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We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under minimal…

Statistics Theory · Mathematics 2020-02-25 Gabor Lugosi , Shahar Mendelson

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

This paper aims at analyzing the regularization effect that data augmentation induces on supervised regression methods in the proportional regime, where the number of covariates grows proportionally to the number of samples. We provide a…

Machine Learning · Statistics 2026-05-12 Lucas Morisset , Alain Durmus , Adrien Hardy

We often seek to estimate the causal effect of an exposure on a particular outcome in both randomized and observational settings. One such estimation method is the covariate-adjusted residuals estimator, which was designed for individually…

Methodology · Statistics 2019-10-28 Stephen A. Lauer , Nicholas G. Reich , Laura B. Balzer

Complete randomization allows for consistent estimation of the average treatment effect based on the difference in means of the outcomes without strong modeling assumptions on the outcome-generating process. Appropriate use of the…

Methodology · Statistics 2021-08-03 Anqi Zhao , Peng Ding

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior…

Statistics Theory · Mathematics 2024-05-07 Zhenghao Zeng , Sivaraman Balakrishnan , Yanjun Han , Edward H. Kennedy

Experimental design has emerged as a powerful approach for improving the sample efficiency of A/B testing, yet existing designs rely critically on correctly specified models. We study robust sequential experimental design under model…

Machine Learning · Statistics 2026-05-14 Qianglin Wen , Xiangkun Wu , Chengchun Shi , Ting Li , Niansheng Tang , Yingying Zhang , Hongtu Zhu

This paper investigates the role of the augmentation parameter in the Finite Selection Model (FSM) and its impact on estimator performance. Through a comprehensive Monte Carlo simulation study, we analyze the sensitivity of bias, variance,…

Methodology · Statistics 2026-03-09 Safaa K. Kadhem

We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in an additive separable way, but without imposing any…

Econometrics · Economics 2019-07-02 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell , Rocio Titiunik

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

Quantum state tomography is a core task in quantum system identification. Real experimental conditions often deviate from nominal designs, introducing errors in both the measurement devices and the Hamiltonian governing the system's…

Quantum Physics · Physics 2025-12-16 Alan Chen , Shuixin Xiao , Hailan Ma , Daoyi Dong

When designing a randomized experiment, one way to ensure treatment and control groups exhibit similar covariate distributions is to randomize treatment until some prespecified level of covariate balance is satisfied; this strategy is known…

Methodology · Statistics 2025-06-05 Kyle Schindl , Zach Branson

Randomized experiments are the gold standard for causal inference, and justify simple comparisons across treatment groups. Regression adjustment provides a convenient way to incorporate covariate information for additional efficiency. This…

Methodology · Statistics 2022-10-25 Anqi Zhao , Peng Ding

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

We consider the problem of computing optimal experimental design on a finite design space with respect to a compound Bayes risk criterion, which includes the linear criterion for prediction in a random coefficient regression model. We show…

Computation · Statistics 2017-09-08 Radoslav Harman , Maryna Prus

Restricted mean survival time (RMST) is gaining attention as a measure to quantify the treatment effect on survival outcomes in randomized clinical trials. Several methods to determine sample size based on the RMST-based tests have been…

Methodology · Statistics 2022-12-19 Satoshi Hattori , Hajime Uno

In conventional randomized controlled trials, adjustment for baseline values of covariates known to be at least moderately associated with the outcome increases the power of the trial. Recent work has shown particular benefit for more…

Methodology · Statistics 2023-11-27 James Willard , Shirin Golchi , Erica EM Moodie

Researchers often turn to block randomization to increase the precision of their inference or due to practical considerations, such as in multisite trials. However, if the number of treatments under consideration is large it might not be…

Methodology · Statistics 2025-08-26 Taehyeon Koo , Nicole E. Pashley

We present a new experimental design procedure that divides a set of experimental units into two groups so that the two groups are balanced on a prespecified set of covariates and being almost as random as complete randomization. Under…

Statistics Theory · Mathematics 2016-12-08 Abba M. Krieger , David Azriel , Adam Kapelner

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma