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Inference for impulse responses estimated with local projections presents interesting challenges and opportunities. Analysts typically want to assess the precision of individual estimates, explore the dynamic evolution of the response over…

Econometrics · Economics 2024-08-15 Atsushi Inoue , Òscar Jordà , Guido M. Kuersteiner

In this study, we present a transductive inference approach on that reward information propagation graph, which enables the effective estimation of rewards for unlabelled data in offline reinforcement learning. Reward inference is the key…

Machine Learning · Computer Science 2024-02-07 Bohao Qu , Xiaofeng Cao , Qing Guo , Yi Chang , Ivor W. Tsang , Chengqi Zhang

This work is devoted to the study of the probability of immunity, i.e. the effect occurs whether exposed or not. We derive necessary and sufficient conditions for non-immunity and $\epsilon$-bounded immunity, i.e. the probability of…

Methodology · Statistics 2023-10-12 Jose M. Peña

Design-based simulations - procedures that hold realized outcomes fixed and generate variation by resampling treatment assignment or shocks - are widely used in both methodological and applied work to assess inference procedures. This paper…

Econometrics · Economics 2026-03-13 Bruno Ferman

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

Methodology · Statistics 2022-12-02 Joel L. Horowitz , Sokbae Lee

Response-adaptive allocation designs refer to a class of designs where the probability an observation is assigned to a treatment is changed throughout an experiment based on the accrued responses. Such procedures result in random treatment…

Methodology · Statistics 2022-08-04 Adam Lane

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

With medical tests becoming increasingly available, concerns about over-testing and over-treatment dramatically increase. Hence, it is important to understand the influence of testing on treatment selection in general practice. Most…

Methodology · Statistics 2020-08-11 Yun Li , Irina Bondarenko , Michael R. Elliott , Timothy P. Hofer , Jeremy M. G. Taylor

We provide an approach to exploratory data analysis in matched observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects among these…

Methodology · Statistics 2025-12-10 Mengqi Lin , Colin Fogarty

This paper studies inference in cluster randomized trials where treatment status is determined according to a "matched pairs" design. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the level of the…

Econometrics · Economics 2025-08-14 Yuehao Bai , Jizhou Liu , Azeem M. Shaikh , Max Tabord-Meehan

We address the problem of inferring the causal effect of an exposure on an outcome across space, using observational data. The data is possibly subject to unmeasured confounding variables which, in a standard approach, must be adjusted for…

Methodology · Statistics 2019-06-04 Muhammad Osama , Dave Zachariah , Thomas B. Schön

Scientific inference involves obtaining the unknown properties or behavior of a system in the light of what is known, typically, without changing the system. Here we propose an alternative to this approach: a system can be modified in a…

Statistical Mechanics · Physics 2019-03-11 Nathaniel Rupprecht , Dervis Vural

Many algorithms and applications involve repeatedly solving variations of the same inference problem; for example we may want to introduce new evidence to the model or perform updates to conditional dependencies. The goal of adaptive…

Data Structures and Algorithms · Computer Science 2012-06-18 Umut A. Acar , Alexander T. Ihler , Ramgopal Mettu , Ozgur Sumer

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber

When interpreting A/B tests, we typically focus only on the statistically significant results and take them by face value. This practice, termed post-selection inference in the statistical literature, may negatively affect both point…

Applications · Statistics 2021-06-01 Alex Deng , Yicheng Li , Jiannan Lu , Vivek Ramamurthy

We consider two variables that are related to each other by an invertible function. While it has previously been shown that the dependence structure of the noise can provide hints to determine which of the two variables is the cause, we…

In pharmaceutical R&D, predicting the efficacy of a pharmaceutical in treating a particular disease prior to clinical testing or any real-world use has been challenging. In this paper, we propose a flexible and modular machine…

Machine Learning · Computer Science 2025-09-10 Adrien Couetoux , Thomas Devenyns , Lise Diagne , David Champagne , Pierre-Yves Mousset , Chris Anagnostopoulos

We describe a method for predicting a classification of an object given classifications of the objects in the training set, assuming that the pairs object/classification are generated by an i.i.d. process from a continuous probability…

Machine Learning · Computer Science 2013-02-01 Alex Gammerman , Volodya Vovk , Vladimir Vapnik

The subject of this paper is the elucidation of effects of actions from causal assumptions represented as a directed graph, and statistical knowledge given as a probability distribution. In particular, we are interested in predicting…

Artificial Intelligence · Computer Science 2012-07-02 Ilya Shpitser , Judea Pearl

We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points using treatment policies that adapt over time. Our goal is to provide inference…

Machine Learning · Statistics 2025-06-10 Raaz Dwivedi , Katherine Tian , Sabina Tomkins , Predrag Klasnja , Susan Murphy , Devavrat Shah