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In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where…

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

Establishing cause-effect relationships from observational data often relies on untestable assumptions. It is crucial to know whether, and to what extent, the conclusions drawn from non-experimental studies are robust to potential…

Causal inference with observational longitudinal data and time-varying exposures is often complicated by time-dependent confounding and attrition. The G-computation formula is one approach for estimating a causal effect in this setting. The…

Applications · Statistics 2020-10-14 Maria Josefsson , Michael J. Daniels

A full parametric and linear specification may be insufficient to capture complicated patterns in studies exploring complex features, such as those investigating age-related changes in brain functional abilities. Alternatively, a partially…

Methodology · Statistics 2024-02-07 Jia Liang , Shuo Chen , Peter Kochunov , L Elliot Hong , Chixiang Chen

Ordinal regression is aimed at predicting an ordinal class label. In this paper, we consider its semi-supervised formulation, in which we have unlabeled data along with ordinal-labeled data to train an ordinal regressor. There are several…

Machine Learning · Computer Science 2021-06-11 Taira Tsuchiya , Nontawat Charoenphakdee , Issei Sato , Masashi Sugiyama

This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of…

Machine Learning · Statistics 2021-10-05 Martin Emil Jakobsen

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

Econometrics · Economics 2025-09-23 Christophe Bruneel-Zupanc

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Methodology · Statistics 2017-04-11 Alex Tank , Emily B. Fox , Ali Shojaie

For linear regression models who are not exactly sparse in the sense that the coefficients of the insignificant variables are not exactly zero, the working models obtained by a variable selection are often biased. Even in sparse cases,…

Methodology · Statistics 2014-07-17 Lu Lin , Lixing Zhu , Yujie Gai

What is the difference of a prediction that is made with a causal model and a non-causal model? Suppose we intervene on the predictor variables or change the whole environment. The predictions from a causal model will in general work as…

Methodology · Statistics 2024-04-27 Jonas Peters , Peter Bühlmann , Nicolai Meinshausen

Environmental epidemiologists are increasingly interested in establishing causality between exposures and health outcomes. A popular model for causal inference is the Rubin Causal Model (RCM), which typically seeks to estimate the average…

Applications · Statistics 2021-01-26 Keith W. Zirkle , Marie-Abele Bind , Jenise L. Swall , David C. Wheeler

Interference bias is a major impediment to identifying causal effects in real-world settings. For example, vaccination reduces the transmission of a virus in a population such that everyone benefits -- even those who are not treated. This…

Methodology · Statistics 2025-03-25 Michael O'Riordan , Ciarán M. Gilligan-Lee

In this paper, we consider the problem of estimating the marginal density in some nonlinear autoregressive time series models for which the conditional mean and variance have a parametric specification. Under some regularity conditions, we…

Statistics Theory · Mathematics 2016-10-31 Lionel Truquet

Intercurrent events, common in clinical trials and observational studies, affect the existence or interpretation of final outcomes. Principal stratification addresses this challenge by defining local average treatment effect estimands…

Methodology · Statistics 2025-09-22 Jiaqi Tong , Brennan Kahan , Michael O. Harhay , Fan Li

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

In this work, we propose a deep learning-based method to perform semiparametric regression analysis for spatially dependent data. To be specific, we use a sparsely connected deep neural network with rectified linear unit (ReLU) activation…

Machine Learning · Statistics 2023-12-19 Kexuan Li , Jun Zhu , Anthony R. Ives , Volker C. Radeloff , Fangfang Wang

Semi-structured regression models enable the joint modeling of interpretable structured and complex unstructured feature effects. The structured model part is inspired by statistical models and can be used to infer the input-output…

Machine Learning · Computer Science 2024-01-24 Daniel Dold , David Rügamer , Beate Sick , Oliver Dürr

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…

Econometrics · Economics 2022-12-15 Hugo Bodory , Martin Huber , Michael Lechner