance framework that integrates empirical bias correction with low-rank latent factor modeling. At each analysis time, a hierarchical
Bayesian model learns exposure-specific bias distributions from negative control outcomes assumed to have null latent effects. Conditional on these distributions, low-rank latent factors are estimated across exposures and outcomes of interest to share information across correlated signals. As new data accrue, posterior inference is updated sequentially, yielding bias-corrected posterior summaries of effect sizes across multiple monitored signals. We illustrate the method in a postmarket vaccine safety surveillance study using a large US insurance claims database.
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Statistics Applications · Cross-listed from econ.GN
Cities and political violence in West Africa
Steven M. Radil and Olivier J. Walther
This paper examines how political violence in West Africa is distributed between urban agglomerations and their surrounding areas using spatially disaggregated conflict and population data. Covering seventeen countries from 2012 to mid-2025, the analysis shows that political violence remains clearly tied to cities and their peripheries with the majority of violence occurring within and around urban agglomerations. Large cities record the highest number of incidents within their boundaries, while smaller towns, which are more frequently situated near borders, typically experience higher levels of violence outside their boundaries. However, urban-centric violence has also declined since 2012, indicating a progressive ruralization of conflict. These findings provide important regional context to the urbanization of conflict narrative by showing that West African insurgent movements use both urban and rural environments strategically. They also underscore the ongoing vulnerability of peripheral populations and the need for mobile and community-based security approaches outside major cities. Finally, they highlight the importance of strengthening border infrastructure, transport networks, and civic institutions as tools of both development and security.
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Statistics Applications · Cross-listed from stat.ML
Divide-and-Conquer: Towards Generalizable Amortized Bayesian Inference for the Drift Diffusion Model
Yufei Wu, Shanqing Gao, Andreas Voss et al. (+1 more)
The drift
diffusion model (DDM) is a cornerstone of cognitive decision-making research. Although numerous estimation methods exist, researchers continue to seek inference approaches that are both fast and flexible across diverse study designs. Amortized
Bayesian inference (ABI) can provide nearly instantaneous inference for complex
stochastic models like the DDM, but neural networks trained for one study design cannot generalize to others. In this paper, we propose a divide-and-conquer framework that address this limitation. The core idea is that the DDM's independence assumption allows the full
dataset to be decomposed into pairwise shards, each sharing a common structure that a single neural network can learn. Inference is performed on each shard separately and the resulting posteriors are combined via consensus MCMC to approximate the full posterior. Using simulated
datasets, we evaluate the accuracy and uncertainty of this method. Our results show that the proposed divide-and-conquer approach achieves accuracy and uncertainty comparable to MCMC while reducing computational cost by several orders of magnitude. This work not only advances DDM estimation but also demonstrates a general strategy for improving the scalability and generalizability of ABI methods across diverse applications.
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All authors Yufei Wu, Shanqing Gao, Andreas Voss, Francis Tuerlinckx
Statistics Applications
From Efficient Frontier to Fragile Frontier: A Global Sensitivity Analysis of Markowitz Portfolios
Stefano Pellegrino, Giulia Vannucci and Roberta Siciliano
In mean-variance portfolio analysis, the efficient frontier represents the optimal trade-off between expected return and risk, assuming stable underlying parameters. This paper investigates portfolio fragility: the instability of optimal weights, risk-adjusted performance, and diversification when model inputs and construction choices are jointly perturbed. Combining constrained Markowitz optimization with variance-based global sensitivity analysis (Sobol indices), we map out how input uncertainty and portfolio-construction choices propagate along the target-return dimension. Using an empirical universe of multi-asset exchange-traded funds (ETFs), we find a distinct transition in the sensitivity structure: in the baseline experiment, lower target returns are dominated by l2 regularization, whereas aggressive return requirements become increasingly sen- sitive to the weight cap and expected-return perturbations. This shift coincides with a sharp drop in effective diversification and a rise in weight dispersion. We extend the analysis to a multi-universe fragility atlas, showing that under a com- mon absolute concentration rule, the smallest universe is weight-cap-driven in the aggressive return region, while larger sampled universes remain more often regularization-driven. The fragile frontier serves as a direct diagnostic tool to evaluate the structural robustness of constrained optimizers without altering the underlying allocation rule.
