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One can improve predictability in the unknown domain by combining forecasts of imperfect complex computational models using a Bayesian statistical machine learning framework. In many cases, however, the models used in the mixing process are…

Nuclear Theory · Physics 2024-08-21 Pablo Giuliani , Kyle Godbey , Vojtech Kejzlar , Witold Nazarewicz

Empirical studies using Regression Discontinuity (RD) designs often explore heterogeneous treatment effects based on pretreatment covariates, even though no formal statistical methods exist for such analyses. This has led to the widespread…

We consider the problem of estimating the expected causal effect $E[Y|do(X)]$ for a target variable $Y$ when treatment $X$ is set by intervention, focusing on continuous random variables. In settings without selection bias or confounding,…

Machine Learning · Statistics 2025-03-27 Marlies Hafer , Alexander Marx

When pre-processing observational data via matching, we seek to approximate each unit with maximally similar peers that had an alternative treatment status--essentially replicating a randomized block design. However, as one considers a…

Econometrics · Economics 2019-05-30 Gentry Johnson , Brian Quistorff , Matt Goldman

Heterogeneity is a hallmark of complex diseases. Regression-based heterogeneity analysis, which is directly concerned with outcome-feature relationships, has led to a deeper understanding of disease biology. Such an analysis identifies the…

Methodology · Statistics 2022-11-29 Ziye Luo , Xinyue Yao , Yifan Sun , Xinyan Fan

We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…

Methodology · Statistics 2015-08-10 Jona Cederbaum , Marianne Pouplier , Phil Hoole , Sonja Greven

Regression analysis is a standard supervised machine learning method used to model an outcome variable in terms of a set of predictor variables. In most real-world applications we do not know the true value of the outcome variable being…

Machine Learning · Statistics 2019-10-10 Henri Tiittanen , Emilia Oikarinen , Andreas Henelius , Kai Puolamäki

We study the connection between multicalibration and boosting for squared error regression. First we prove a useful characterization of multicalibration in terms of a ``swap regret'' like condition on squared error. Using this…

Machine Learning · Computer Science 2023-02-01 Ira Globus-Harris , Declan Harrison , Michael Kearns , Aaron Roth , Jessica Sorrell

Machine learning is about forecasting. When the forecasts come with an evaluation metric the forecasts become useful. What are reasonable evaluation metrics? How do existing evaluation metrics relate? In this work, we provide a general…

Machine Learning · Computer Science 2025-07-08 Rabanus Derr , Robert C. Williamson

Fairness studies of algorithmic decision-making systems often simplify complex decision processes, such as bail or loan approvals, into binary classification tasks. However, these approaches overlook that such decisions are not inherently…

Machine Learning · Computer Science 2025-11-13 Ayan Majumdar , Deborah D. Kanubala , Kavya Gupta , Isabel Valera

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

In the quest to make defensible causal claims from observational data, it is sometimes possible to leverage information from "placebo treatments" and "placebo outcomes". Existing approaches employing such information focus largely on point…

Methodology · Statistics 2024-11-26 Adam Rohde , Chad Hazlett

In the absence of unobserved confounders, matching and weighting methods are widely used to estimate causal quantities including the Average Treatment Effect on the Treated (ATT). Unfortunately, these methods do not necessarily achieve…

Methodology · Statistics 2016-05-03 Chad Hazlett

Our goal is to produce methods for observational causal inference that are auditable, easy to troubleshoot, accurate for treatment effect estimation, and scalable to high-dimensional data. We describe a general framework called…

Methodology · Statistics 2023-10-16 Quinn Lanners , Harsh Parikh , Alexander Volfovsky , Cynthia Rudin , David Page

To estimate causal effects from observational data, an applied researcher must impose beliefs. The instrumental variables exclusion restriction, for example, represents the belief that the instrument has no direct effect on the outcome of…

Econometrics · Economics 2020-11-17 Francis J. DiTraglia , Camilo Garcia-Jimeno

Joint modeling technique is a recent advancement in effectively analyzing the longitudinal history of patients with the occurrence of an event of interest attached to it. This procedure is successfully implemented in biomarker studies to…

Methodology · Statistics 2021-01-08 Gajendra K. Vishwakarma , Atanu Bhattacharjee , Souvik Banerjee

We propose a matching method that recovers direct treatment effects from randomized experiments where units are connected in an observed network, and units that share edges can potentially influence each others' outcomes. Traditional…

Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

Applications · Statistics 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel

The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…

Machine Learning · Statistics 2020-11-05 Kristjan Greenewald , Dmitriy Katz-Rogozhnikov , Karthik Shanmugam

In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based…

Methodology · Statistics 2023-03-24 Guy Ashiri-Prossner , Yuval Benjamini