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In experimental and observational data settings, researchers often have limited knowledge of the reasons for missing outcomes. To address this uncertainty, we propose bounds on causal effects for missing outcomes, accommodating the scenario…
We explore the probabilistic foundations of shared control in complex dynamic environments. In order to do this, we formulate shared control as a random process and describe the joint distribution that governs its behavior. For…
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…
This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…
Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…
We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…
The manuscript discusses how to incorporate random effects for quantile regression models for clustered data with focus on settings with many but small clusters. The paper has three contributions: (i) documenting that existing methods may…
We propose a distributed quadratic inference function framework to jointly estimate regression parameters from multiple potentially heterogeneous data sources with correlated vector outcomes. The primary goal of this joint integrative…
Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…
There is wide interest in studying how the distribution of a continuous response changes with a predictor. We are motivated by environmental applications in which the predictor is the dose of an exposure and the response is a health…
Researchers commonly use difference-in-differences (DiD) designs to evaluate public policy interventions. While methods exist for estimating effects in the context of binary interventions, policies often result in varied exposures across…
We study the variability of a risk from the statistical viewpoint of multimodality of the conditional loss distribution given that the aggregate loss equals an exogenously provided capital. This conditional distribution serves as a building…
Bidirectional causal relationships arising from mutual interactions between variables are commonly observed within biomedical, econometrical, and social science contexts. When such relationships are further complicated by unobserved…
Causal inference on populations embedded in social networks poses technical challenges, since the typical no interference assumption frequently does not hold. Existing methods developed in the context of network interference rely upon the…
Interest in targeted disease prevention has stimulated development of models that assign risks to individuals, using their personal covariates. We need to evaluate these models, and to quantify the gains achieved by expanding a model with…
This article introduces a new condition based on odds ratios for sensitivity analysis. The analysis involves the average effect of a treatment or exposure on a response or outcome with estimates adjusted for and conditional on a single,…
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…
Inferring causal effects from an observational study is challenging because participants are not randomized to treatment. Observational studies in infectious disease research present the additional challenge that one participant's treatment…
This paper examines the implementation of a statistical arbitrage trading strategy based on co-integration relationships where we discover candidate portfolios using multiple factors rather than just price data. The portfolio selection…
The causal effect of an intervention (treatment/exposure) on an outcome can be estimated by: i) specifying knowledge about the data-generating process; ii) assessing under what assumptions a target quantity, such as for example a causal…