Related papers: A projection-based model checking for heterogeneou…
This research addresses the challenge of conducting interpretable causal inference between a binary treatment and its resulting outcome when not all confounders are known. Confounders are factors that have an influence on both the treatment…
Eigenspaces of covariance matrices play an important role in statistical machine learning, arising in variety of modern algorithms. Quantitatively, it is convenient to describe the eigenspaces in terms of spectral projectors. This work…
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…
Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing…
In the framework of quantum optics, we study the problem of goodness-of-fit testing in a severely ill-posed inverse problem. A novel testing procedure is introduced and its rates of convergence are investigated under various smoothness…
Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…
In evidence synthesis, effect modifiers are typically described as variables that induce treatment effect heterogeneity at the individual level, through treatment-covariate interactions in an outcome model parametrized at such level. As…
In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…
Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…
The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the…
We study the problem of inferring heterogeneous treatment effects (HTEs) from time-to-event data in the presence of competing events. Albeit its great practical relevance, this problem has received little attention compared to its…
Standard high-dimensional factor models assume that the comovements in a large set of variables could be modeled using a small number of latent factors that affect all variables. In many relevant applications in economics and finance,…
Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in the absence of the treatment, or by the share among the poor…
In most nonrandomized observational studies, differences between treatment groups may arise not only due to the treatment but also because of the effect of confounders. Therefore, causal inference regarding the treatment effect is not as…
Randomization, as a key technique in clinical trials, can eliminate sources of bias and produce comparable treatment groups. In randomized experiments, the treatment effect is a parameter of general interest. Researchers have explored the…
High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression…
We introduce an approach to topic modelling with document-level covariates that remains tractable in the face of large text corpora. This is achieved by de-emphasizing the role of parameter estimation in an underlying probabilistic model,…