Related papers: Doubly Robust Regression Analysis for Data Fusion
Uncertainties in a structure is inevitable, which generally lead to variation in dynamic response predictions. For a complex structure, brute force Monte Carlo simulation for response variation analysis is infeasible since one single run…
Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…
Functional data analysis is a fast evolving branch of modern statistics and the functional linear model has become popular in recent years. However, most estimation methods for this model rely on generalized least squares procedures and…
We consider the efficient estimation of the semiparametric additive transformation model with current status data. A wide range of survival models and econometric models can be incorporated into this general transformation framework. We…
Inferring causal relationships or related associations from observational data can be invalidated by the existence of hidden confounding. We focus on a high-dimensional linear regression setting, where the measured covariates are affected…
In the regression problem, L1 and L2 are the most commonly used loss functions, which produce mean predictions with different biases. However, the predictions are neither robust nor adequate enough since they only capture a few conditional…
Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…
This paper considers the two-dataset problem, where data are collected from two potentially different populations sharing common aspects. This problem arises when data are collected by two different types of researchers or from two…
This paper studies nonparametric regression with repeated measurements when the response in the target domain is unobservable or costly to collect. We adopt a transfer learning framework that leverages a source domain with observable…
The Doubly Robust (DR) estimation of ATE can be carried out in 2 steps, where in the first step, the treatment and outcome are modeled, and in the second step the predictions are inserted into the DR estimator. The model misspecification in…
The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…
We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…
In this work, we consider the problem of imbalanced data in a regression framework when the imbalanced phenomenon concerns continuous or discrete covariates. Such a situation can lead to biases in the estimates. In this case, we propose a…
Longitudinal data often involve heterogeneity, sparse signals, and contamination from response outliers or high-leverage observations especially in biomedical science. Existing methods usually address only part of this problem, either…
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…
In many modern applications, a carefully designed primary study provides individual-level data for interpretable modeling, while summary-level external information is available through black-box, efficient, and nonparametric…
Linear regression and classification methods with repeated functional data are considered. For each statistical unit in the sample, a real-valued parameter is observed over time under different conditions related by some neighborhood…
We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…
Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…
We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data, extending recent approaches designed for more restrictive type-I censoring scenarios. The proposed method imputes…