Related papers: Covariance and correlation estimators in bipartite…

We develop an estimator for treatment effects in high-dimensional settings with additive measurement error, a prevalent challenge in modern econometrics. We introduce the Double/Debiased Convex Conditioned LASSO (Double/Debiased CoCoLASSO),…

We study the bias of classical quantile regression and instrumental variable quantile regression estimators. While being asymptotically first-order unbiased, these estimators can have non-negligible second-order biases. We derive a…

We study a high-dimensional regression setting under the assumption of known covariate distribution. We aim at estimating the amount of explained variation in the response by the best linear function of the covariates (the signal level). In…

Recommender systems often suffer from selection bias as users tend to rate their preferred items. The datasets collected under such conditions exhibit entries missing not at random and thus are not randomized-controlled trials representing…

This article develops a covariate balancing approach for the estimation of treatment effects on the treated (ATT) in a difference-in-differences (DID) research design when panel data are available. We show that the proposed covariate…

Assuming squared error loss, we show that finding unbiased estimators and Bayes estimators can be treated as using a pair of linear operators that operate between two Hilbert spaces. We note that these integral operators are adjoint and…

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…

Bipartite experiments are a recent object of study in causal inference, whereby treatment is applied to one set of units and outcomes of interest are measured on a different set of units. These experiments are particularly useful in…

Assessing the fairness of a decision making system with respect to a protected class, such as gender or race, is challenging when class membership labels are unavailable. Probabilistic models for predicting the protected class based on…

We revisit panel regressions with unobserved heterogeneity through the lens of variance-weighted average treatment effects. Building on established results for cross-sectional OLS and one-way fixed effects panels, we show that two-way panel…

We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…

When data are clustered, common practice has become to do OLS and use an estimator of the covariance matrix of the OLS estimator that comes close to unbiasedness. In this paper we derive an estimator that is unbiased when the random-effects…

Systems with two types of agents with a preference for heterophilous interaction produces networks that are more or less close to bipartite. We propose two measures quantifying the notion of bipartivity. The two measures--one well-known and…

Bipartite ranking is a fundamental machine learning and data mining problem. It commonly concerns the maximization of the AUC metric. Recently, a number of studies have proposed online bipartite ranking algorithms to learn from massive…

This note explores probabilistic sampling weighted by uncertainty in active learning. This method has been previously used and authors have tangentially remarked on its efficacy. The scheme has several benefits: (1) it is computationally…

This paper considers the problem of estimating the variance of a sum of a triangular array of random vectors with heterogeneous means. When random vectors exhibit two-way cluster dependence or weak dependence, standard variance estimators…

We propose novel estimators for categorical and continuous treatments by using an optimal covariate balancing strategy for inverse probability weighting. The resulting estimators are shown to be consistent and asymptotically normal for…

Bipartite Graph is often a realistic model of complex networks where two different sets of entities are involved and relationship exist only two entities belonging to two different sets. Examples include the user-item relationship of a…

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

We consider a robust version of multiple-set linear canonical analysis obtained by using a S-estimator of covariance operator. The related influence functions are derived. Asymptotic properties of this robust method are obtained and a…