English
Related papers

Related papers: A Gaussian process framework for overlap and causa…

200 papers

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Existing causal methods for time-varying exposure and time-varying confounding focus on estimating the average causal effect of a time-varying binary treatment on an end-of-study outcome, offering limited tools for characterizing marginal…

Methodology · Statistics 2026-01-21 Yu Luo , Kuan Liu , Ramandeep Singh , Daniel J. Graham

The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

Statistics Theory · Mathematics 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

Motivated by statistical inference problems in high-dimensional time series data analysis, we first derive non-asymptotic error bounds for Gaussian approximations of sums of high-dimensional dependent random vectors on hyper-rectangles,…

Statistics Theory · Mathematics 2024-06-05 Jinyuan Chang , Xiaohui Chen , Mingcong Wu

We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…

Machine Learning · Statistics 2015-03-19 Tianqi Zhao , Mladen Kolar , Han Liu

Motivated by recent works on the high-dimensional logistic regression, we establish that the existence of the maximum likelihood estimate exhibits a phase transition for a wide range of generalized linear models with binary outcome and…

Statistics Theory · Mathematics 2020-12-18 Wenpin Tang , Yuting Ye

Accurate estimates of causal effects play a key role in decision-making across applications such as healthcare, economics, and operations. In the absence of randomized experiments, a common approach to estimating causal effects uses…

Statistics Theory · Mathematics 2024-11-14 Davin Choo , Chandler Squires , Arnab Bhattacharyya , David Sontag

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

Machine Learning · Computer Science 2012-11-29 Yuyang Wang , Roni Khardon

Estimating an individual's potential outcomes under counterfactual treatments is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, impulse…

Machine Learning · Statistics 2025-02-13 Yulun Wu , Layne C. Price , Zichen Wang , Vassilis N. Ioannidis , Robert A. Barton , George Karypis

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Computation · Statistics 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

We consider inference for misaligned multivariate functional data that represents the same underlying curve, but where the functional samples have systematic differences in shape. In this paper we introduce a new class of generally…

Applications · Statistics 2023-01-23 Niels Lundtorp Olsen , Bo Markussen , Lars Lau Rakêt

This paper gives a theoretical analysis of high dimensional linear discrimination of Gaussian data. We study the excess risk of linear discriminant rules. We emphasis on the poor performances of standard procedures in the case when…

Statistics Theory · Mathematics 2010-02-19 Robin Girard

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

Hill's specificity criterion has been highly influential in biomedical and epidemiological research. However, it remains controversial and its application often relies on subjective and qualitative analysis without a comprehensive and…

Methodology · Statistics 2025-06-24 Wang Miao

The identification of causal effects in observational studies typically relies on two standard assumptions: unconfoundedness and overlap. However, both assumptions are often questionable in practice: unconfoundedness is inherently…

Methodology · Statistics 2025-09-17 Han Cui , Xinran Li

Ensuring robust model performance in diverse real-world scenarios requires addressing generalizability across domains with covariate shifts. However, no formal procedure exists for statistically evaluating generalizability in machine…

Machine Learning · Computer Science 2025-06-13 Daniel de Vassimon Manela , Linying Yang , Robin J. Evans

Causal reasoning is often challenging with spatial data, particularly when handling high-dimensional inputs. To address this, we propose a neural network (NN) based framework integrated with an approximate Gaussian process to manage spatial…

Machine Learning · Computer Science 2024-12-06 Ziyang Jiang , Zach Calhoun , Yiling Liu , Lei Duan , David Carlson

One of the basic aims in science is to unravel the chain of cause and effect of particular systems. Especially for large systems this can be a daunting task. Detailed interventional and randomized data sampling approaches can be used to…

Methodology · Statistics 2016-11-30 Seyed Mahdi Mahmoudi , Ernst Wit