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In observational studies, propensity scores are commonly estimated by maxi- mum likelihood but may fail to balance high-dimensional pre-treatment covariates even after specification search. We introduce a general framework that unifies and…

Methodology · Statistics 2017-03-22 Qingyuan Zhao

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…

Machine Learning · Computer Science 2021-10-29 Plabon Shaha , Talha Islam Zadid , Ismat Rahman , Md. Mosaddek Khan

Generalized linear mixed models are useful in studying hierarchical data with possibly non-Gaussian responses. However, the intractability of likelihood functions poses challenges for estimation. We develop a new method suitable for this…

Methodology · Statistics 2022-01-26 Zexi Song , Zhiqiang Tan

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…

Machine Learning · Statistics 2018-06-20 Yixin Wang , Alp Kucukelbir , David M. Blei

The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…

Methodology · Statistics 2021-05-18 Marie Du Roy de Chaumaray , Matthieu Marbac , Valentin Patilea

Motivated by the need for rigorous and scalable evaluation of large language models, we study contextual preference inference for pairwise comparison functionals of context-dependent preference score functions across domains. Focusing on…

Machine Learning · Statistics 2025-09-09 Yichi Zhang , Alexander Belloni , Ethan X. Fang , Junwei Lu , Xiaoan Xu

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…

Statistics Theory · Mathematics 2013-09-20 Irène Gannaz

In various data settings, it is necessary to compare observations from disparate data sources. We assume the data is in the dissimilarity representation and investigate a joint embedding method that results in a commensurate representation…

Methodology · Statistics 2016-01-05 Sancar Adali , Carey E. Priebe

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

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

In this article, we construct empirical likelihood (EL)-weighted estimators of linear functionals of a probability measure in the presence of side information. Motivated by nuisance parameters in semiparametric models with possibly infinite…

Statistics Theory · Mathematics 2023-01-25 Shan Wang , Hanxiang Peng

We study off-policy evaluation in the setting of contextual bandits, where we aim to evaluate a new policy using historical data that consists of contexts, actions and received rewards. This historical data typically does not faithfully…

Machine Learning · Computer Science 2026-03-11 Rong J. B. Zhu

Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…

Methodology · Statistics 2020-02-05 Daniel J. Eck

Causal inference is only valid when its underlying assumptions are satisfied, one of the most central being the ignorability or unconfoundedness assumption. However, this hypothesis is often unrealistic in observational studies, as some…

Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has been demonstrated to outperform…

Methodology · Statistics 2025-07-15 Yang Liu , Yukun Liu , Pengfei Li , Riquan Zhang

Fitting mixed models to complex survey data is a challenging problem. Most methods in the literature, including the most widely used one, require a close relationship between the model structure and the survey design. In this paper we…

Methodology · Statistics 2023-11-23 Thomas Lumley , Xudong Huang

Multiple imputation provides us with efficient estimators in model-based methods for handling missing data under the true model. It is also well-understood that design-based estimators are robust methods that do not require accurately…

Methodology · Statistics 2020-06-11 Kyunghee Han , Pamela A. Shaw , Thomas Lumley

Positive and unlabelled learning is an important problem which arises naturally in many applications. The significant limitation of almost all existing methods lies in assuming that the propensity score function is constant (SCAR…

Machine Learning · Statistics 2023-11-01 Konrad Furmańczyk , Jan Mielniczuk , Wojciech Rejchel , Paweł Teisseyre