Vault Index

Routing Summary

A second brain for research, clippings, and knowledge management. Contains 130+ ingested notes organized by topic.

• Need Bayesian statistics (BDA3, Statistical Rethinking, Workflow)? → Bayesian Statistics
• Need econometrics and causal inference (MHE)? → Econometrics
• Need research methodology (forking paths, power analysis, longitudinal causal inference)? → Research Methodology
• Need agent-based modeling (consumer behavior, WOM, diffusion)? → Agent-Based Modeling
• Need web clippings and saved articles? → Clippings
• Need market response models (functional forms, carryover, VAR, advertising/price elasticities)? → Market Response Models
• Need category theory (functors, Yoneda lemma, limits, adjoint functor theorems)? → Category Theory
• Need causal discovery / DAG structure learning from data (NOTEARS, continuous optimization)? → Causal Discovery

Areas

Area	Notes	Domain
Research	223	Applied statistics, econometrics, causal inference, causal discovery, Bayesian experimental design, agent-based modeling, market response models, category theory from textbooks and papers
Clippings	13	Web articles and saved content (raw source material)

Topic Map

Cross-cutting topics that span multiple folders:

• Bayesian Statistics: BDA3, Workflow, Hierarchical Models, MCMC, Model Checking, Model Comparison
• Causal Inference: Selection Problem, Experiments, CIA, IV, DD, Activity Bias, Counterfactual Inference, BART Causal, Potential Outcomes Framework, Causal Estimands, Propensity Score in Bayesian CI, Synthetic Control, SC Bias Theory, SC Requirements, GSC, Metalearners, CausalImpact BSTS, LLM-BN Elicitation, Cause-Precondition-Effect, DAG Summarization, CaGReS, s-Separation, Code Causal Prompts, LLM Causal Tasks, Conditional Fine-tuning, Dynamic Treatment Regimes, Q-learning, A-learning and Robustness
• Econometrics: CEF, OVB, Quantile Regression, Standard Errors, Sim-Based Est., MSM, SMM Weighting, SMM Code, Indirect Inference, EMM, SMM Copulas, SME (Duffie-Singleton), SME Consistency, SME Asymptotic Distribution, Plausible GMM, Plausibility Characteristic, Plausibility-Adjusted Weighting
• Research Methodology: Forking Paths, Researcher Degrees of Freedom, Bonferroni, Power Analysis, Survival Analysis
• Advanced Models: Nonparametric, HSGP, Spatial, Copulas, Dependence Measures, Networks, SEM
• Likelihood-Free / Simulation-Based Inference: Synthetic Likelihood, Synthetic Likelihood Construction, Chaos and Phase-Insensitive Statistics, ABC, MSM, SME, Indirect Inference
• Agent-Based Modeling: ABM Foundations, Consumer Utility, CUBES Behavioral Model, WOM, Diffusion, GA Calibration, HM+ABC, History Matching, ABC for ABMs
• Longitudinal Methods: Between Overview, FE Model, DPM, Longitudinal Estimands
• Market Response Models: MRM Overview, Functional Forms, MNL, ADL, Reaction Functions, Estimation, ARIMA, Transfer Function, Cointegration, Advertising Generalizations, Price Generalizations
• Bayesian Experimental Design: BED Overview, Lindley 1956, EIG, NMC, Variational EIG Estimators, VNMC, Unified Gradient BOED, ACE, PCE, Adaptive Design, Deep Adaptive Design, Modern BED Review
• Causal Discovery: NOTEARS Overview, DAG Structure Learning, Smooth Acyclicity h(W), NOTEARS Algorithm, NOTEARS Experiments
• Category Theory: BCT Overview, Categories, Functors, Natural Transformations, Adjoint Functors, Yoneda Lemma, Limits, RAPL Theorem, SAFT

