Related papers: The Augmented Synthetic Control Method
In this paper, we propose a novel method for causal inference within the framework of counterfactual and synthetic control. Matching forward the generalized synthetic control method, our instrumented principal component analysis method…
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…
Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…
This paper proposes a novel sliding mode control (SMC) method for a class of affine dynamic systems. In this type of systems, the high-frequency gain matrix (HFGM), which is the matrix multiplying the control vector in the dynamic equation…
Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…
Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parameterized models in causal inference, including synthetic control with many control units. In such models, there may be so…
In this work, we focus on intrasentential code-mixing and propose several different Synthetic Code-Mixing (SCM) data augmentation methods that outperform the baseline on downstream sentiment analysis tasks across various amounts of labeled…
Stepped wedge cluster randomized trials (SW-CRTs) have become increasingly popular and are used for a variety of interventions and outcomes, often chosen for their feasibility advantages. SW-CRTs must account for time trends in the outcome…
Population-adjusted indirect comparisons estimate treatment effects when access to individual patient data is limited and there are cross-trial differences in effect modifiers. Popular methods include matching-adjusted indirect comparison…
Cancer prognosis is often based on a set of omics covariates and a set of established clinical covariates such as age and tumor stage. Combining these two sets poses challenges. First, dimension difference: clinical covariates should be…
We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…
Agile earth observation satellites employ multiple actuators to enable flexible and responsive imaging capabilities. While significant advancements in actuator technology have enhanced satellites' torque and momentum, relatively little…
Imbalanced classification and spurious correlation are common challenges in data science and machine learning. Both issues are linked to data imbalance, with certain groups of data samples significantly underrepresented, which in turn would…
We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…
Sparse ridge regression is widely utilized in modern data analysis and machine learning. However, computing globally optimal solutions for sparse ridge regression is challenging, particularly when samples are arbitrarily given or generated…
An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…
One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method…
Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive…
Synthetic data augmentation helps language models learn new knowledge in data-constrained domains. However, naively scaling existing synthetic data methods by training on more synthetic tokens or using stronger generators yields diminishing…
We propose a practical and robust method for making inferences on average treatment effects estimated by synthetic controls. We develop a $K$-fold cross-fitting procedure for bias correction. To avoid the difficult estimation of the…