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Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in…

Econometrics · Economics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Shumin Ma , Zhiri Yuan , Dongdong Wang , Zhixiang Huang

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient…

Machine Learning · Statistics 2011-03-28 Makoto Yamada , Gang Niu , Jun Takagi , Masashi Sugiyama

Sufficient dimension reduction (SDR) in regression, which reduces the dimension by replacing original predictors with a minimal set of their linear combinations without loss of information, is very helpful when the number of predictors is…

Statistics Theory · Mathematics 2012-11-15 Xin Chen , Changliang Zou , R. Dennis Cook

Dimensionality reduction (DR) algorithms compress high-dimensional data into a lower dimensional representation while preserving important features of the data. DR is a critical step in many analysis pipelines as it enables visualisation,…

Machine Learning · Statistics 2023-05-26 Aditya Ravuri , Francisco Vargas , Vidhi Lalchand , Neil D. Lawrence

CIMTx provides efficient and unified functions to implement modern methods for causal inferences with multiple treatments using observational data with a focus on binary outcomes. The methods include regression adjustment, inverse…

Methodology · Statistics 2022-09-15 Liangyuan Hu , Jiayi Ji

A major family of sufficient dimension reduction (SDR) methods, called inverse regression, commonly require the distribution of the predictor $X$ to have a linear $E(X|\beta^\mathsf{T}X)$ and a degenerate $\mathrm{var}(X|\beta^\mathsf{T}X)$…

Methodology · Statistics 2023-08-30 Wei Luo , Yan Guo

Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…

Computation · Statistics 2019-07-26 Ziwen An , Leah F South , Christopher Drovandi

The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…

Machine Learning · Statistics 2020-11-05 Kristjan Greenewald , Dmitriy Katz-Rogozhnikov , Karthik Shanmugam

In causal inference, a fundamental task is to estimate the effect resulting from a specific treatment, which is often handled with inverse probability weighting. Despite an abundance of attention to the advancement of this task, most…

Methodology · Statistics 2025-07-30 Kuan-Hsun Wu

This paper introduces the R package BayesVarSel which implements objective Bayesian methodology for hypothesis testing and variable selection in linear models. The package computes posterior probabilities of the competing hypotheses/models…

Other Statistics · Statistics 2016-11-28 Gonzalo Garcia-Donato , Anabel Forte

When doing impact evaluation and making causal inferences, it is important to acknowledge the heterogeneity of the treatment effects for different domains (geographic, socio-demographic, or socio-economic). If the domain of interest is…

Methodology · Statistics 2021-03-12 Setareh Ranjbar , Nicola Salvati , Barbara Pacini

Treatment effects in a wide range of economic, environmental, and epidemiological applications often vary across space, and understanding the heterogeneity of causal effects across space and outcome quantiles is a critical challenge in…

Methodology · Statistics 2025-09-03 Yan Gong , Reetam Majumder , Brian J. Reich , Raphaël Huser

Determining causal effects of interventions onto outcomes from real-world, observational (non-randomized) data, e.g., treatment repurposing using electronic health records, is challenging due to underlying bias. Causal deep learning has…

Machine Learning · Computer Science 2025-10-23 Shantanu Ghosh , Zheng Feng , Jiang Bian , Kevin Butler , Mattia Prosperi

In applications involving ordinal predictors, common approaches to reduce dimensionality are either extensions of unsupervised techniques such as principal component analysis, or variable selection procedures that rely on modeling the…

Statistics Theory · Mathematics 2017-10-13 Liliana Forzani , Rodrigo García Arancibia , Pamela Llop , Diego Tomassi

We present a forward sufficient dimension reduction method for categorical or ordinal responses by extending the outer product of gradients and minimum average variance estimator to multinomial generalized linear model. Previous work in…

Methodology · Statistics 2023-03-30 Harris Quach , Bing Li

Causal inference in observational panel data has become a central concern in economics,policy analysis,and the broader social sciences.To address the core contradiction where traditional difference-in-differences (DID) struggles with…

Machine Learning · Statistics 2025-07-23 Yile Yu , Anzhi Xu , Yi Wang

This paper presents a unified framework for sufficient dimension reduction (SDR) that generalizes several existing SDR techniques and offers new insights into the connection between inverse conditional moment independence and dimension…

Methodology · Statistics 2026-05-11 Jicai Liu , Yu Zhang , Jinhong Li

Causal learning is the key to obtaining stable predictions and answering \textit{what if} problems in decision-makings. In causal learning, it is central to seek methods to estimate the average treatment effect (ATE) from observational…

Machine Learning · Statistics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Qi Wu , Xing Yan

The past decade has seen an increasing body of literature devoted to the estimation of causal effects in network-dependent data. However, the validity of many classical statistical methods in such data is often questioned. There is an…

Computation · Statistics 2017-05-31 Oleg Sofrygin , Romain Neugebauer , Mark J. van der Laan

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

Methodology · Statistics 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici