Related papers: Double robust inference for continuous updating GM…
In this paper, we discuss the utilization of perturbed risk levels (PRLs) for the solution of chance-constrained problems via sampling-based approaches. PRLs allow the consideration of distributional ambiguity by rescaling the risk level of…
In this paper, we introduce an innovative testing procedure for assessing individual hypotheses in high-dimensional linear regression models with measurement errors. This method remains robust even when either the X-model or Y-model is…
Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…
In precision medicine, Dynamic Treatment Regimes (DTRs) are treatment protocols that adapt over time in response to a patient's observed characteristics. A DTR is a set of decision functions that takes an individual patient's information as…
In this review we cover the basics of efficient nonparametric parameter estimation (also called functional estimation), with a focus on parameters that arise in causal inference problems. We review both efficiency bounds (i.e., what is the…
This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…
Despite their empirical success, most existing listwiselearning-to-rank (LTR) models are not built to be robust to errors in labeling or annotation, distributional data shift, or adversarial data perturbations. To fill this gap, we…
Interference occurs when the treatment (or exposure) of one individual affects the outcomes of others. In some settings it may be reasonable to assume individuals can be partitioned into clusters such that there is no interference between…
Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by $p$, is possibly much larger than the sample size $n$. There is a variety of economic applications where solving this…
Robins 1997 introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. In his work,…
Automated short-answer grading (ASAG) remains a challenging task due to the linguistic variability of student responses and the need for nuanced, rubric-aligned partial credit. While Large Language Models (LLMs) offer a promising solution,…
Recent advances in domain adaptation show that deep self-training presents a powerful means for unsupervised domain adaptation. These methods often involve an iterative process of predicting on target domain and then taking the confident…
We propose two algorithms for discrete-time parameter estimation, one for time-varying parameters under persistent excitation (PE) condition, another for constant parameters under no PE condition. For the first algorithm, we show that in…
We propose a mutual information-based sufficient representation learning (MSRL) approach, which uses the variational formulation of the mutual information and leverages the approximation power of deep neural networks. MSRL learns a…
Existing research on Domain Robustness (DR) suffers from disparate setups, limited task variety, and scarce research on recent capabilities such as in-context learning. Furthermore, the common practice of measuring DR might not be fully…
Recent years have witnessed a growing interest in personalizing the responses of large language models (LLMs). While existing evaluations primarily focus on whether a response aligns with a user's preferences, we argue that factuality is an…
Large language models (LLMs) deliver impressive results but face challenges from increasing model sizes and computational costs. Structured pruning reduces model size and speeds up inference but often causes uneven degradation across…
Optimization objectives in the form of a sum of intractable expectations are rising in importance (e.g., diffusion models, variational autoencoders, and many more), a setting also known as "finite sum with infinite data." For these…
Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…