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We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…

Econometrics · Economics 2018-12-04 Yuan Liao , Xiye Yang

The spread of infectious disease in a human community or the proliferation of fake news on social media can be modeled as a randomly growing tree-shaped graph. The history of the random growth process is often unobserved but contains…

Probability · Mathematics 2021-01-15 Harry Crane , Min Xu

Scientists frequently generalize population level causal quantities such as average treatment effect from a source population to a target population. When the causal effects are heterogeneous, differences in subject characteristics between…

Methodology · Statistics 2023-06-16 Rui Chen , Guanhua Chen , Menggang Yu

The recent availability of huge, many-dimensional data sets, like those arising from genome-wide association studies (GWAS), provides many opportunities for strengthening causal inference. One popular approach is to utilize these…

Machine Learning · Statistics 2020-12-21 Ioan Gabriel Bucur , Tom Claassen , Tom Heskes

Conjoint experiments have become central to survey research in political science and related fields because they allow researchers to study preferences across multiple attributes simultaneously. Beyond estimating main effects, scholars…

Methodology · Statistics 2025-10-03 Steven Wang , Isys Johnson , Jessica Grogan , Lalit Jain , Atri Rudra , Kyle Hunt , Kenneth Joseph

We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

Statistics Theory · Mathematics 2018-05-22 Takumi Saegusa

Collective intelligence, which aggregates the shared information from large crowds, is often negatively impacted by unreliable information sources with the low quality data. This becomes a barrier to the effective use of collective…

Social and Information Networks · Computer Science 2012-10-04 Guo-Jun Qi , Charu Aggarwal , Pierre Moulin , Thomas Huang

The increasing multiplicity of data sources offers exciting possibilities in estimating the effects of a treatment, intervention, or exposure, particularly if observational and experimental sources could be used simultaneously. Borrowing…

Methodology · Statistics 2020-03-24 Jeffrey A. Boatman , David M. Vock , Joseph S. Koopmeiners

We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can…

Methodology · Statistics 2026-03-23 Niklas Pfister , Evan G. Williams , Jonas Peters , Ruedi Aebersold , Peter Bühlmann

We aim to make inferences about a smooth, finite-dimensional parameter by fusing data from multiple sources together. Previous works have studied the estimation of a variety of parameters in similar data fusion settings, including in the…

Methodology · Statistics 2025-02-03 Sijia Li , Alex Luedtke

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

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

Inverse statistical physics aims at inferring models compatible with a set of empirical averages estimated from a high-dimensional dataset of independently distributed equilibrium configurations of a given system. However, in several…

Disordered Systems and Neural Networks · Physics 2021-02-12 Edwin Rodriguez Horta , Alejandro Lage , Martin Weigt , Pierre Barrat-Charlaix

Parental origin effects play an important role in mammal development and disorder. Case-control mother-child pair genotype data can be used to detect parental origin effects and is often convenient to collect in practice. Most existing…

Methodology · Statistics 2022-08-11 Yuang Tian , Hong Zhang , Alexandre Bureau , Hagit Hochner , Jinbo Chen

In modern scientific research, small-scale studies with limited participants are increasingly common. However, interpreting individual outcomes can be challenging, making it standard practice to combine data across studies using random…

Statistics Theory · Mathematics 2025-11-04 Lucas Kania , Larry Wasserman , Sivaraman Balakrishnan

We are interested in estimating the effect of a treatment applied to individuals at multiple sites, where data is stored locally for each site. Due to privacy constraints, individual-level data cannot be shared across sites; the sites may…

Machine Learning · Computer Science 2023-04-04 Ruoxuan Xiong , Allison Koenecke , Michael Powell , Zhu Shen , Joshua T. Vogelstein , Susan Athey

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

Applications · Statistics 2018-05-25 Sophia Kyriakou , Ioannis Kosmidis , Nicola Sartori

Linear mixed models are widely used to analyze non-independent data, but inference for fixed effects can be unreliable under misspecification of the random-effects distribution, inaccurate Fisher information estimation, or convergence…

Methodology · Statistics 2026-05-01 Angela Andreella , Livio Finos

A common goal in statistics and machine learning is estimation of unknowns. Point estimates alone are of little value without an accompanying measure of uncertainty, but traditional uncertainty quantification methods, such as confidence…

Methodology · Statistics 2025-08-12 Neil Dey , Ryan Martin , Jonathan P. Williams

This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…

Statistics Theory · Mathematics 2023-01-30 Carlos Misael Madrid Padilla , Haotian Xu , Daren Wang , Oscar Hernan Madrid Padilla , Yi Yu