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Testing for change points in sequences of covariance matrices is an important and equally challenging problem in statistical methodology with applications in various fields. Motivated by the observation that even in cases where the ratio…
Existing sequential generalized estimating equation methodology for longitudinal and group-correlated data focuses on narrow hypotheses concerning treatment efficacy and often makes modeling assumptions that impede the desirable robustness…
We consider testing the significance of a subset of covariates in a nonparametric regression. These covariates can be continuous and/or discrete. We propose a new kernel-based test that smoothes only over the covariates appearing under the…
Understanding covariate-varying interdependencies among features is of great interest in various applications. Motivated by microbiome studies where microbial abundances and interactions vary with environmental factors, we develop a…
Practitioners in medicine, business, political science, and other fields are increasingly aware that decisions should be personalized to each patient, customer, or voter. A given treatment (e.g. a drug or advertisement) should be…
This study introduces a nonparametric definition of interaction and provides an approach to both interaction discovery and efficient estimation of this parameter. Using stochastic shift interventions and ensemble machine learning, our…
Randomized experiments have become a cornerstone of evidence-based decision-making in contexts ranging from online platforms to public health. However, in experimental settings with network interference, a unit's treatment can influence…
Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…
Heterogeneous treatment effects (HTEs) are commonly identified during randomized controlled trials (RCTs). Identifying subgroups of patients with similar treatment effects is of high interest in clinical research to advance precision…
N-of-1 trials aim to estimate treatment effects on the individual level and can be applied to personalize a wide range of physical and digital interventions in mHealth. In this study, we propose and apply a framework for multimodal N-of-1…
Estimating the joint effect of a multivariate, continuous exposure is crucial, particularly in environmental health where interest lies in simultaneously evaluating the impact of multiple environmental pollutants on health. We develop novel…
The empirical copula process plays a central role for statistical inference on copulas. Recently, Segers (2011) investigated the asymptotic behavior of this process under non-restrictive smoothness assumptions for the case of i.i.d. random…
Bridging the gap between internal and external validity is crucial for heterogeneous treatment effect estimation. Randomised controlled trials (RCTs), favoured for their internal validity due to randomisation, often encounter challenges in…
Microbial ecology serves as a foundation for a wide range of scientific and biomedical studies. Rapidly-evolving high-throughput sequencing technology enables the comprehensive search for microbial biomarkers using longitudinal experiments.…
We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of…
This paper introduces an innovative method for conducting conditional independence testing in high-dimensional data, facilitating the automated discovery of significant associations within distinct subgroups of a population, all while…
Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…
A platform trial with a master protocol provides an infrastructure to ethically and efficiently evaluate multiple treatment options in multiple diseases. Given that certain study drugs can enter or exit a platform trial, the randomization…
The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…
This paper develops new tools to quantify uncertainty in optimal decision making and to gain insight into which variables one should collect information about given the potential cost of measuring a large number of variables. We investigate…