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A new matching method is proposed for the estimation of the average treatment effect of social policy interventions (e.g., training programs or health care measures). Given an outcome variable, a treatment and a set of pre-treatment…
We analyze the finite sample mean squared error (MSE) performance of regression trees and forests in the high dimensional regime with binary features, under a sparsity constraint. We prove that if only $r$ of the $d$ features are relevant…
Most causal inference studies rely on the assumption of overlap to estimate population or sample average causal effects. When data exhibit non-overlap, estimation of these estimands requires reliance on model specifications, due to poor…
Tree-based ensembles such as the Random Forest are modern classics among statistical learning methods. In particular, they are used for predicting univariate responses. In case of multiple outputs the question arises whether we separately…
The present paper discusses the problem of estimating the finite population mean of study variable in simple random sampling in the presence of non response and response error together. The estimators in this article use auxiliary…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
Most real-world classification problems deal with imbalanced datasets, posing a challenge for Artificial Intelligence (AI), i.e., machine learning algorithms, because the minority class, which is of extreme interest, often proves difficult…
Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…
Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…
Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…
Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…
There is a growing trend among statistical agencies to explore non-probability data sources for producing more timely and detailed statistics, while reducing costs and respondent burden. Coverage and measurement error are two issues that…
With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…
Variable trees are a new method for the exploration of discrete multivariate data. They display nested subsets and corresponding frequencies and percentages. Manual calculation of these quantities can be laborious, especially when there are…
Measurement error arises through a variety of mechanisms. A rich literature exists on the bias introduced by covariate measurement error and on methods of analysis to address this bias. By comparison, less attention has been given to errors…
Prediction rule ensembles (PREs) are a relatively new statistical learning method, which aim to strike a balance between predictive accuracy and interpretability. Starting from a decision tree ensemble, like a boosted tree ensemble or a…
In this paper we utilize a survival analysis methodology incorporating Bayesian additive regression trees to account for nonlinear and additive covariate effects. We compare the performance of Bayesian additive regression trees, Cox…
We consider a simple approach for approximating detailed information about the conditional distribution of a real-valued response variable, given values for its covariates, using only the outputs from a standard regression model. We…
In complex survey data, each sampled observation has assigned a sampling weight, indicating the number of units that it represents in the population. Whether sampling weights should or not be considered in the estimation process of model…
Negative binomial regression is commonly employed to analyze overdispersed count data. With small to moderate sample sizes, the maximum likelihood estimator of the dispersion parameter may be subject to a significant bias, that in turn…