Related papers: Semiparametric stationarity and fractional unit ro…
Establishing causality is a fundamental goal in fields like medicine and social sciences. While randomized controlled trials are the gold standard for causal inference, they are not always feasible or ethical. Observational studies can…
Cumulative probability models (CPMs) are a robust alternative to linear models for continuous outcomes. However, they are not feasible for very large datasets due to elevated running time and memory usage, which depend on the sample size,…
We provide non-asymptotic convergence rates of the Polyak-Ruppert averaged stochastic gradient descent (SGD) to a normal random vector for a class of twice-differentiable test functions. A crucial intermediate step is proving a…
The m-out-of-n bootstrap, originally proposed by Bickel, Gotze, and Zwet (1992), approximates the distribution of a statistic by repeatedly drawing m subsamples (with m much smaller than n) without replacement from an original sample of…
Univariate isotonic regression (IR) has been used for nonparametric estimation in dose-response and dose-finding studies. One undesirable property of IR is the prevalence of piecewise-constant stretches in its estimates, whereas the…
Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…
This paper studies nonparametric regression with long memory (LRD) errors and predictors. First, we formulate general conditions which guarantee the standard rate of convergence for a nonparametric kernel estimator. Second, we calculate the…
Accelerated failure time (AFT) models are frequently used to model survival data, providing a direct quantification of the relationship between event times and covariates. These models allow for the acceleration or deceleration of failure…
Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…
With the rapid development of large language models (LLMs), fully fine-tuning (FT) these models is becoming increasingly infeasible due to high computational demands. Moreover, FT also increases the risk of catastrophic forgetting. As an…
Background: Functional magnetic resonance imaging (fMRI) provides non-invasive measures of neuronal activity using an endogenous Blood Oxygenation-Level Dependent (BOLD) contrast. This article introduces a nonlinear dimensionality reduction…
We study the estimation of causal estimand involving the joint distribution of treatment and control outcomes for a single unit. In typical causal inference settings, it is impossible to observe both outcomes simultaneously, which places…
Clinical randomized controlled trials (RCTs) collect hundreds of measurements spanning various metric types (e.g., laboratory tests, cognitive/motor assessments, etc.) across 100s-1000s of subjects to evaluate the effect of a treatment, but…
Large language model inference on Central Processing Units (CPU) is challenging due to the vast quantities of expensive Multiply-Add (MAD) matrix operations in the attention computations. In this paper, we argue that there is a rare gem in…
Recent developments in applied mathematics increasingly employ machine learning (ML)-particularly supervised learning-to accelerate numerical computations, such as solving nonlinear partial differential equations. In this work, we extend…
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed effects. The test statistic resembles the Lagrange Multiplier (LM) test statistic in parametric models and is based on a…
We introduce CRYSTAL (Clear Reasoning via Yielded Steps, Traceability, and Logic), a diagnostic benchmark with 6,372 instances that evaluates multimodal reasoning through verifiable intermediate steps. We propose two complementary metrics:…
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…
Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…
In this paper, in the first step, we show that the fractional Dickey-Fuller test proposed by Dolado et al [10] is useless in practice. In the second step, we propose a new testing procedure for the degree of fractional integration of a time…