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Estimating heterogeneous treatment effects is a well-studied topic in the statistics literature. More recently, it has regained attention due to an increasing need for precision medicine as well as the increased use of state-of-art machine…
A central question in many fields of scientific research is to determine how an outcome would be affected by an action, or to measure the effect of an action (a.k.a treatment effect). In recent years, a need for estimating the heterogeneous…
Since the extreme value index (EVI) controls the tail behaviour of the distribution function, the estimation of EVI is a very important topic in extreme value theory. Recent developments in the estimation of EVI along with covariates have…
Area-specific causal inference is important in many policy and survey applications, where the goal is to evaluate treatment effects for small geographic or demographic domains. Existing causal small area estimation methods, however,…
Randomized controlled trials (RCTs) are the accepted standard for treatment effect estimation but they can be infeasible due to ethical reasons and prohibitive costs. Single-arm trials, where all patients belong to the treatment group, can…
There is increasing interest in allocating treatments based on observed individual characteristics: examples include targeted marketing, individualized credit offers, and heterogeneous pricing. Treatment personalization introduces…
Learning an individualized dose rule in personalized medicine is a challenging statistical problem. Existing methods often suffer from the curse of dimensionality, especially when the decision function is estimated nonparametrically. To…
Single index model is a powerful yet simple model, widely used in statistics, machine learning, and other scientific fields. It models the regression function as $g(<a,x>)$, where a is an unknown index vector and x are the features. This…
Group sequential designs in clinical trials allow for interim efficacy and futility monitoring. Adjustment for baseline covariates can increase power and precision of estimated effects. However, inconsistently applying covariate adjustment…
Randomized controlled experiment has long been accepted as the golden standard for establishing causal link and estimating causal effect in various scientific fields. Average treatment effect is often used to summarize the effect…
We propose an approach to estimate the effect of multiple simultaneous interventions in the presence of hidden confounders. To overcome the problem of hidden confounding, we consider the setting where we have access to not only the…
Some patients benefit from a treatment while others may do so less or do not benefit at all. We have previously developed a two-stage network meta-regression prediction model that synthesized randomized trials and evaluates how treatment…
Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…
Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…
The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…
Statistical learning evolves quickly with more and more sophisticated models proposed to incorporate the complicated data structure from modern scientific and business problems. Varying index coefficient models extend varying coefficient…
This study proposes a novel method for estimation and hypothesis testing in high-dimensional single-index models. We address a common scenario where the sample size and the dimension of regression coefficients are large and comparable.…
We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…
This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…
There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the…