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Statistics Applications · Cross-listed from stat.ME
Local Quasi-Linear Models: Kernel Differential Equation Regression and Fire Data Analysis
Chunlei Ge and W. John Braun
We introduce the local quasi-linear (LQL) model, a differential equation-constrained local
polynomial regression framework for the general first-order linear ordinary differential equation (ODE) $g'(x)=a(x)g(x)+b(x)$, extending prior work on differential equation-constrained local
polynomial regression (DE-constrained LPR) for the exponential growth model. We derive closed-form DE-constrained local
polynomial (DE1-$k$)
estimators for arbitrary Taylor degree $k$, establish their asymptotic conditional bias and variance, and propose two approaches for estimating $a(x)$ and $b(x)$ when they are unknown. A simulation study across two structurally different ODEs shows that DE1-$k$ estimation with automatic degree selection reduces both estimation error and ODE-consistency error relative to unconstrained local linear regression. We then apply the framework to the firebrand burning-rate experiment of Albini (1979), modelling the density-loss curve of wind-driven firebrands with a physically motivated forced-convection ODE; the DE-constrained
estimator outperforms local linear regression in the sparsest species-diameter groups, where physical structure is most valuable in compensating for scarce data. We further examine the robustness of the LQL model to misspecification against a local quasi-exponential alternative. Together, these results extend the DE-constrained regression paradigm to a broad class of physically motivated linear models and provide a practical estimation tool for fire science and other application areas where mechanistic knowledge is available but data are sparse.
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Statistics Applications · Cross-listed from cs.LG
SAKI: Score-Aware Low-Rank Key Indexing with Random-Matrix Noise Correction for KV Retrieval
Lin Zhang
Existing low rank KV cache methods preserve either model weights or key variance, neither of which directly reflects the
attention scores used during inference. We derive the expected
attention score distortion caused by rank r key compression and show that it yields a covariance weighted low rank objective. Under a margin condition, controlling this distortion also improves top k recall. The optimal rank r solution has a closed form asymmetric factorization obtained from the SVD of the covariance weighted query key operator. This motivates SAKI, a training free KV cache index that directly preserves
attention scores rather than key reconstruction quality. Across LLaMA 3.1 8B, Qwen 2.5 7B, Mistral 7B v0.1, and Llama 3.2 3B, SAKI outperforms key PCA at every tested rank. At rank 32, it removes 13 to 30 percent of PCA's remaining top 64 recall error, including improvements from 0.748 to 0.799 on LLaMA 3.1 8B and from 0.786 to 0.850 on Qwen 2.5 7B. It improves 68 to 89 percent of
attention heads per model, with the largest gains in deeper layers. Predicted score MSE reductions closely match empirical measurements, with a Pearson correlation of 0.997, while ablation studies confirm that the gains arise from optimizing the
attention score objective rather than covariance weighting alone. Analysis of the scoring operator further explains why weight only, invariant subspace, and key reconstruction methods can be suboptimal. SAKI uses random-
matrix theory to separate genuine covariance signal from autocorrelated sampling noise, matching PCA with only 512 calibration
tokens and adding value exactly where PCA sees no reliable signal.
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Statistics Applications · Cross-listed from stat.ME
Evaluating Treatment Effects using Group Testing with Retesting of Positive Groups
Aye Aye Maung and Qi Zheng
Group testing is an established, highly cost-effective strategy for population-level disease surveillance that identifies positive individuals by pooling biological specimens. Originally introduced during World War II for large-scale screening and heavily utilized in modern high-throughput public health infrastructure, traditional group testing methods are restricted to purely associational analyses. Consequently, they lack the capacity to infer the direct causal effect of an intervention when individual-level data are subject to baseline confounding. In this work, we bridge this fundamental gap by introducing a causal inference framework tailored specifically for group testing designs. We integrate the principles of inverse probability weighting (IPW) directly into a pooled pseudo-likelihood formulation to construct an unbiased pseudo-score function. Under standard regularity conditions, we prove the consistency and asymptotic normality of our proposed plug-in
estimator. Extensive numerical simulations demonstrate that our framework successfully purges severe selection bias, accurately recovering the true average treatment effect where traditional unweighted pooling models fail. Finally, we illustrate the practical utility of our method as both an estimation and a diagnostic tool using real-world observational surveillance data from the CDC's U.S. Influenza Vaccine Effectiveness Network.
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Statistics Applications · Cross-listed from stat.ME
Generalized propensity score weighting for functional causal inference framework
Simone Ciardulli, Nicole Fontana, Simone Vantini et al. (+1 more)
Estimating causal effects in observational studies requires adjustment for confounding, a task that becomes challenging when the exposure is a function observed over a continuous domain rather than a scalar variable. We develop a functional propensity score weighting framework that achieves
covariate balance by removing dependence between time-varying treatments and observed confounders, thereby enabling estimation of marginal causal effects in settings with functional treatments,
covariates, and outcomes. We propose a dual formulation of the weight estimation problem that yields a smooth unconstrained optimization and improves computational scalability. The proposed framework extends naturally to settings with time-varying
covariates and to longitudinal outcomes via a function-on-function marginal structural model, allowing estimation of causal effect surfaces. The proposed method improves
covariate balance, estimation accuracy, and computational efficiency compared to the existing approach and retains these properties when extended to functional
covariates and outcomes. We apply the method to data from the UK Biobank to estimate the causal effect of body mass index trajectories on the risk of Type 2 Diabetes and on subsequent glycated hemoglobin trajectories, a functional measure of metabolic status.
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All authors Simone Ciardulli, Nicole Fontana, Simone Vantini, Francesca Ieva