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This paper investigates the finite-sample prediction risk of the high-dimensional least squares estimator. We derive the central limit theorem for the prediction risk when both the sample size and the number of features tend to infinity.…

Machine Learning · Statistics 2020-08-17 Zeng Li , Chuanlong Xie , Qinwen Wang

We consider a potential outcomes model in which interference may be present between any two units but the extent of interference diminishes with spatial distance. The causal estimand is the global average treatment effect, which compares…

Methodology · Statistics 2022-09-16 Michael P. Leung

Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational…

Methodology · Statistics 2024-12-11 Kuan Jiang , Wenjie Hu , Shu Yang , Xinxing Lai , Xiaohua Zhou

Researchers often use linear regression to analyse randomized experiments to improve treatment effect estimation by adjusting for imbalances of covariates in the treatment and control groups. Our work offers a randomization-based inference…

Statistics Theory · Mathematics 2022-07-08 Hanzhong Liu , Yuehan Yang

Robust estimation of location is a fundamental problem in statistics, particularly in scenarios where data contamination by outliers or model misspecification is a concern. In univariate settings, methods such as the sample median and…

Statistics Theory · Mathematics 2025-05-07 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno , Gonzalo Perera

The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…

Methodology · Statistics 2021-04-19 Beste Hamiye Beyaztas , Soutir Bandyopadhyay , Abhijit Mandal

Randomized trials are considered the gold standard for estimating causal effects. Trial findings are often used to inform policy and programming efforts, yet their results may not generalize well to a relevant target population due to…

In this paper we look at isometry properties of random matrices. During the last decade these properties gained a lot attention in a field called compressed sensing in first place due to their initial use in \cite{CRT,CT}. Namely, in…

Optimization and Control · Mathematics 2015-07-17 Mihailo Stojnic

Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in…

Statistics Theory · Mathematics 2014-11-21 Sourav Chatterjee

Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…

Statistics Theory · Mathematics 2026-05-15 Jingtian Bai , Xinge Jessie Jeng

The first step towards investigating the effectiveness of a treatment via a randomized trial is to split the population into control and treatment groups then compare the average response of the treatment group receiving the treatment to…

Econometrics · Economics 2022-08-30 Hossein Babaei , Sina Alemohammad , Richard Baraniuk

The increasing interest in subpopulation analysis has led to the development of various new trial designs and analysis methods in the fields of personalized medicine and targeted therapies. In this paper, subpopulations are defined in terms…

Methodology · Statistics 2020-12-01 Roland Gerard Gera , Tim Friede

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

Squared error loss remains the most commonly used loss function for constructing a Bayes estimator of the parameter of interest. However, it can lead to sub-optimal solutions when a parameter is defined in a restricted space. It can also be…

Statistics Theory · Mathematics 2019-02-25 Pavel Mozgunov , Thomas Jaki , Mauro Gasparini

Variance reduction for causal inference in the presence of network interference is often achieved through either outcome modeling, typically analyzed under unit-randomized Bernoulli designs, or clustered experimental designs, typically…

Methodology · Statistics 2026-01-19 Matthew Eichhorn , Samir Khan , Johan Ugander , Christina Lee Yu

The Regression Discontinuity (RD) design is a quasi-experimental design which emulates a randomised study by exploiting situations where treatment is assigned according to a continuous variable as is common in many drug treatment…

Methodology · Statistics 2016-07-28 Sara Geneletti , Federico Ricciardi , Aidan O'Keeffe , Gianluca Baio

Competing risks data are common in medical studies, and the sub-distribution hazard (SDH) ratio is considered an appropriate measure. However, because the limitations of hazard itself are not easy to interpret clinically and because the SDH…

Applications · Statistics 2021-10-19 Jingjing Lyu , Yawen Hou , Zheng Chen

Variance estimation in the linear model when $p > n$ is a difficult problem. Standard least squares estimation techniques do not apply. Several variance estimators have been proposed in the literature, all with accompanying asymptotic…

Methodology · Statistics 2014-01-30 Stephen Reid , Robert Tibshirani , Jerome Friedman

Surveys usually suffer from non-response, which decreases the effective sample size. Item non-response is typically handled by means of some form of random imputation if we wish to preserve the distribution of the imputed variable. This…

Methodology · Statistics 2017-08-04 Guillaume Chauvet , Wilfried Do Paco

Evaluating blocked randomized experiments from a potential outcomes perspective has two primary branches of work. The first focuses on larger blocks, with multiple treatment and control units in each block. The second focuses on matched…

Methodology · Statistics 2024-05-31 Nicole E. Pashley , Luke W. Miratrix