Faster Rates for Switchback Experiments

Switchback experimental design, wherein a single unit (e.g., a whole system) is exposed to a single random treatment for interspersed blocks of time, tackles both cross-unit and temporal interference. Hu and Wager (2022) recently proposed a treatment-effect estimator that truncates the beginnings of blocks and established a $T^{-1/3}$ rate for estimating the global average treatment effect (GATE) in a Markov setting with rapid mixing. They claim this rate is optimal and suggest focusing instead on a different (and design-dependent) estimand so as to enjoy a faster rate. For the same design we propose an alternative estimator that uses the whole block and surprisingly show that it in fact achieves an estimation rate of $\sqrt{\log T/T}$ for the original design-independent GATE estimand under the same assumptions.

Inferences on Mixing Probabilities and Ranking in Mixed-Membership Models

Network data is prevalent in numerous big data applications including economics and health networks where it is of prime importance to understand the latent structure of network. In this paper, we model the network using the Degree-Corrected Mixed Membership (DCMM) model. In DCMM model, for each node $i$, there exists a membership vector $\boldsymbol{\pi}_ i = (\boldsymbol{\pi}_i(1), \boldsymbol{\pi}_i(2),\ldots, \boldsymbol{\pi}_i(K))$, where $\boldsymbol{\pi}_i(k)$ denotes the weight that node $i$ puts in community $k$. We derive novel finite-sample expansion for the $\boldsymbol{\pi}_i(k)$s which allows us to obtain asymptotic distributions and confidence interval of the membership mixing probabilities and other related population quantities. This fills an important gap on uncertainty quantification on the membership profile. We further develop a ranking scheme of the vertices based on the membership mixing probabilities on certain communities and perform relevant statistical inferences. A multiplier bootstrap method is proposed for ranking inference of individual member's profile with respect to a given community. The validity of our theoretical results is further demonstrated by via numerical experiments in both real and synthetic data examples.

Deep Neural Networks for Nonparametric Interaction Models with Diverging Dimension

Deep neural networks have achieved tremendous success due to their representation power and adaptation to low-dimensional structures. Their potential for estimating structured regression functions has been recently established in the literature. However, most of the studies require the input dimension to be fixed and consequently ignore the effect of dimension on the rate of convergence and hamper their applications to modern big data with high dimensionality. In this paper, we bridge this gap by analyzing a $k^{th}$ order nonparametric interaction model in both growing dimension scenarios ($d$ grows with $n$ but at a slower rate) and in high dimension ($d \gtrsim n$). In the latter case, sparsity assumptions and associated regularization are required in order to obtain optimal rates of convergence. A new challenge in diverging dimension setting is in calculation mean-square error, the covariance terms among estimated additive components are an order of magnitude larger than those of the variances and they can deteriorate statistical properties without proper care. We introduce a critical debiasing technique to amend the problem. We show that under certain standard assumptions, debiased deep neural networks achieve a minimax optimal rate both in terms of $(n, d)$. Our proof techniques rely crucially on a novel debiasing technique that makes the covariances of additive components negligible in the mean-square error calculation. In addition, we establish the matching lower bounds.