Related papers: Minimax Linear Estimation of the Retargeted Mean

Many causal estimands, such as average treatment effects under unconfoundedness, can be written as continuous linear functionals of an unknown regression function. We study a weighting estimator that sets weights by a minimax procedure:…

Many statistical estimands can expressed as continuous linear functionals of a conditional expectation function. This includes the average treatment effect under unconfoundedness and generalizations for continuous-valued and personalized…

We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. We introduce a min-max criterion function, under which the…

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

We develop a finite-sample optimal estimator for regression discontinuity design when the outcomes are bounded, including binary outcomes as the leading case. Our estimator achieves minimax mean squared error among linear shrinkage…

Consider a setup in which a decision maker is informed about the population by a finite sample and based on that sample has to decide whether or not to apply a certain treatment. We work out finite sample minimax regret treatment rules…

We consider the estimation problem in high-dimensional semi-supervised learning. Our goal is to investigate when and how the unlabeled data can be exploited to improve the estimation of the regression parameters of linear model in light of…

The linear-in-means model is widely used to study peer influence in social networks. We consider estimation in the linear-in-means model when a randomized treatment is applied to nodes in a network. We show that even when peer effects are…

We study design-unbiased estimation of the finite-population total $\sum_{i=1}^N y_i$ when each outcome satisfies known bounds $y_i\in[a_i,b_i]$. For any sampling design with inclusion probabilities $\pi_i>0$, we prove a sharp lower bound…

We study estimation of and inference for the average causal effect of treating every member of a population, as opposed to none, using an experiment that treats only some. Considering settings where spillovers can occur between any pair of…

In randomized controlled trials without interference, regression adjustment is widely used to enhance the efficiency of treatment effect estimation. This paper extends this efficiency principle to settings with network interference, where a…

This paper presents a state estimation approach for an uncertain linear equation with a non-invertible operator in Hilbert space. The approach addresses linear equations with uncertain deterministic input and noise in the measurements,…

Using only retrospective data, we study the problem of predicting treatment effects for the same treatment/policy implemented in a different location or time period. We propose a distributionally robust estimator that minimizes the…

This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction that the first-order derivative of the unknown function is…

We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…

Quantifying treatment effect heterogeneity is a crucial task in many areas of causal inference, e.g. optimal treatment allocation and estimation of subgroup effects. We study the problem of estimating the level sets of the conditional…

Transfer learning has emerged as a powerful technique for improving the performance of machine learning models on new domains where labeled training data may be scarce. In this approach a model trained for a source task, where plenty of…

For linear time-invariant systems with uncertain parameters belonging to a finite set, we present a purely deterministic approach to multiple-model estimation and propose an algorithm based on the minimax criterion using constrained…

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…