Recent Ingestions

• 2026-06-27: Ingested 4 papers on Bayesian experimental design into new top-level topic Bayesian Experimental Design — 21 notes across 4 sub-topics. Foundations (Lindley’s Information Measure — the founding 1956 paper: average-information measure, Theorems 1–9, design rule, determinant criterion; Expected Information Gain, Nested Estimation and Nested Monte Carlo, Sequential and Adaptive BED); Variational EIG Estimators (Foster et al. 2019, NeurIPS — Overview, posterior/Barber–Agakov, marginal, VNMC, implicit-likelihood, convergence/selection); Gradient-Based Unified BOED (Foster et al. 2020, AISTATS — Overview, ACE, PCE, likelihood-free ACE & gradients, 100–400-D applications); Modern BED Review (Rainforth et al. 2023, Statistical Science — objectives vs Fisher information, computational revolution/MLMC, gradient optimization, deep adaptive design, open challenges). Also: 5 indexes + 3 .base views.
• 2026-06-27: Ingested Statistical Inference for Noisy Nonlinear Ecological Dynamic Systems (Wood, Nature 466, 2010) into new sub-topic Synthetic Likelihood — 4 notes: Overview, Chaos and Phase-Insensitive Statistics (Ricker map, likelihood collapse, summary-statistic design), Synthetic Likelihood Construction (MVN $l_s(\theta )$, MCMC, MLE via quadratic regression, ${\chi }^2$ diagnostic), Nicholson’s Blowfly Application (Gurney–Nisbet model, full-vs-demographic AIC, limit-cycles conclusion). The foundational likelihood-free / simulation-based inference method, bridging the vault’s ABC and MSM/SME clusters. Also: 1 leaf index + 3 .base views.
• 2026-06-27: Vault repair — fixed 20 broken/renamed wikilinks (Bayesian Propensity Scores and IPW ×11, Mostly Harmless Econometrics ×4, Bayesian Inference, QM/QFT overviews, Experimental Design for ABMs); created Horseshoe and Regularized Horseshoe Priors stub (3 inbound refs); repaired frontmatter on 3 book-overviews + 1 used_by asymmetry; standardized type/book-overview→type/overview. Processed orphaned q- and a- learning.pdf (Schulte, Tsiatis, Laber & Davidian 2014) into new sub-topic Dynamic Treatment Regimes — 5 notes: Overview, Dynamic Treatment Regimes Framework (potential outcomes, optimal regime, identification assumptions), Optimal Regime via Dynamic Programming (Q/value functions, backward induction, midstream invariance), Q-learning (backward regression), A-learning and Robustness (contrast functions, g-estimation, double robustness, simulations). Also: 1 leaf index + 3 .base views.
• 2026-06-27: Ingested Simulated Moments Estimation of Markov Models of Asset Prices (Duffie & Singleton, Econometrica 61(4), 1993) into existing Simulation-Based Estimation — 7 notes: SME Overview (2 simulation challenges), Duffie-Singleton Asset-Pricing Model (stochastic-growth model w/ taste shocks, Eqs. 2.1–2.6), Simulated Moments Estimator Definition ($H,f$ primitives, $G_T$, SME — Eqs. 3.1–3.5), Geometric Ergodicity and Uniform LLN (Condition B, Lemmas 1–2), SME Consistency (Thm 1 weak; AUC/$L^2$-UC conditions; Thms 2–3 strong), SME Asymptotic Distribution (Thm 4, Cor 3.1, $(1+\tau )$ inflation), SME Extensions and Applications (β-dependent moments, calculated-vs-simulated efficiency, option pricing). Foundational time-series theory underpinning the folder’s MSM/SMM notes. Also: sub-topic + parent indexes updated, 3 .base views.
• 2026-06-27: Ingested Plausible GMM: A Quasi-Bayesian Approach (Chernozhukov, Hansen, Kong & Wang, 2026; arXiv:2507.00555, econ.EM) into new sub-topic Plausible GMM — 5 notes: Overview (5 contributions, literature map), Plausible Moment Restriction Model ($m({\theta }_{\ast })={\mu }_{\ast }$, dogmatic vs. plausible prior, plausible-IV example), Quasi-Bayes for Plausible Moment Restrictions (CU-GMM criterion $Q_T$, quasi-posterior $p_T$, optimal decisions — Eqs. 1–3), Gaussian Local Prior Approximation (local prior $\mu \sim \mathcal{N}({\mu }_0,\Lambda /T)$, plausibility-adjusted weighting $A_{\theta }$, “no free lunch” — Eq. 5), Plausible GMM - Institutions and GDP Application (Acemoglu-Johnson-Robinson 2001 IV revisit, Fig. 1 prior-sensitivity). Also: 1 leaf index + 3 .base views. Gap: §4 Bernstein–von Mises theorems and the 401(k) IV-quantile application are in the unincluded Supplemental Appendix.
