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Robust inference of a low-dimensional parameter in a large semi-parametric model relies on external estimators of infinite-dimensional features of the distribution of the data. Typically, only one of the latter is optimized for the sake of…

Estimating the impact of trauma treatment protocols is complicated by the high dimensional yet finite sample nature of trauma data collected from observational studies. Viscoelastic assays are highly predictive measures of hemostasis.…

Applications · Statistics 2022-09-27 Linqing Wei , Lucy Z. Kornblith , Alan Hubbard

In causal inference, properly selecting the propensity score (PS) model is an important topic and has been widely investigated in observational studies. There is also a large literature focusing on the missing data problem. However, there…

Methodology · Statistics 2024-12-16 Yuliang Shi , Yeying Zhu , Joel A. Dubin

We wish to infer the value of a parameter at a law from which we sample independent observations. The parameter is smooth and we can define two variation-independent features of the law, its $Q$- and $G$-components, such that estimating…

Methodology · Statistics 2018-04-09 Cheng Ju , Antoine Chambaz , Mark J. van der Laan

The positivity assumption, or the experimental treatment assignment (ETA) assumption, is important for identifiability in causal inference. Even if the positivity assumption holds, practical violations of this assumption may jeopardize the…

Methodology · Statistics 2017-07-20 Cheng Ju , Joshua Schwab , Mark J. van der Laan

We consider the problem of selecting confounders for adjustment from a potentially large set of covariates, when estimating a causal effect. Recently, the high-dimensional Propensity Score (hdPS) method was developed for this task; hdPS…

Methodology · Statistics 2021-12-17 Asad Haris , Robert Platt

Adaptive experimental designs have gained popularity in clinical trials and online experiments. Unlike traditional, fixed experimental designs, adaptive designs can dynamically adjust treatment randomization probabilities and other design…

Methodology · Statistics 2025-08-19 Wenxin Zhang , Mark van der Laan

Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…

Methodology · Statistics 2021-05-25 Peng Wu , Zhiqiang Tan , Wenjie Hu , Xiao-Hua Zhou

The Highly-Adaptive-LASSO Targeted Minimum Loss Estimator (HAL-TMLE) is an efficient plug-in estimator of a pathwise differentiable parameter in a statistical model that at minimal (and possibly only) assumes that the sectional variation…

Statistics Theory · Mathematics 2020-02-12 Weixin Cai , Mark van der Laan

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

Methodology · Statistics 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa

Unlike the commonly used parametric regression models such as mixed models, that can easily violate the required statistical assumptions and result in invalid statistical inference, target maximum likelihood estimation allows more realistic…

Applications · Statistics 2020-06-17 Chi Zhang , Jennifer Ahern , Mark J. van der Laan

Comparative meta-analyses of groups of subjects by integrating multiple observational studies rely on estimated propensity scores (PSs) to mitigate covariate imbalances. However, PS estimation grapples with the theoretical and practical…

Methodology · Statistics 2024-05-09 Subharup Guha , Yi Li

Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…

Methodology · Statistics 2021-11-25 Yoshiyuki Ninomiya , Yuta Umezu , Ichiro Takeuchi

We address the challenge of performing Targeted Maximum Likelihood Estimation (TMLE) after an initial Highly Adaptive Lasso (HAL) fit. Existing approaches that utilize the data-adaptive working model selected by HAL-such as the relaxed HAL…

Methodology · Statistics 2025-06-23 Yi Li , Sky Qiu , Zeyi Wang , Mark van der Laan

This paper studies the generalization of the targeted minimum loss-based estimation (TMLE) framework to estimation of effects of time-varying interventions in settings where both interventions, covariates, and outcome can happen at…

Statistics Theory · Mathematics 2021-05-06 Helene C. Rytgaard , Thomas A. Gerds , Mark J. van der Laan

Although deep learning models have driven state-of-the-art performance on a wide array of tasks, they are prone to spurious correlations that should not be learned as predictive clues. To mitigate this problem, we propose a causality-based…

Machine Learning · Computer Science 2021-10-27 Xinyi Wang , Wenhu Chen , Michael Saxon , William Yang Wang

Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…

Methodology · Statistics 2015-12-15 Davide Ferrari , Chao Zheng

We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials…

Methodology · Statistics 2021-07-08 Laura B. Balzer , Wenjing Zheng , Mark J. van der Laan , Maya L. Petersen

We introduce the Meta Highly-Adaptive-Lasso Minimum Loss Estimator (M-HAL-MLE), a novel ensemble approach for estimating functional parameters of realistically modeled data distribution from independent and identically distributed…

Methodology · Statistics 2025-07-28 Zeyi Wang , Wenxin Zhang , Brian S Caffo , Martin Lindquist , Mark van der Laan

To gain deeper insights into a complex sensor system through the lens of causality, we present common and individual causal mechanism estimation (CICME), a novel three-step approach to inferring causal mechanisms from heterogeneous data…

Machine Learning · Computer Science 2025-08-21 Jingyi Yu , Tim Pychynski , Marco F. Huber
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