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Point identification of causal effects requires strong assumptions that are unreasonable in many practical settings. However, informative bounds on these effects can often be derived under plausible assumptions. Even when these bounds are…

Methodology · Statistics 2024-04-18 Julien D. Laurendeau , Aaron L. Sarvet , Mats J. Stensrud

The recent explosion in the amount and dimensionality of data has exacerbated the need of trading off computational and statistical efficiency carefully, so that inference is both tractable and meaningful. We propose a framework that…

Computation · Statistics 2015-06-29 Daniel L. Sussman , Alexander Volfovsky , Edoardo M. Airoldi

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

Causal inference on multiple non-independent outcomes raises serious challenges, because multivariate techniques that properly account for the outcome's dependence structure need to be considered. We focus on the case of binary outcomes…

Methodology · Statistics 2018-05-11 Monia Lupparelli , Alessandra Mattei

Difference-in-differences is a widely-used evaluation strategy that draws causal inference from observational panel data. Its causal identification relies on the assumption of parallel trends, which is scale dependent and may be…

Applications · Statistics 2019-06-25 Peng Ding , Fan Li

In experiments that study social phenomena, such as peer influence or herd immunity, the treatment of one unit may influence the outcomes of others. Such "interference between units" violates traditional approaches for causal inference, so…

Methodology · Statistics 2023-08-30 David Choi

In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…

Econometrics · Economics 2025-06-17 Konrad Menzel

Many machine learning algorithms are vulnerable to almost imperceptible perturbations of their inputs. So far it was unclear how much risk adversarial perturbations carry for the safety of real-world machine learning applications because…

Machine Learning · Statistics 2018-02-19 Wieland Brendel , Jonas Rauber , Matthias Bethge

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

Methodology · Statistics 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

Deep learning models have been the subject of study from various perspectives, for example, their training process, interpretation, generalization error, robustness to adversarial attacks, etc. A trained model is defined by its decision…

Machine Learning · Computer Science 2019-08-09 Roozbeh Yousefzadeh , Dianne P O'Leary

Databases derived from electronic health records (EHRs) are commonly subject to left truncation, a type of selection bias induced due to patients needing to survive long enough to satisfy certain entry criteria. Standard methods to adjust…

Methodology · Statistics 2022-03-01 Arjun Sondhi

Knockoffs are a popular statistical framework that addresses the challenging problem of conditional variable selection in high-dimensional settings with statistical control. Such statistical control is essential for the reliability of…

Methodology · Statistics 2025-04-30 Alexandre Blain , Angel Reyero Lobo , Julia Linhart , Bertrand Thirion , Pierre Neuvial

We present a new method for estimating the frontier of a multidimensional sample. The estimator is based on a kernel regression on the power-transformed data. We assume that the exponent of the transformation goes to infinity while the…

Methodology · Statistics 2011-03-31 Stéphane Girard , Pierre Jacob

A fundamental question underlying the literature on partial identification is: what can we learn about parameters that are relevant for policy but not necessarily point-identified by the exogenous variation we observe? This paper provides…

Econometrics · Economics 2023-04-07 Philip Marx

The goal of this paper is to establish relative perturbation bounds, tailored for empirical covariance operators. Our main results are expansions for empirical eigenvalues and spectral projectors, leading to concentration inequalities and…

Probability · Mathematics 2022-03-03 Moritz Jirak , Martin Wahl

This paper considers conducting inference about the effect of a treatment (or exposure) on an outcome of interest. In the ideal setting where treatment is assigned randomly, under certain assumptions the treatment effect is identifiable…

Methodology · Statistics 2015-03-06 Amy Richardson , Michael G. Hudgens , Peter B. Gilbert , Jason P. Fine

Two key identifying assumptions used to justify difference-in-differences are parallel trends and no anticipation, yet both may fail in practice. I propose a class of assumptions on anticipation and derive closed-form, sharp bounds on the…

Econometrics · Economics 2026-03-03 Gianna Fenaroli

Causal inference on a population of units connected through a network often presents technical challenges, including how to account for interference. In the presence of local interference, for instance, potential outcomes of a unit depend…

Methodology · Statistics 2018-04-02 Laura Forastiere , Edoardo M. Airoldi , Fabrizia Mealli

This paper considers the identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Since treated and control…

Econometrics · Economics 2017-09-27 Johan Vikström , Geert Ridder , Martin Weidner

The fundamental problem of causal inference -- that we never observe counterfactuals -- prevents us from identifying how many might be negatively affected by a proposed intervention. If, in an A/B test, half of users click (or buy, or…

Methodology · Statistics 2022-11-22 Nathan Kallus