Related papers: Finite Sample Inference for Targeted Learning

This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…

Accumulated Local Effects (ALE) is a widely-used explainability method for isolating the average effect of a feature on the output, because it handles cases with correlated features well. However, it has two limitations. First, it does not…

Evaluating LLMs and text-to-image models is a computationally intensive task often overlooked. Efficient evaluation is crucial for understanding the diverse capabilities of these models and enabling comparisons across a growing number of…

This paper develops a unified estimation framework, the Maximum Ideal Likelihood Estimation (MILE), for general parametric models with latent variables. Unlike traditional approaches relying on the marginal likelihood of the observed data,…

Estimating the mean counterfactual outcome under a treatment rule is a central problem in causal inference and policy evaluation. Standard estimators, including inverse probability weighting (IPW), augmented IPW (AIPW), and targeted maximum…

In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…

We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order $p$ in $[1,2]$). Given a class of candidate regression functions, we propose a…

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

A targeted learning (TL) framework is developed to estimate the difference in the restricted mean survival time (RMST) for a clinical trial with time-to-event outcomes. The approach starts by defining the target estimand as the RMST…

Covariate adjustment is an approach to improve the precision of trial analyses by adjusting for baseline variables that are prognostic of the primary endpoint. Motivated by the SEARCH Universal HIV Test-and-Treat Trial (2013-2017), we tell…

Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

We study empirical Bayes estimation in high-dimensional linear regression. To facilitate computationally efficient estimation of the underlying prior, we adopt a variational empirical Bayes approach, introduced originally in Carbonetto and…

We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…

Objectives: Highly flexible nonparametric estimators have gained popularity in causal inference and epidemiology. Popular examples of such estimators include targeted maximum likelihood estimators (TMLE) and double machine learning (DML).…

This paper addresses classification problems with matrix-valued data, which commonly arise in applications such as neuroimaging and signal processing. Building on the assumption that the data from each class follows a matrix normal…

Finite mixture models are widely used in econometric analyses to capture unobserved heterogeneity. This paper shows that maximum likelihood estimation of finite mixtures of parametric densities can suffer from substantial finite-sample bias…

We develop here a novel transfer learning methodology called Profiled Transfer Learning (PTL). The method is based on the \textit{approximate-linear} assumption between the source and target parameters. Compared with the commonly assumed…