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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…
Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…
Identifying causal effects is a key problem of interest across many disciplines. The two long-standing approaches to estimate causal effects are observational and experimental (randomized) studies. Observational studies can suffer from…
We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…
As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…
Early detection of person-to-person transmission of emerging infectious diseases such as avian influenza is crucial for containing pandemics. We developed a simple permutation test and its refined version for this purpose. A simulation…
Indirect inference requires simulating realisations of endogenous variables from the model under study. When the endogenous variables are discontinuous functions of the model parameters, the resulting indirect inference criterion function…
Randomized experiments on social networks pose statistical challenges, due to the possibility of interference between units. We propose new methods for estimating attributable treatment effects in such settings. The methods do not require…
A growing number of researchers are conducting randomized experiments to analyze causal relationships in network settings where units influence one another. A dominant methodology for analyzing these experiments is design-based, leveraging…
A pressing question resulting from global warming is how infectious diseases will be affected by climate change. Answering this question requires research into the effects of weather on the population dynamics of transmission and infection;…
Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…
To maximize clinical benefit, clinicians routinely tailor treatment to the individual characteristics of each patient, where individualized treatment rules are needed and are of significant research interest to statisticians. In the…
When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…
The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…
With multiple outcomes in empirical research, a common strategy is to define a composite outcome as a weighted average of the original outcomes. However, the choices of weights are often subjective and can be controversial. We propose an…
The presence of interference, where the outcome of an individual may depend on the treatment assignment and behavior of neighboring nodes, can lead to biased causal effect estimation. Current approaches to network experiment design focus on…
In this paper, we seek to establish asymptotic results for selective inference procedures removing the assumption of Gaussianity. The class of selection procedures we consider are determined by affine inequalities, which we refer to as…
In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…
This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…
Estimation and inference procedures for synthetic control methods often do not allow for the existence of spillover effects, which are plausible in many applications. In this paper, we consider estimation and inference for synthetic control…