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We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

The synthetic control method estimates the causal effect by comparing the treated unit's outcomes to a weighted average of control units that closely match its pre-treatment outcomes, assuming the relationship between treated and control…

Methodology · Statistics 2026-01-07 Taehyeon Koo , Zijian Guo

There are many different causal effect estimators in causal inference. However, it is unclear how to choose between these estimators because there is no ground-truth for causal effects. A commonly used option is to simulate synthetic data,…

Machine Learning · Computer Science 2021-03-30 Brady Neal , Chin-Wei Huang , Sunand Raghupathi

Synthetic data describing coherent random fluctuations have widely been used to validate numerical sim- ulations against experimental observations or to examine the reliability of extracting statistical properties of plasma turbulence via…

Plasma Physics · Physics 2016-06-22 Jaewook Kim , M. F. J. Fox , A. R. Field , Y. U. Nam , Y. -c. Ghim

Financial event studies, ubiquitous in finance research, typically use linear factor models with known factors to estimate abnormal returns and identify causal effects of information events. This paper demonstrates that when factor models…

Econometrics · Economics 2025-11-20 Paul Goldsmith-Pinkham , Tianshu Lyu

It has been postulated that a good representation is one that disentangles the underlying explanatory factors of variation. However, it remains an open question what kind of training framework could potentially achieve that. Whereas most…

We construct a semiparametric estimator in case-control studies where the gene and the environment are assumed to be independent. A discrete or continuous parametric distribution of the genes is assumed in the model. A discrete distribution…

Statistics Theory · Mathematics 2010-10-12 Yanyuan Ma

In cluster-randomized trials (CRTs), there is emerging interest in exploring the causal mechanism in which a cluster-level treatment affects the outcome through an intermediate outcome. The majority of existing causal mediation methods are…

Methodology · Statistics 2026-01-12 Chao Cheng , Fan Li

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

Machine Learning · Computer Science 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

We present an efficient finite difference method for the computation of parameter sensitivities that is applicable to a wide class of continuous time Markov chain models. The estimator for the method is constructed by coupling the perturbed…

Numerical Analysis · Mathematics 2012-05-14 David F. Anderson

In this paper we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated) outcomes for the treated…

Statistics Theory · Mathematics 2022-04-22 Susan Athey , Mohsen Bayati , Nikolay Doudchenko , Guido Imbens , Khashayar Khosravi

Average and conditional treatment effects are fundamental causal quantities used to evaluate the effectiveness of treatments in various critical applications, including clinical settings and policy-making. Beyond the gold-standard…

The synthetic control (SC) framework is widely used for observational causal inference with time-series panel data. SC has been successful in diverse applications, but existing methods typically treat the ordering of pre-intervention time…

Machine Learning · Computer Science 2026-01-07 Saeyoung Rho , Cyrus Illick , Samhitha Narasipura , Alberto Abadie , Daniel Hsu , Vishal Misra

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not…

Methodology · Statistics 2023-12-25 Lan Wen , Aaron L. Sarvet , Mats J. Stensrud

In spoken conversations, spontaneous behaviors like filled pause and prolongations always happen. Conversational partner tends to align features of their speech with their interlocutor which is known as entrainment. To produce human-like…

Audio and Speech Processing · Electrical Eng. & Systems 2021-06-22 Jian Cong , Shan Yang , Na Hu , Guangzhi Li , Lei Xie , Dan Su

Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…

Machine Learning · Computer Science 2021-08-04 Nataliya Sokolovska , Pierre-Henri Wuillemin

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan