Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866915980317294592 |
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| author | Carlson, Jacob |
| author_facet | Carlson, Jacob |
| contents | Social scientists are increasingly turning to unstructured datasets to unlock new empirical insights, e.g., estimating descriptive statistics of or causal effects on quantitative measures derived from text, audio, or video data. In many such settings, unsupervised analysis is of primary interest, in that the researcher does not want to (or cannot) manually pre-specify all important aspects of the unstructured data to measure; they are interested in "discovery." This paper proposes a general and flexible framework for pursuing such discovery from unstructured data in a statistically principled way. The framework leverages recent methods from the literature on AI interpretability to map unstructured data points to high-dimensional, sparse, and interpretable "concept embeddings"; computes statistics from these concept embeddings for testing interpretable, concept-by-concept hypotheses; performs selective inference on these hypotheses using algorithms validated by new results in high-dimensional central limit theory, producing a selected set ("discoveries"); and both generates and evaluates human-interpretable natural language descriptions of these discoveries. The proposed framework has few researcher degrees of freedom, is robust to data snooping and other post-selection inference concerns, and facilitates fast and inexpensive sensitivity analysis and replication. Applications to recent descriptive and causal analyses of unstructured data in empirical economics are explored. Open source code is provided for researchers to implement the framework in their own projects. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2511_01680 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach Carlson, Jacob Econometrics Machine Learning Social scientists are increasingly turning to unstructured datasets to unlock new empirical insights, e.g., estimating descriptive statistics of or causal effects on quantitative measures derived from text, audio, or video data. In many such settings, unsupervised analysis is of primary interest, in that the researcher does not want to (or cannot) manually pre-specify all important aspects of the unstructured data to measure; they are interested in "discovery." This paper proposes a general and flexible framework for pursuing such discovery from unstructured data in a statistically principled way. The framework leverages recent methods from the literature on AI interpretability to map unstructured data points to high-dimensional, sparse, and interpretable "concept embeddings"; computes statistics from these concept embeddings for testing interpretable, concept-by-concept hypotheses; performs selective inference on these hypotheses using algorithms validated by new results in high-dimensional central limit theory, producing a selected set ("discoveries"); and both generates and evaluates human-interpretable natural language descriptions of these discoveries. The proposed framework has few researcher degrees of freedom, is robust to data snooping and other post-selection inference concerns, and facilitates fast and inexpensive sensitivity analysis and replication. Applications to recent descriptive and causal analyses of unstructured data in empirical economics are explored. Open source code is provided for researchers to implement the framework in their own projects. |
| title | Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach |
| topic | Econometrics Machine Learning |
| url | https://arxiv.org/abs/2511.01680 |