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Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome.…

Methodology · Statistics 2023-07-06 David Deuber , Jinzhou Li , Sebastian Engelke , Marloes H. Maathuis

The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…

Statistics Theory · Mathematics 2022-10-18 Stéphan Clémençon , Hamid Jalalzai , Stéphane Lhaut , Anne Sabourin , Johan Segers

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Combining short-term experimental data with observational data enables credible long-term policy evaluation. The literature offers two key but non-nested assumptions, namely the latent unconfoundedness (LU; Athey et al., 2020) and…

Econometrics · Economics 2024-01-23 Yechan Park , Yuya Sasaki

The task of inferring high-level causal variables from low-level observations, commonly referred to as causal representation learning, is fundamentally underconstrained. As such, recent works to address this problem focus on various…

Machine Learning · Statistics 2024-03-26 Simon Bing , Urmi Ninad , Jonas Wahl , Jakob Runge

The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

Methodology · Statistics 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

Many identification results in instrumental variables (IV) models hold without requiring any restrictions on the distribution of potential outcomes, or how those outcomes are correlated with selection behavior. This enables IV models to…

Econometrics · Economics 2025-02-28 Leonard Goff

Many rare diseases offer limited established treatment options, leading patients to switch therapies when new medications emerge. To analyze the impact of such treatment switches within the low sample size limitations of rare disease…

We propose a consistent estimator of sharp bounds on the variance of the difference-in-means estimator in completely randomized experiments. Generalizing Robins [Stat. Med. 7 (1988) 773-785], our results resolve a well-known identification…

Statistics Theory · Mathematics 2014-05-27 Peter M. Aronow , Donald P. Green , Donald K. K. Lee

We identify and estimate treatment effects when potential outcomes are weakly separable with a binary endogenous treatment. Vytlacil and Yildiz (2007) proposed an identification strategy that exploits the mean of observed outcomes, but…

Econometrics · Economics 2022-08-11 Songnian Chen , Shakeeb Khan , Xun Tang

We derive two related novel bounds on single-variable marginal probability distributions in factor graphs with discrete variables. The first method propagates bounds over a subtree of the factor graph rooted in the variable, and the second…

Probability · Mathematics 2008-01-25 Joris M. Mooij , Hilbert J. Kappen

Interference occurs when the potential outcomes of a unit depend on the treatment of others. Interference can be highly heterogeneous, where treating certain individuals might have a larger effect on the population's overall outcome. A…

Methodology · Statistics 2025-04-11 Samantha G Dean , Georgia Papadogeorgou , Laura Forastiere

Causal estimands can vary significantly depending on the relationship between outcomes in treatment and control groups, potentially leading to wide partial identification (PI) intervals that impede decision making. Incorporating covariates…

Methodology · Statistics 2025-06-02 Sirui Lin , Zijun Gao , Jose Blanchet , Peter Glynn

Interval identification of parameters such as average treatment effects, average partial effects and welfare is particularly common when using observational data and experimental data with imperfect compliance due to the endogeneity of…

Econometrics · Economics 2025-04-09 Sukjin Han , Adam McCloskey

In this paper we present a simple partitioning based technique to refine the statistical analysis of classification algorithms. The core of our idea is to divide the input space into two parts such that the first part contains a suitable…

Statistics Theory · Mathematics 2018-03-06 Ingrid Blaschzyk , Ingo Steinwart

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

Alcohol misuse is a key target of public health strategies aimed at reducing cardiovascular risk. The effect of excessive alcohol consumption on blood pressure may vary systematically with individuals' unobserved propensity to engage in…

Methodology · Statistics 2026-03-11 Ashish Patel , Francis J DiTraglia , Stephen Burgess

Pre-treatment selection or censoring (`selection on treatment') can occur when two treatment levels are compared ignoring the third option of neither treatment, in `censoring by death' settings where treatment is only defined for those who…

Methodology · Statistics 2017-09-20 Edward H. Kennedy , Steve Harris , Luke J. Keele

We prove a tight lower bound (up to constant factors) on the sample complexity of any non-interactive local differentially private protocol for optimizing a linear function over the simplex. This lower bound also implies a tight lower bound…

Cryptography and Security · Computer Science 2021-05-17 Jonathan Ullman