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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…

Methodology · Statistics 2023-07-03 Matteo Bonvini , Edward H. Kennedy , Luke J. Keele

We study a high-dimensional regression setting under the assumption of known covariate distribution. We aim at estimating the amount of explained variation in the response by the best linear function of the covariates (the signal level). In…

Statistics Theory · Mathematics 2022-05-12 Ilan Livne , David Azriel , Yair Goldberg

We extend the non-parametric framework of reaction coordinate optimization to non-equilibrium ensembles of (short) trajectories. For example, we show how, starting from such an ensemble, one can obtain an equilibrium free energy profile…

Chemical Physics · Physics 2021-02-09 Sergei V. Krivov

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Interactive fixed effects are routinely controlled for in linear panel models. While an analogous fixed effects (FE) estimator for nonlinear models has been available in the literature (Chen, Fernandez-Val and Weidner, 2021), it sees much…

Econometrics · Economics 2026-03-25 Andrei Zeleneev , Weisheng Zhang

Debiased machine learning (DML) offers an attractive way to estimate treatment effects in observational settings, where identification of causal parameters requires a conditional independence or unconfoundedness assumption, since it allows…

Econometrics · Economics 2022-06-16 Victor Quintas-Martinez

Debiased inference for high-dimensional regression models has received substantial recent attention to ensure regularized estimators have valid inference. All existing methods focus on achieving Neyman orthogonality through explicitly…

Methodology · Statistics 2025-12-16 Yi Wang , Yuhao Deng , Yu Gu , Yuanjia Wang , Donglin Zeng

Agent-based simulation with a synthetic population can help us compare different treatment conditions while keeping everything else constant within the same population (i.e., as digital twins). Such population-scale simulations require…

Methodology · Statistics 2024-03-26 Abdulrahman A. Ahmed , M. Amin Rahimian , Mark S. Roberts

In this article, we propose novel structural nested models to estimate causal effects of continuous treatments based on mobile health data. To find the treatment regime that optimizes the expected short-term outcomes for patients, we define…

Methodology · Statistics 2020-07-24 Liangyu Zhu , Wenbin Lu , Rui Song

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Econometrics · Economics 2023-04-26 Yassine Sbai Sassi

Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of…

Methodology · Statistics 2022-08-24 Davide Viviano , Jelena Bradic

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

Signal Processing · Electrical Eng. & Systems 2024-02-02 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…

Methodology · Statistics 2015-09-11 Joseph B. Lang

A fundamental principle of clinical medicine is that a treatment should only be administered to those patients who would benefit from it. Treatment strategies that assign treatment to patients as a function of their individual…

Applications · Statistics 2025-06-13 Nicholas Williams , Kara Rudolph , Iván Díaz

There is a fast-growing literature on estimating optimal treatment regimes based on randomized trials or observational studies under a key identifying condition of no unmeasured confounding. Because confounding by unmeasured factors cannot…

Methodology · Statistics 2020-08-12 Yifan Cui , Eric Tchetgen Tchetgen

Mediation analysis is difficult when the number of potential mediators is larger than the sample size. In this paper we propose new inference procedures for the indirect effect in the presence of high-dimensional mediators for linear…

Methodology · Statistics 2019-10-29 Ruixuan Rachel Zhou , Liewei Wang , Sihai Dave Zhao

Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…

Methodology · Statistics 2022-09-19 Yu Gu , Donglin Zeng , Gerardo Heiss , D. Y. Lin

Propensity score matching (PSM) is a pseudo-experimental method that uses statistical techniques to construct an artificial control group by matching each treated unit with one or more untreated units of similar characteristics. To date,…

Statistics Theory · Mathematics 2022-05-27 Yukun Liu , Jing Qin

Precision medicine leverages patient heterogeneity to estimate individualized treatment regimens, formalized, data-driven approaches designed to match patients with optimal treatments. In the presence of competing events, where multiple…

Identifying optimal medical treatments to improve survival has long been a critical goal of pharmacoepidemiology. Traditionally, we use an average treatment effect measure to compare outcomes between treatment plans. However, new methods…