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We consider penalized regression models under a unified framework where the particular method is determined by the form of the penalty term. We propose a fully Bayesian approach that incorporates both sparse and dense settings and show how…

Methodology · Statistics 2019-07-25 Ding Xiang , Galin L. Jones

When considering the effect a treatment will cause in a population of interest, we often look to evidence from randomized controlled trials. In settings where multiple trials on a treatment are available, we may wish to synthesize the…

Methodology · Statistics 2023-09-08 Nicole Schnitzler , Eloise Kaizar

Given an observational study with $n$ independent but heterogeneous units, our goal is to learn the counterfactual distribution for each unit using only one $p$-dimensional sample per unit containing covariates, interventions, and outcomes.…

Machine Learning · Computer Science 2023-09-18 Abhin Shah , Raaz Dwivedi , Devavrat Shah , Gregory W. Wornell

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

Methodology · Statistics 2020-12-29 Matthieu Marbac , Mohammed Sedki , Christophe Biernacki , Vincent Vandewalle

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

Methodology · Statistics 2024-11-05 Miruna Oprescu , Nathan Kallus

The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…

Econometrics · Economics 2025-03-28 Ben Deaner , Chen-Wei Hsiang , Andrei Zeleneev

In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

Methodology · Statistics 2022-06-24 Jiuyong Li , Lin Liu , Shisheng Zhang , Saisai Ma , Thuc Duy Le , Jixue Liu

Identifying patient subgroups with different treatment responses is an important task to inform medical recommendations, guidelines, and the design of future clinical trials. Existing approaches for treatment effect estimation primarily…

Methodology · Statistics 2025-12-10 Vincent Jeanselme , Chang Ho Yoon , Fabian Falck , Brian Tom , Jessica Barrett

Sparse penalized quantile regression provides an effective framework for variable selection and robust estimation in high-dimensional data analysis. When ex planatory variables are organized into groups, achieving sparsity both within and…

Computation · Statistics 2026-04-23 Huayan Kou , Yuwen Gu , Yi Lian , Rui Zhang , Jun Fan

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

Methodology · Statistics 2026-05-18 Anders Munch , Thomas A. Gerds

Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…

Artificial Intelligence · Computer Science 2016-11-09 Alexander Peysakhovich , Akos Lada

Hybrid ensemble, an essential branch of ensembles, has flourished in the regression field, with studies confirming diversity's importance. However, previous ensembles consider diversity in the sub-model training stage, with limited…

Machine Learning · Computer Science 2023-05-16 Yun Bai , Ganglin Tian , Yanfei Kang , Suling Jia

The identification of patient subgroups with differential treatment effects is the first step towards individualised treatments. A current draft guideline by the EMA discusses potentials and problems in subgroup analyses and formulated…

Methodology · Statistics 2020-01-22 Heidi Seibold , Achim Zeileis , Torsten Hothorn

We study discrete panel data methods where unobserved heterogeneity is revealed in a first step, in environments where population heterogeneity is not discrete. We focus on two-step grouped fixed-effects (GFE) estimators, where individuals…

Econometrics · Economics 2021-02-04 Stéphane Bonhomme Thibaut Lamadon Elena Manresa

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

Non-significant randomized control trials can hide subgroups of good responders to experimental drugs, thus hindering subsequent development. Identifying such heterogeneous treatment effects is key for precision medicine and many post-hoc…

Methodology · Statistics 2024-01-24 Valentine Perrin , Nathan Noiry , Nicolas Loiseau , Alex Nowak

Large-scale {\it in vitro} drug sensitivity screens are an important tool in personalized oncology to predict the effectiveness of potential cancer drugs. The prediction of the sensitivity of cancer cell lines to a panel of drugs is a…

Methodology · Statistics 2020-03-10 Zhi Zhao , Manuela Zucknick

In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim we…

Statistics Theory · Mathematics 2012-08-10 F. Bartolucci , M. Lupparelli

The Lasso is biased. Concave penalized least squares estimation (PLSE) takes advantage of signal strength to reduce this bias, leading to sharper error bounds in prediction, coefficient estimation and variable selection. For prediction and…

Statistics Theory · Mathematics 2017-12-29 Long Feng , Cun-Hui Zhang

How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…

Methodology · Statistics 2021-03-31 Max Goplerud