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In social science researches, causal inference regarding peer effects often faces significant challenges due to homophily bias and contextual confounding. For example, unmeasured health conditions (e.g., influenza) and psychological states…

Methodology · Statistics 2025-04-29 Shanshan Luo , Kang Shuai , Yechi Zhang , Wei Li , Yangbo He

We consider joint selection of fixed and random effects in general mixed-effects models. The interpretation of estimated mixed-effects models is challenging since changing the structure of one set of effects can lead to different choices of…

Methodology · Statistics 2020-02-26 Maud Delattre , Marie-Anne Poursat

This article contributes to the discussion on the relationship between the Neyman-Rubin and the graphical frameworks for causal inference. We present specific examples of data-generating mechanisms - such as those involving undirected or…

Methodology · Statistics 2025-12-11 Tetiana Gorbach , Xavier de Luna , Juha Karvanen , Ingeborg Waernbaum

We combine high-dimensional factor models with fractional integration methods and derive models where nonstationary, potentially cointegrated data of different persistence is modelled as a function of common fractionally integrated factors.…

Econometrics · Economics 2020-05-12 Tobias Hartl

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…

Machine Learning · Statistics 2014-09-16 David Lopez-Paz , Krikamol Muandet , Benjamin Recht

Boolean matrix factorisation aims to decompose a binary data matrix into an approximate Boolean product of two low rank, binary matrices: one containing meaningful patterns, the other quantifying how the observations can be expressed as a…

Machine Learning · Statistics 2017-02-28 Tammo Rukat , Chris C. Holmes , Michalis K. Titsias , Christopher Yau

Suppose that we wish to estimate a vector $\mathbf{x}$ from a set of binary paired comparisons of the form "$\mathbf{x}$ is closer to $\mathbf{p}$ than to $\mathbf{q}$" for various choices of vectors $\mathbf{p}$ and $\mathbf{q}$. The…

Machine Learning · Statistics 2021-08-31 Andrew K. Massimino , Mark A. Davenport

In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Methodology · Statistics 2008-02-04 K. Triantafyllopoulos

Typical causal effects are defined based on the marginal distribution of potential outcomes. However, many real-world applications require causal estimands involving the joint distribution of potential outcomes to enable more nuanced…

Methodology · Statistics 2026-04-17 Peng Wu , Xiaojie Mao

With reference to a baseline parametrization, we explore highly efficient fractional factorial designs for inference on the main effects and, perhaps, some interactions. Our tools include approximate theory together with certain carefully…

Statistics Theory · Mathematics 2014-05-14 Rahul Mukerjee , S. Huda

In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…

Econometrics · Economics 2024-06-26 Dmitry Arkhangelsky , Guido Imbens

We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…

Statistics Theory · Mathematics 2016-04-20 Ilya Soloveychik , Ami Wiesel

Matrix factorization models are the core of current commercial collaborative filtering Recommender Systems. This paper tested six representative matrix factorization models, using four collaborative filtering datasets. Experiments have…

Information Retrieval · Computer Science 2024-10-28 Jesús Bobadilla , Jorge Dueñas-Lerín , Fernando Ortega , Abraham Gutierrez

Matching mechanisms play a central role in operations management across diverse fields including education, healthcare, and online platforms. However, experimentally comparing a new matching algorithm against a status quo presents some…

Methodology · Statistics 2026-01-30 Chonghuan Wang

Improved computational power has enabled different disciplines to predict causal relationships among modeled variables using Bayesian network inference. While many alternative algorithms have been proposed to improve the efficiency and…

Machine Learning · Statistics 2025-08-19 Habibolla Latifizadeh , Anika C. Pirkey , Alanna Gould , David J. Klinke

What is the ideal regression (if any) for estimating average causal effects? We study this question in the setting of discrete covariates, deriving expressions for the finite-sample variance of various stratification estimators. This…

Methodology · Statistics 2022-09-26 P. Richard Hahn , Andrew Herren

In two influential contributions, Rosenbaum (2005, 2020) advocated for using the distances between component-wise ranks, instead of the original data values, to measure covariate similarity when constructing matching estimators of average…

Statistics Theory · Mathematics 2024-01-09 Matias D. Cattaneo , Fang Han , Zhexiao Lin

This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed…

Statistics Theory · Mathematics 2012-11-05 Yingying Fan , Runze Li

Adjusting for covariates is a well established method to estimate the total causal effect of an exposure variable on an outcome of interest. Depending on the causal structure of the mechanism under study there may be different adjustment…

Statistics Theory · Mathematics 2021-04-27 Jack Kuipers , Giusi Moffa

Causal inference is widely used in various fields, such as biology, psychology and economics, etc. In observational studies, we need to balance the covariates before estimating causal effect. This study extends the one-dimensional entropy…

Methodology · Statistics 2022-05-19 Juan Chen , Yingchun Zhou