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To ensure reliable causal conclusions from observational (i.e., non-randomized) studies, researchers routinely conduct sensitivity analysis to assess robustness to hidden bias due to unmeasured confounding. In matched observational studies…

Methodology · Statistics 2025-11-11 Siyu Heng , Elaine K. Chiu , Hyunseung Kang

This paper focuses on the design of spatial experiments to optimize the amount of information derived from the experimental data and enhance the accuracy of the resulting causal effect estimator. We propose a surrogate function for the mean…

Machine Learning · Computer Science 2025-08-29 Jin Zhu , Jingyi Li , Hongyi Zhou , Yinan Lin , Zhenhua Lin , Chengchun Shi

In randomized trials, repeated measures of the outcome are routinely collected. The mixed model for repeated measures (MMRM) leverages the information from these repeated outcome measures, and is often used for the primary analysis to…

Methodology · Statistics 2023-07-20 Bingkai Wang , Yu Du

We introduce a universal framework for mean-covariance robust risk measurement and portfolio optimization. We model uncertainty in terms of the Gelbrich distance on the mean-covariance space, along with prior structural information about…

Portfolio Management · Quantitative Finance 2025-10-02 Viet Anh Nguyen , Soroosh Shafiee , Damir Filipović , Daniel Kuhn

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

We study random design linear regression with no assumptions on the distribution of the covariates and with a heavy-tailed response variable. In this distribution-free regression setting, we show that boundedness of the conditional second…

Statistics Theory · Mathematics 2022-02-25 Jaouad Mourtada , Tomas Vaškevičius , Nikita Zhivotovskiy

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

Cluster-randomized experiments are widely used due to their logistical convenience and policy relevance. To analyze them properly, we must address the fact that the treatment is assigned at the cluster level instead of the individual level.…

Methodology · Statistics 2021-08-06 Fangzhou Su , Peng Ding

This chapter presents an introduction to robust statistics with applications of a chemometric nature. Following a description of the basic ideas and concepts behind robust statistics, including how robust estimators can be conceived, the…

Methodology · Statistics 2020-07-01 Peter Filzmoser , Sven Serneels , Ricardo Maronna , Christophe Croux

We develop a unified theory of designs for controlled experiments that balance baseline covariates a priori (before treatment and before randomization) using the framework of minimax variance and a new method called kernel allocation. We…

Statistics Theory · Mathematics 2017-08-02 Nathan Kallus

We consider the performance of the difference-in-means estimator in a two-arm randomized experiment under common experimental endpoints such as continuous (regression), incidence, proportion and survival. We examine performance under both…

Statistics Theory · Mathematics 2025-07-08 David Azriel , Abba M. Krieger , Adam Kapelner

In randomized experiments, regression adjustment can improve the precision of average treatment effect (ATE) estimation using covariates without requiring a correctly specified outcome model. Although well studied in low-dimensional…

Statistics Theory · Mathematics 2026-04-28 Dogyoon Song

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao

This work gives a simultaneous analysis of both the ordinary least squares estimator and the ridge regression estimator in the random design setting under mild assumptions on the covariate/response distributions. In particular, the analysis…

Statistics Theory · Mathematics 2014-03-26 Daniel Hsu , Sham M. Kakade , Tong Zhang

A growing number of researchers are conducting randomized experiments to analyze causal relationships in network settings where units influence one another. A dominant methodology for analyzing these experiments is design-based, leveraging…

Methodology · Statistics 2024-07-30 Ambarish Chattopadhyay , Kosuke Imai , Jose R. Zubizarreta

Pocock and Simon's marginal procedure (Pocock and Simon, 1975) is often implemented forbalancing treatment allocation over influential covariates in clinical trials. However, the theoretical properties of Pocock and Simion's procedure have…

Statistics Theory · Mathematics 2020-04-08 Feifang Hu , Li-Xin Zhang

Experiments deliver credible treatment-effect estimates but, because they are costly, are often restricted to specific sites, small populations, or particular mechanisms. A common practice across several fields is therefore to combine…

Econometrics · Economics 2025-12-30 Aristotelis Epanomeritakis , Davide Viviano

Statisticians generally use ordinary least squares to minimize the random error in a subject response with respect to independent explanatory variable. However, Wooten shows illustrates how ordinary least squares can be used to minimize the…

Methodology · Statistics 2016-03-28 Rebecca D. Wooten

Motion planning is a fundamental problem and focuses on finding control inputs that enable a robot to reach a goal region while safely avoiding obstacles. However, in many situations, the state of the system may not be known but only…

Robotics · Computer Science 2021-08-30 Lars Lindemann , Matthew Cleaveland , Yiannis Kantaros , George J. Pappas

This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

Econometrics · Economics 2025-05-08 Yuehao Bai , Xun Huang , Joseph P. Romano , Azeem M. Shaikh , Max Tabord-Meehan
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