Related papers: On Randomization-based and Regression-based Infere…
Estimating causal effects from observational data informs us about which factors are important in an autonomous system, and enables us to take better decisions. This is important because it has applications in selecting a treatment in…
We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in an additive separable way, but without imposing any…
This paper proposes valid inference tools, based on self-normalization, in time series expected shortfall regressions and, as a corollary, also in quantile regressions. Extant methods for such time series regressions, based on a bootstrap…
Automated decision support systems that are able to infer second opinions from experts can potentially facilitate a more efficient allocation of resources; they can help decide when and from whom to seek a second opinion. In this paper, we…
Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…
Spurred on by recent successes in causal inference competitions, Bayesian nonparametric (and high-dimensional) methods have recently seen increased attention in the causal inference literature. In this paper, we present a comprehensive…
Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…
In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…
In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be incorporated in the statistical modeling process. In this…
The discovery of discriminatory bias in human or automated decision making is a task of increasing importance and difficulty, exacerbated by the pervasive use of machine learning and data mining. Currently, discrimination discovery largely…
Split-plot designs find wide applicability in multifactor experiments with randomization restrictions. Practical considerations often warrant the use of unbalanced designs. This paper investigates randomization based causal inference in…
Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…
We compare two recently proposed methods that combine ideas from conformal inference and quantile regression to produce locally adaptive and marginally valid prediction intervals under sample exchangeability (Romano et al., 2019;…
We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…
Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…
In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…
In this paper, we propose a parametrised factor that enables inference on Gaussian networks where linear dependencies exist among the random variables. Our factor representation is effectively a generalisation of traditional Gaussian…
We are interested in learning causal relationships between pairs of random variables, purely from observational data. To effectively address this task, the state-of-the-art relies on strong assumptions regarding the mechanisms mapping…
Causal reasoning is often challenging with spatial data, particularly when handling high-dimensional inputs. To address this, we propose a neural network (NN) based framework integrated with an approximate Gaussian process to manage spatial…
Prototypal analysis is introduced to overcome two shortcomings of archetypal analysis: its sensitivity to outliers and its non-locality, which reduces its applicability as a learning tool. Same as archetypal analysis, prototypal analysis…