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Micro-randomized trials (MRTs) are increasingly utilized for optimizing mobile health interventions, with the causal excursion effect (CEE) as a central quantity for evaluating interventions under policies that deviate from the experimental…

Methodology · Statistics 2024-11-19 Jiaxin Yu , Tianchen Qian

The ratio of two densities provides a direct characterization of their differences. We consider the two-sample comparison problem by estimating this ratio given i.i.d. observations from two distributions. To this end, we propose additive…

Methodology · Statistics 2026-04-23 Naoki Awaya , Yuliang Xu , Li Ma

Item nonresponse is a common issue in surveys. Because unadjusted estimators may be biased in the presence of nonresponse, it is common practice to impute the missing values with the objective of reducing the nonresponse bias as much as…

Methodology · Statistics 2020-10-06 Sixia Chen , David Haziza , Victoire Michal

In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where…

Causal inference requires evaluating models on balanced distributions between treatment and control groups, while training data often exhibits imbalance due to historical decision-making policies. Most conventional statistical methods…

Machine Learning · Statistics 2025-11-21 Akira Tanimoto

In our paper, we focus on robust variable selection for missing data and measurement error. Missing data and measurement errors can lead to confusing data distribution. We propose an exponential loss function with a tuning parameter to…

Methodology · Statistics 2025-07-01 Zhenhao Zhang , Yunquan Song

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

Statistics Theory · Mathematics 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

Vector autoregression (VAR) models are widely used for forecasting and macroeconomic analysis, yet they remain limited by their reliance on a linear parameterization. Recent research has introduced nonparametric alternatives, such as…

Methodology · Statistics 2025-03-19 Pedro A. Lima , Carlos M. Carvalho , Hedibert F. Lopes , Andrew Herren

Randomized clinical trials with time-to-event outcomes have traditionally used the log-rank test followed by the Cox proportional hazards (PH) model to estimate the hazard ratio between the treatment groups. These are valid under the…

Methodology · Statistics 2022-06-07 Jiyu Luo , Ronghui Xu

We examine the performance of efficient and AIPW estimators under two-phase sampling when the complete-data model is nearly correctly specified, in the sense that the misspecification is not reliably detectable from the data by any possible…

Statistics Theory · Mathematics 2017-07-20 Thomas Lumley

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

Many time-to-event studies are complicated by the presence of competing risks. Such data are often analyzed using Cox models for the cause specific hazard function or Fine-Gray models for the subdistribution hazard. In practice regression…

Methodology · Statistics 2018-07-02 Rodney Sparapani , Brent R. Logan , Robert E. McCulloch , Purushottam W. Laud

Bayesian Additive Regression Trees (BART) is a powerful statistical model that leverages the strengths of Bayesian inference and regression trees. It has received significant attention for capturing complex non-linear relationships and…

Machine Learning · Statistics 2026-04-01 Seokhun Park , Insung Kong , Yongdai Kim

Penalized spline estimation with discrete difference penalties (P-splines) is a popular estimation method for semiparametric models, but the classical least-squares estimator is highly sensitive to deviations from its ideal model…

Methodology · Statistics 2022-03-24 Ioannis Kalogridis , Stefan Van Aelst

We introduce the Strategic Doubly Robust (SDR) estimator, a novel framework that integrates strategic equilibrium modeling with doubly robust estimation for causal inference in strategic environments. SDR addresses endogenous treatment…

Machine Learning · Computer Science 2026-04-03 Sibo Xiao

Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…

Methodology · Statistics 2024-10-29 Masahiro Kato , Kota Matsui , Ryo Inokuchi

Doubly robust estimators have gained widespread popularity in various fields due to their ability to provide unbiased estimates under model misspecification. However, the asymptotic theory for doubly robust estimators with continuous-time…

Statistics Theory · Mathematics 2024-04-23 Andrew Ying

We develop a robust regularized singular value decomposition (RobRSVD) method for analyzing two-way functional data. The research is motivated by the application of modeling human mortality as a smooth two-way function of age group and…

Applications · Statistics 2013-12-02 Lingsong Zhang , Haipeng Shen , Jianhua Z. Huang

In epidemiology and social sciences, propensity score methods are popular for estimating treatment effects using observational data, and multiple imputation is popular for handling covariate missingness. However, how to appropriately use…

Methodology · Statistics 2023-08-30 Trang Quynh Nguyen , Elizabeth A. Stuart

Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data…

Machine Learning · Computer Science 2025-03-04 Yogesh Verma , Ayush Bharti , Vikas Garg