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This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…

Econometrics · Economics 2025-02-13 Jiti Gao , Fei Liu , Bin Peng , Yayi Yan

Modern machine learning applications should be able to address the intrinsic challenges arising over inference on massive real-world datasets, including scalability and robustness to outliers. Despite the multiple benefits of Bayesian…

Machine Learning · Computer Science 2020-11-10 Dionysis Manousakas , Cecilia Mascolo

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…

Statistics Theory · Mathematics 2020-11-17 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser , Yuming Zhang

In the past decade, the increased availability of genome-wide association studies summary data has popularized Mendelian Randomization (MR) for conducting causal inference. MR analyses, incorporating genetic variants as instrumental…

Methodology · Statistics 2025-08-26 Zhongming Xie , Wanheng Zhang , Jingshen Wang , Chong Wu

Extrapolation from a source to a target, e.g., from adults to children, is a promising approach to utilizing external information when data are sparse. In the context of meta-analysis, one is commonly faced with a small number of studies,…

Methodology · Statistics 2019-01-21 Christian Röver , Simon Wandel , Tim Friede

To improve the precision of inferences and reduce costs there is considerable interest in combining data from several sources such as sample surveys and administrative data. Appropriate methodology is required to ensure satisfactory…

Methodology · Statistics 2022-10-21 Dexter Cahoy , Joseph Sedransk

We study the problem of multi-task non-smooth optimization that arises ubiquitously in statistical learning, decision-making and risk management. We develop a data fusion approach that adaptively leverages commonalities among a large number…

Machine Learning · Statistics 2022-10-25 Henry Lam , Kaizheng Wang , Yuhang Wu , Yichen Zhang

We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…

Statistics Theory · Mathematics 2025-02-06 Alexandre Lecestre

Investigators often use multi-source data (e.g., multi-center trials, meta-analyses of randomized trials, pooled analyses of observational cohorts) to learn about the effects of interventions in subgroups of some well-defined target…

Methodology · Statistics 2024-02-06 Guanbo Wang , Alexander Levis , Jon Steingrimsson , Issa Dahabreh

Recent advances in large language models (LLMs) have led to new summarization strategies, offering an extensive toolkit for extracting important information. However, these approaches are frequently limited by their reliance on isolated…

Artificial Intelligence · Computer Science 2024-06-21 Pranav Janjani , Mayank Palan , Sarvesh Shirude , Ninad Shegokar , Sunny Kumar , Faruk Kazi

Random-effects meta-analyses of observational studies can produce biased estimates if the synthesized studies are subject to unmeasured confounding. We propose sensitivity analyses quantifying the extent to which unmeasured confounding of…

Methodology · Statistics 2017-10-10 Maya B. Mathur , Tyler J. VanderWeele

Synthesizing information from multiple data sources is critical to ensure knowledge generalizability. Integrative analysis of multi-source data is challenging due to the heterogeneity across sources and data-sharing constraints due to…

Methodology · Statistics 2023-01-03 Zijian Guo , Xiudi Li , Larry Han , Tianxi Cai

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

This paper studies policy evaluation with multiple data sources, especially in scenarios that involve one experimental dataset with two arms, complemented by a historical dataset generated under a single control arm. We propose novel data…

Machine Learning · Statistics 2024-06-04 Ting Li , Chengchun Shi , Qianglin Wen , Yang Sui , Yongli Qin , Chunbo Lai , Hongtu Zhu

The aim of survey statistics is to produce estimates with a minimal bias and a corresponding acceptable variance given a specific budget, preferable with a minor response burden for the participants. In recent years, considerable efforts…

Methodology · Statistics 2026-04-02 Martin Hyllienmark , Gustaf Strandell

In many modern applications, a carefully designed primary study provides individual-level data for interpretable modeling, while summary-level external information is available through black-box, efficient, and nonparametric…

Methodology · Statistics 2026-04-07 Chi-Shian Dai , Jun Shao

Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…

Methodology · Statistics 2023-09-18 Shanshan Luo , Yechi Zhang , Wei Li

Joint misclassification of exposure and outcome variables can lead to considerable bias in epidemiological studies of causal exposure-outcome effects. In this paper, we present a new maximum likelihood based estimator for the marginal…

Methodology · Statistics 2019-01-16 Bas B. L. Penning de Vries , Maarten van Smeden , Rolf H. H. Groenwold

Data aggregation, also known as meta analysis, is widely used to combine knowledge on parameters shared in common (e.g., average treatment effect) between multiple studies. In this paper, we introduce an attractive data aggregation scheme…

Methodology · Statistics 2023-05-10 Snigdha Panigrahi , Jingshen Wang , Xuming He

When fitting a particular Economic model on a sample of data, the model may turn out to be heavily misspecified for some observations. This can happen because of unmodelled idiosyncratic events, such as an abrupt but short-lived change in…

Econometrics · Economics 2023-12-12 Jean-Jacques Forneron