• 2026-06-17: Ingested 4 research papers (24 notes total) across four topics:
  • DiD → Difference-in-Differences: Callaway & Sant’Anna (2020), Difference-in-Differences with Multiple Time Periods — 6 notes (Overview, Group-Time Average Treatment Effects, Identifying Assumptions for Staggered DiD, Doubly-Robust Estimands for ATT(g,t) (Theorem 1), Aggregating Group-Time Effects, Simultaneous Inference via Multiplier Bootstrap (Theorems 2–3) + minimum-wage application).
  • Factor copulas → new Dependence Modeling: Oh & Patton (2012), Modelling Dependence in High Dimensions with Factor Copulas — 6 notes (Overview, Factor Copula Construction, Tail Dependence in Factor Copulas (Props 1–3, EVT), Multi-Factor and Block Dependence Structures, SMM Estimation of Factor Copulas, Factor Copula Application - S&P 100 and Systemic Risk).
  • SBC → Bayesian Workflow: Talts et al. (2018), Validating Bayesian Inference Algorithms with Simulation-Based Calibration — 6 notes (Overview, Data-Averaged Posterior Self-Consistency, Rank Statistics and Uniformity (Theorem 1), The SBC Algorithm, Interpreting SBC Histograms, SBC Case Studies).
  • Bayesian MMM → new Bayesian Media Mix Modeling: Jin et al. (Google, 2017), Bayesian Methods for Media Mix Modeling with Carryover and Shape Effects — 6 notes (Overview, Carryover (Adstock) Functional Forms, Shape (Saturation) Effects, Bayesian Estimation and Priors for MMM, ROAS, mROAS, and Optimal Media Mix, MMM Model Selection and Application).
  • Also: 3 new leaf indexes + 1 merged (Workflow), 2 new parent sub-topics, parent/root indexes updated, 3 .base dynamic views.
• 2026-06-17: Ingested DAGs with NO TEARS: Continuous Optimization for Structure Learning (Zheng, Aragam, Ravikumar & Xing, NeurIPS 2018; arXiv:1803.01422) into new topic Causal Discovery — 5 content notes: Overview (4 contributions, undirected-GM analogy), DAG Structure Learning Problem (linear SEM, LS score, Programs 3 & 4, NP-hardness, prior-methods landscape), Smooth Acyclicity (Props 1–2, Theorem 1 $h(W)=\mathrm{tr}{e}^{W\circ W}-d$ + gradient, sign-cancellation example), NOTEARS Algorithm (ECP, augmented Lagrangian, L-BFGS/PQN, thresholding, Algorithm 1), Experiments (vs FGS, SHD/FDR, GOBNILP global-optimum, Sachs data). Also: 1 index file + 3 .base dynamic views.
• 2026-05-08: Ingested Basic Category Theory (Leinster, Cambridge 2014; arXiv 1612.09375v2, 191 pp.) into Category Theory — 21 content notes across 6 sub-folders: Foundations (4: categories, functors, natural transformations, functor categories), Adjunctions (3: adjoint functors, units/counits, initial objects), Representables (3: representable functors, Yoneda lemma, Yoneda embedding), Limits and Colimits (5: products/equalizers, pullbacks, general limits, colimits, functors and limits), Synthesis (5: limits via representables, presheaf categories, adjoints and limits, GAFT/SAFT, CCC), Universal Properties (1: introduction). Also: 1 overview note, 7 index files, 3 .base dynamic views.
• 2026-04-11: Ingested 2 papers: (1) McCulloch et al. (2022) into Calibration Methods — 5 notes: HM-ABC Framework overview, History Matching (implausibility score, waves, LHS), Approximate Bayesian Computation (rejection sampling, HM-informed prior, epsilon threshold), Uncertainty Quantification (4 sources: parameter/model discrepancy/ensemble variance/observation), Case Studies (SugarScape, territorial birds, RISC Scottish farms). (2) Rohrer & Murayama (2023) into Research Methodology — 5 notes: Within/Between Persons overview (3 main claims), Within/Between Causal Inference (ATE proof, time-varying confounders), Fixed-Effects Model (Box 1 DAG, assumptions, limitations), Cross-Lagged and Dynamic Panel Models (CLPM, DPM/RI-CLPM, comparison table), Estimands in Longitudinal Research (theoretical estimand definition, 5-step workflow, consistency in psychology).
