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We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

We develop an estimator for treatment effects in high-dimensional settings with additive measurement error, a prevalent challenge in modern econometrics. We introduce the Double/Debiased Convex Conditioned LASSO (Double/Debiased CoCoLASSO),…

Econometrics · Economics 2024-08-28 Geonwoo Kim , Suyong Song

Target trial emulation (TTE) enables causal questions to be studied with observational data when randomized controlled trials (RCTs) are infeasible. Yet treatment-effect methods often address causal estimation, missingness, and temporal…

The purpose of the present work is to construct estimators for the random effects in a fractional diffusion model using a hybrid estimation method where we combine parametric and nonparametric thechniques. We precisely consider $n$…

Statistics Theory · Mathematics 2025-06-13 Nesrine Chebli , Hamdi Fathallah , Yousri Slaoui

In this paper we consider estimation of sparse covariance matrices and propose a thresholding procedure which is adaptive to the variability of individual entries. The estimators are fully data driven and enjoy excellent performance both…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu

Individuals often respond differently to identical treatments, and characterizing such variability in treatment response is an important aim in the practice of personalized medicine. In this article, we describe a non-parametric accelerated…

Methodology · Statistics 2017-06-22 Nicholas C. Henderson , Thomas A. Louis , Gary L. Rosner , Ravi Varadhan

Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT is substantially different from the target population.…

Methodology · Statistics 2023-01-11 Bénédicte Colnet , Julie Josse , Erwan Scornet , Gaël Varoquaux

In this study, we focus on estimating the heterogeneous treatment effect (HTE) for survival outcome. The outcome is subject to censoring and the number of covariates is high-dimensional. We utilize data from both the randomized controlled…

Methodology · Statistics 2025-03-21 Xin Ye , Shu Yang , Xiaofei Wang , Yanyan Liu

When data on treatment assignment, outcomes, and covariates from a randomized trial are available, a question of interest is to what extent covariates can be used to optimize treatment decisions. Statistical hypothesis testing of…

Applications · Statistics 2020-02-04 Mohsen Sadatsafavi , Mohammad Ali Mansournia , Paul Gustafson

This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…

Statistics Theory · Mathematics 2011-05-20 Jérémie Bigot , Sébastien Gadat , Thierry Klein , Clément Marteau

In 2023, the U.S. Food and Drug Administration issued guidance for adjustment of covariates in randomized clinical trials, emphasizing its role in enhancing precision and power through prognostic baseline variables. Despite its potential,…

Methodology · Statistics 2026-05-28 Kelly Van Lancker , Iván Díaz , Stijn Vansteelandt

A residual-based empirical distribution function is proposed to estimate the distribution function of the errors of a heteroskedastic nonparametric regression with responses missing at random based on completely observed data, and this…

Methodology · Statistics 2016-10-28 Justin Chown

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet thresholding to the squared first-order differences…

Statistics Theory · Mathematics 2008-10-28 T. Tony Cai , Lie Wang

Adaptive experimental designs have gained popularity in clinical trials and online experiments. Unlike traditional, fixed experimental designs, adaptive designs can dynamically adjust treatment randomization probabilities and other design…

Methodology · Statistics 2025-08-19 Wenxin Zhang , Mark van der Laan

Nonparametric covariate adjustment is considered for log-rank type tests of treatment effect with right-censored time-to-event data from clinical trials applying covariate-adaptive randomization. Our proposed covariate-adjusted log-rank…

Methodology · Statistics 2023-01-23 Ting Ye , Jun Shao , Yanyao Yi

We propose a novel deep learning approach to nonparametric statistical inference for the conditional hazard function of survival time with right-censored data. We use a deep neural network (DNN) to approximate the logarithm of a conditional…

Methodology · Statistics 2024-10-24 Wen Su , Kin-Yat Liu , Guosheng Yin , Jian Huang , Xingqiu Zhao

We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Hans-Georg Müller

Randomized experiments are the gold standard for investigating causal relationships, with comparisons of potential outcomes under different treatment groups used to estimate treatment effects. However, outcomes with heavy-tailed…

Methodology · Statistics 2024-07-09 Hongzi Li , Wei Ma , Yingying Ma , Hanzhong Liu

Evaluating the influence of continuous covariates, like exposure time or dose, on a response variable is a pivotal objective in the assessment of a compound's effect, particularly when determining toxicity in pre-clinical research or…

Methodology · Statistics 2026-04-16 Lucia Ameis , Niklas Hagemann , Kathrin Möllenhoff
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