SearcharxivSearch

arXiv subjects

Xinyuan Fan

Publications and source records attributed to Xinyuan Fan.

3 recordsLinked to original sources

Causal Inference under Interference: Regression Adjustment and Optimality

In randomized controlled trials without interference, regression adjustment is widely used to enhance the efficiency of treatment effect estimation. This paper extends this efficiency principle to settings with network interference, where a unit's response may depend on the treatments assigned to its neighbors in a network. We make three key contributions: (1) we establish a central limit theorem for a linear regression-adjusted estimator and prove its optimality in achieving the smallest asymptotic variance within a class of linear adjustments; (2) we develop a novel, consistent estimator for the asymptotic variance of this linear estimator; and (3) we propose a nonparametric estimator that integrates kernel smoothing and trimming techniques, demonstrating its asymptotic normality and its optimality in minimizing asymptotic variance within a broader class of nonlinear adjustments. Extensive simulations validate the superior performance of our estimators, and a real-world data application illustrates their practical utility. Our findings underscore the power of regression-based methods and reveal the potential of kernel-and-trimming-based approaches for further enhancing efficiency under network interference.

stat.ME

Low-Rank Graphon Learning for Networks

Graphons offer a powerful framework for modeling large-scale networks, yet estimation remains challenging. We propose a novel approach that leverages a low-rank additive representation, yielding both a low-rank connection probability matrix and a low-rank graphon--two goals rarely achieved jointly. Our method resolves identification issues and enables an efficient sequential algorithm based on subgraph counts and interpolation. We establish consistency and demonstrate strong empirical performance in terms of computational efficiency and estimation accuracy through simulations and data analysis.

stat.ME

Random Interval Distillation for Detection of Change-Points in Markov Chain Bernoulli Networks

We propose a new and generic approach for detecting multiple change-points in dynamic networks with Markov formation, termed random interval distillation (RID). By collecting random intervals with sufficient strength of signals and reassembling them into a sequence of informative short intervals, together with sparse universal singular value thresholding, our new approach can achieve nearly minimax optimality as their independent counterparts for both detection and localization bounds in low-rank networks without any prior knowledge about minimal spacing, which is unlike many previous methods. In particular, motivated by a recent nonasymptotic bound, our method uses the operator norm of CUSUMs of the adjacency matrices, and achieves the aforementioned optimality without sample splitting as required by the previous method. For practical applications, we introduce a clustering-based and data-driven procedure to determine the optimal threshold for signal strength, utilizing the connection between RID and clustering. We examine the effectiveness and usefulness of our methodology via simulations and a real data example.

stat.ME