• 2026-04-11: Ingested Hanssens, Parsons & Schultz (2001) into Market Response Models — 25 notes across 5 subfolders: Introduction (3 notes: MRM overview, management tasks, data/variables), Static Response Models (4 notes: 10 functional forms with full LaTeX + elasticities, MCI/MNL share models, aggregation bias), Dynamic Response Models (4 notes: Koyck/ADL/PDL carryover, reaction functions, S-shape/hysteresis), Estimation and Testing (4 notes: OLS/GLS/SUR/2SLS/Bayes HB, RESET/specification errors, flexible forms, model selection), Time Series Analysis (4 notes: ARIMA, transfer functions, VAR/cointegration/ECM, Granger causality), Empirical Findings (5 notes: generalizations framework, advertising elasticity ≈ 0.10 / duration 6-9 months, price elasticity ≈ −2.5, Dorfman-Steiner optimization, implementation). Also: 8 index files created + Research/_Index.md and _Vault_Index.md updated.
• 2026-04-11: Ingested Evans (2024) Ch. 19 SMM tutorial into Extensions — 2 new notes: SMM Weighting Matrix and Inference (weighting strategies, two-step Ω̂, Newey-West, Σ̂ via Jacobian) + SMM Python Implementation (scipy workflow, L-BFGS-B eps fix, indirect inference pattern). Also: graph analysis moved Dependence Measures for Copulas from Advanced Models to Extensions, and added 14 missing wikilinks across vault.
• 2026-04-11: Ingested 2 papers into Extensions — 10 notes on simulation-based estimation: MSM, indirect inference, EMM (Liesenfeld & Breitung 1998) + SMM for copulas with asymptotic theory, specification testing, Monte Carlo study, financial application (Oh & Patton 2011). Also 1 note on dependence measures in Advanced Models.
• 2026-04-10: Ingested 3 ABM papers into Agent-Based Modeling — 29 notes across 5 sub-topics: Foundations (5), Consumer Behavior (8), Social Dynamics (6), Calibration and Validation (5), Applications (5). Sources: Bonabeau 2002 (PNAS), Karakaya et al. 2011, Ben Said et al. 2002
• 2026-04-10: Ingested 2 papers into Causal Inference — 12 notes: Liu 2025 (6 notes, Knowledge Elicitation — code prompts for LLM causal reasoning) + Zeng 2025 (6 notes, Foundations — causal DAG summarization, CaGReS algorithm, s-separation, do-calculus soundness)
• 2026-04-10: Ingested 4 papers into Causal Inference — 24 notes across 3 new sub-folders: Knowledge Elicitation (Yamashita 2020 interactive NLP + Shaposhnyk 2025 LLM-for-BN), Treatment Effect Estimation (Künzel 2019 S/T/X-learner metalearners), Time Series Causal Inference (Brodersen 2015 CausalImpact BSTS)
• 2026-04-10: Ingested Xu (2017) into Identification Strategies — 2 notes: Overview + Generalized Synthetic Control Method (IFE model, 3-step estimator, LOO cross-validation, parametric bootstrap, EDR voter turnout application)
• 2026-04-10: Ingested Abadie (2021) into Identification Strategies — 5 notes: Overview, Bias Theory (linear factor model, bias bound, sparsity), Inference & Diagnostics (RMSPE ratio, permutation test, backdating), Requirements (5 contextual + 3 data conditions), Extensions (penalized SC, bias correction, elastic net, matrix completion)
• 2026-04-10: Ingested Li, Ding & Mealli (2022) into Causal Inference — 10 notes covering potential outcomes, Bayesian CI structure, BART/BCF/GP outcome models, propensity score strategies, E-value sensitivity analysis, IV/principal stratification, g-computation
• 2026-04-09: Ingested 9 PyMC tutorials into Research — HSGP, copulas, CFA/SEM, spatial BYM, social networks, causal BART, missing data, counterfactual inference, moderation, Bayesian DiD
• 2026-04-08: Ingested 2 PyMC tutorials — discrete choice models, factor analysis
• 2026-04-08: Ingested 5 textbooks/papers — BDA3, Bayesian Workflow, Statistical Rethinking, Garden of Forking Paths, Activity Bias, Mostly Harmless Econometrics