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Panels with large time $(T)$ and cross-sectional $(N)$ dimensions are a key data structure in social sciences and other fields. A central question in panel data analysis is whether to pool data across individuals or to estimate separate…

Methodology · Statistics 2025-12-18 Tim Kutta , Martin Schumann , Holger Dette

This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…

Methodology · Statistics 2019-03-07 Liangjun Su , Takuya Ura , Yichong Zhang

Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…

Methodology · Statistics 2025-06-10 Xin Lu , Fan Yang , Yuhao Wang

This paper presents a unified framework for supervised learning and inference procedures using the divide-and-conquer approach for high-dimensional correlated outcomes. We propose a general class of estimators that can be implemented in a…

Statistics Theory · Mathematics 2020-09-22 Emily C. Hector , Peter X. -K. Song

We consider the high-dimensional discriminant analysis problem. For this problem, different methods have been proposed and justified by establishing exact convergence rates for the classification risk, as well as the l2 convergence results…

Machine Learning · Statistics 2013-06-28 Mladen Kolar , Han Liu

Individualized treatment rules (ITRs) are deterministic decision rules that recommend treatments to individuals based on their characteristics. Though ubiquitous in medicine, ITRs are hardly ever evaluated in randomized controlled trials.…

Methodology · Statistics 2023-08-22 François Grolleau , Francois Petit , Raphaël Porcher

Individualized treatment rules can lead to better health outcomes when patients have heterogeneous responses to treatment. Very few individualized treatment rule estimation methods are compatible with a multi-treatment observational study…

When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of…

Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in…

Methodology · Statistics 2022-12-26 Zhengling Qi , Rui Miao , Xiaoke Zhang

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

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…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

This paper develops new tools to quantify uncertainty in optimal decision making and to gain insight into which variables one should collect information about given the potential cost of measuring a large number of variables. We investigate…

Methodology · Statistics 2021-05-11 Yunan Wu , Lan Wang , Haoda Fu

Randomized controlled trials typically analyze the effectiveness of treatments with the goal of making treatment recommendations for patient subgroups. With the advance of electronic health records, a great variety of data has been…

Machine Learning · Computer Science 2021-03-31 Zhiliang Wu , Yinchong Yang , Yunpu Ma , Yushan Liu , Rui Zhao , Michael Moor , Volker Tresp

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

Estimation and evaluation of individualized treatment rules have been studied extensively, but real-world treatment resource constraints have received limited attention in existing methods. We investigate a setting in which treatment is…

Methodology · Statistics 2022-11-24 Hongxiang Qiu , Marco Carone , Alex Luedtke

Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…

Machine Learning · Statistics 2022-02-28 Tobias Hatt , Jeroen Berrevoets , Alicia Curth , Stefan Feuerriegel , Mihaela van der Schaar

Estimating individualized treatment rules - particularly in the context of right-censored outcomes - is challenging because the treatment effect heterogeneity of interest is often small, thus difficult to detect. While this motivates the…

Applications · Statistics 2022-02-16 Erica EM Moodie , Janie Coulombe , Coraline Danieli , Christel Renoux , Susan M Shortreed

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmology studies, the primary outcome is often obtained from one eye or both eyes of an individual. In…

Methodology · Statistics 2021-11-01 Kejia Wang , Chang-Xing Ma

In order to identify important variables that are involved in making optimal treatment decision, Lu et al. (2013) proposed a penalized least squared regression framework for a fixed number of predictors, which is robust against the…

Machine Learning · Statistics 2015-10-16 Chengchun Shi , Rui Song , Wenbin Lu

The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…

Machine Learning · Statistics 2023-09-29 Ioannis Bargiotas , Argyris Kalogeratos , Nicolas Vayatis