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We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar

Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to…

Methodology · Statistics 2025-05-20 Ahmed Boughdiri , Clément Berenfeld , Julie Josse , Erwan Scornet

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

Identifying clinically relevant biomarkers and developing predictive models are central challenges in biomedical research. Biomarkers are commonly used for disease screening, and some provide information not only on the presence or absence…

Methodology · Statistics 2025-08-21 Kazuharu Harada , Shuichi Kawano , Masataka Taguri

In regression models fitted to data from complex survey designs, sampling weights often incorporate non-essential variation, inflating variance estimates. Stabilized weights mitigate this issue by adjusting sampling weights to account for…

Methodology · Statistics 2026-05-18 Tong Chen , Joshua Slone , Gustavo Amorim , Pamela A. Shaw , Bryan E. Shepherd , Thomas Lumley

Health exams determine a patient's health status by comparing the patient's measurement with a population reference range, a 95% interval derived from a homogeneous reference population. Similarly, most of the established relation among…

Applications · Statistics 2018-06-04 Xiaoyue Niu , Peter D. Hoff

This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…

Methodology · Statistics 2025-06-16 Xiang Meng , Aaron Smith , Luke Miratrix

You measure the value of a quantity x for a number of systems (cells, molecules, people, chunks of metal, DNA vectors, etc.). You repeat the whole set of measures in different occasions or assays, which you try to design as equal to one…

Quantitative Methods · Quantitative Biology 2013-11-04 Pablo Echenique-Robba , María Alejandra Nelo-Bazán , José A. Carrodeguas

In observational studies of treatment effects, matched samples are created so treated and control groups are similar in terms of observable covariates. Traditionally such matched samples consist of matched pairs. If a pair match fails to…

Methodology · Statistics 2014-10-22 Luke Keele , Sam Pimentel , Frank Yoon

We propose a two-sample test for detecting the difference between mean vectors in a high-dimensional regime based on a ridge-regularized Hotelling's $T^2$. To choose the regularization parameter, a method is derived that aims at maximizing…

Methodology · Statistics 2018-02-20 Haoran Li , Alexander Aue , Debashis Paul , Jie Peng , Pei Wang

Class-level evaluation can conceal substantial performance disparities across subconcepts within the same class, causing models that perform well on average to fail on specific subpopulations. Prior work has shown that common evaluation…

Machine Learning · Computer Science 2026-04-30 Taylor Maxson , Roberto Corizzo , Yaning Wu , Nathalie Japkowicz , Colin Bellinger

Estimating the causal treatment effects by subgroups is important in observational studies when the treatment effect heterogeneity may be present. Existing propensity score methods rely on a correctly specified propensity score model. Model…

Methodology · Statistics 2024-04-19 Yan Li , Yong-Fang Kuo , Liang Li

Biases in observational data of treatments pose a major challenge to estimating expected treatment outcomes in different populations. An important technique that accounts for these biases is reweighting samples to minimize the discrepancy…

Machine Learning · Computer Science 2020-09-14 Michal Ozery-Flato , Pierre Thodoroff , Matan Ninio , Michal Rosen-Zvi , Tal El-Hay

Controlled experiments are widely used in many applications to investigate the causal relationship between input factors and experimental outcomes. A completely randomized design is usually used to randomly assign treatment levels to…

Methodology · Statistics 2026-05-12 Yiou Li , Lulu Kang , Xiao Huang

There are a number of available methods for selecting whom to prioritize for treatment, including ones based on treatment effect estimation, risk scoring, and hand-crafted rules. We propose rank-weighted average treatment effect (RATE)…

Methodology · Statistics 2023-11-30 Steve Yadlowsky , Scott Fleming , Nigam Shah , Emma Brunskill , Stefan Wager

Plausibility is a formalization of exact tests for parametric models and generalizes procedures such as Fisher's exact test. The resulting tests are based on cumulative probabilities of the probability density function and evaluate…

Statistics Theory · Mathematics 2021-09-13 Stefan Böhringer , Dietmar Lohmann

Causal variance decompositions for a given disease-specific quality indicator can be used to quantify differences in performance between hospitals or health care providers. While variance decompositions can demonstrate variation in quality…

Methodology · Statistics 2023-01-26 Bo Chen , Keith A. Lawson , Antonio Finelli , Olli Saarela

Cohort studies employ pairwise measures of association to quantify dependencies among conditions and exposures. To reliably use these measures to draw conclusions about the underlying association strengths requires that the measures be…

Quantitative Methods · Quantitative Biology 2017-05-30 Venkateshan Kannan , Kristina Alexandersson , Jesper Tegner

For randomized controlled trials to be conclusive, it is important to set the target sample size accurately at the design stage. Comparing two normal populations, the sample size calculation requires specification of the variance other than…

Methodology · Statistics 2026-02-04 Hirotada Maeda , Satoshi Hattori , Tim Friede

Given the limitations of using the Cox hazard ratio to summarize the magnitude of the treatment effect, alternative measures that do not have these limitations are gaining attention. One of the recently proposed alternative methods uses the…

Methodology · Statistics 2024-04-02 Zihan Qian , Lu Tian , Miki Horiguchi , Hajime Uno