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Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric function, one obtains a parametric model that is in some sense…

Statistics Theory · Mathematics 2025-09-23 Adam Lee , Emil A. Stoltenberg , Per A. Mykland

Almost all fields of science rely upon statistical inference to estimate unknown parameters in theoretical and computational models. While the performance of modern computer hardware continues to grow, the computational requirements for the…

Computation · Statistics 2022-10-25 David J. Warne , Ruth E. Baker , Matthew J. Simpson

Practitioners use feature importance to rank and eliminate weak predictors during model development in an effort to simplify models and improve generality. Unfortunately, they also routinely conflate such feature importance measures with…

Machine Learning · Computer Science 2020-06-09 Terence Parr , James D. Wilson , Jeff Hamrick

It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a…

Methodology · Statistics 2023-06-14 Aaron Hudson

In this paper we review important aspects of semiparametric theory and empirical processes that arise in causal inference problems. We begin with a brief introduction to the general problem of causal inference, and go on to discuss…

Statistics Theory · Mathematics 2016-07-25 Edward H. Kennedy

Suppose that we wish to estimate a finite-dimensional summary of one or more function-valued features of an underlying data-generating mechanism under a nonparametric model. One approach to estimation is by plugging in flexible estimates of…

Methodology · Statistics 2020-08-28 Hongxiang Qiu , Alex Luedtke , Marco Carone

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts.…

Methodology · Statistics 2026-03-09 Weihan Zhang , Zijun Gao

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

In this paper, we observe a fixed number of unknown $2\pi$-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name "shape invariant model." While the common…

Statistics Theory · Mathematics 2010-10-06 Myriam Vimond

Understanding the pathways whereby an intervention has an effect on an outcome is a common scientific goal. A rich body of literature provides various decompositions of the total intervention effect into pathway specific effects.…

Methodology · Statistics 2020-01-20 David Benkeser

Obtaining a non-parametric expression for an interventional distribution is one of the most fundamental tasks in causal inference. Such an expression can be obtained for an identifiable causal effect by an algorithm or by manual application…

Machine Learning · Statistics 2018-06-20 Santtu Tikka , Juha Karvanen

Nonparametric and machine learning methods are flexible methods for obtaining accurate predictions. Nowadays, data sets with a large number of predictors and complex structures are fairly common. In the presence of item nonresponse,…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

Nonlinear regression is a useful statistical tool, relating observed data and a nonlinear function of unknown parameters. When the parameter-dependent nonlinear function is computationally intensive, a straightforward regression analysis by…

Applications · Statistics 2009-01-26 Dorin Drignei , Chris E. Forest , Doug Nychka

We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…

Statistics Theory · Mathematics 2014-02-05 Guang Cheng , Lan Zhou , Jianhua Z. Huang

We consider statistical inference for a finite-dimensional parameter in a regular semiparametric model under a distributed setting with blockwise missingness, where entire blocks of variables are unavailable at certain sites and sharing…

Methodology · Statistics 2025-08-26 Jingyue Huang , Huiyuan Wang , Yuqing Lei , Yong Chen

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

Estimators based on influence functions (IFs) have been shown to be effective in many settings, especially when combined with machine learning techniques. By focusing on estimating a specific target of interest (e.g., the average effect of…

Methodology · Statistics 2019-10-29 Aaron Fisher , Edward H. Kennedy

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…

Methodology · Statistics 2023-07-20 Tamara Broderick , Ryan Giordano , Rachael Meager

Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models…

Machine Learning · Computer Science 2018-10-23 Ke Li , Jitendra Malik