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An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…

Methodology · Statistics 2021-09-28 Di Bo , Hoon Hwangbo , Vinit Sharma , Corey Arndt , Stephanie C. TerMaath

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

High dimensionality comparable to sample size is common in many statistical problems. We examine covariance matrix estimation in the asymptotic framework that the dimensionality $p$ tends to $\infty$ as the sample size $n$ increases.…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Yingying Fan , Jinchi Lv

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

Identifying effects of actions (treatments) on outcome variables from observational data and causal assumptions is a fundamental problem in causal inference. This identification is made difficult by the presence of confounders which can be…

Methodology · Statistics 2012-03-19 Ilya Shpitser , Tyler VanderWeele , James M. Robins

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

Selection of covariates is crucial in the estimation of average treatment effects given observational data with high or even ultra-high dimensional pretreatment variables. Existing methods for this problem typically assume sparse linear…

Methodology · Statistics 2023-03-20 Juan Chen , Yingchun Zhou

This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when "manipulating" a variable while given a set of plausible confounding variables which affect…

Artificial Intelligence · Computer Science 2020-11-25 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu , Kui Yu , Thuc Duy Le

We address the problem of estimating causal effects from observational data in the presence of network confounding, a setting where both treatment assignment and observed outcomes of individuals may be influenced by their neighbors within a…

Machine Learning · Computer Science 2026-03-24 Abhishek Dalvi , Neil Ashtekar , Vasant Honavar

Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…

Methodology · Statistics 2025-05-27 Si Cheng , Magali N. Blanco , Timothy V. Larson , Lianne Sheppard , Adam Szpiro , Ali Shojaie

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

Sufficient dimension reduction [J. Amer. Statist. Assoc. 86 (1991) 316-342] has long been a prominent issue in multivariate nonparametric regression analysis. To uncover the central dimension reduction space, we propose in this paper an…

Statistics Theory · Mathematics 2014-08-15 Efang Kong , Yingcun Xia

There has been increasing interest in recent years in the development of approaches to estimate causal effects when the number of potential confounders is prohibitively large. This growth in interest has led to a number of potential…

Methodology · Statistics 2020-02-05 Joseph Antonelli , Matthew Cefalu

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Accurate estimation of counterfactual outcomes in high-dimensional data is crucial for decision-making and understanding causal relationships and intervention outcomes in various domains, including healthcare, economics, and social…

Machine Learning · Computer Science 2024-07-31 Jiageng Zhu , Hanchen Xie , Jiazhi Li , Wael Abd-Almageed

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

Matrix-covariate is now frequently encountered in many biomedical researches. It is common to fit conventional statistical models by vectorizing matrix-covariate. This strategy, however, results in a large number of parameters, while the…

Applications · Statistics 2016-07-12 Hung Hung , Zhi-Yu Jou

We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…

Machine Learning · Computer Science 2020-09-09 Kailash Budhathoki , Mario Boley , Jilles Vreeken

In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedasticity. Traditional causal inference often focuses on…

Machine Learning · Statistics 2025-11-24 Masahiro Tanaka

Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…

Methodology · Statistics 2018-01-11 Joseph Antonelli , Matthew Cefalu , Nathan Palmer , Denis Agniel