Related papers: Weighted KS Statistics for Inference on Conditiona…

This paper investigates the convergence properties of spectral algorithms -- a class of regularization methods originating from inverse problems -- under covariate shift. In this setting, the marginal distributions of inputs differ between…

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

This paper shows how to shrink extremum estimators towards inequality constraints motivated by economic theory. We propose an Inequality Constrained Shrinkage Estimator (ICSE) which takes the form of a weighted average between the…

The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its…

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Win statistics, including the win ratio, net benefit, and win odds, summarize treatment effects on hierarchical composite endpoints by sequentially comparing patient pairs on component outcomes ordered by clinical importance, proceeding to…

In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we…

One of the major problems in Machine Learning (ML) and Artificial Intelligence (AI) is the fact that the probability distribution of the test data in the real world could deviate substantially from the probability distribution of the…

Estimating the average treatment causal effect in clustered data often involves dealing with unmeasured cluster-specific confounding variables. Such variables may be correlated with the measured unit covariates and outcome. When the…

We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-bymeasure updating of such a set of measures upon acquiring new information is well-known to suffer…

In a clustered observational study, a treatment is assigned to groups and all units within the group are exposed to the treatment. We develop a new method for statistical adjustment in clustered observational studies using approximate…

Positivity violations, which occur when some subgroups either always or never receive a treatment of interest, pose significant challenges for causal effect estimation with observational data. Recent balancing weight methods have proved to…

We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard…

There is a considerable literature in case-control logistic regression on whether or not non-confounding covariates should be adjusted for. However, only limited and ad hoc theoretical results are available on this important topic. A…

The basic motivation and primary goal of this paper is a qualitative evaluation of the performance of a new weighted statistic for a nonparametric test for stochastic dominance based on two samples, which was introduced in Ledwina and…

Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…

We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-by-measure updating of such a set of measures upon acquiring new information is well-known to suffer…

Gene Set Enrichment Analysis (GSEA) is a basic tool for genomic data treatment. From a statistical point of view, the centering of its test statistic does not allow the derivation of asymptotic results. A test statistic with a different…

Weighting methods are popular tools for estimating causal effects; assessing their robustness under unobserved confounding is important in practice. In the following paper, we introduce a new set of sensitivity models called "variance-based…

Inverse weighting with an estimated propensity score is widely used by estimation methods in causal inference to adjust for confounding bias. However, directly inverting propensity score estimates can lead to instability, bias, and…