Related papers: Kernel methods for long term dose response curves
We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…
To investigate a dilemma of statistical and computational efficiency faced by long-run variance estimators, we propose a decomposition of kernel weights in a quadratic form and some online inference principles. These proposals allow us to…
Causal effects are usually studied in terms of the means of counterfactual distributions, which may be insufficient in many scenarios. Given a class of densities known up to normalizing constants, we propose to model counterfactual…
Distributed learning is an effective way to analyze big data. In distributed regression, a typical approach is to divide the big data into multiple blocks, apply a base regression algorithm on each of them, and then simply average the…
In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…
This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…
We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…
Point process data are becoming ubiquitous in modern applications, such as social networks, health care, and finance. Despite the powerful expressiveness of the popular recurrent neural network (RNN) models for point process data, they may…
This paper derives error bounds for regression in continuous time over subsets of certain types of Riemannian manifolds.The regression problem is typically driven by a nonlinear evolution law taking values on the manifold, and it is cast as…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…
Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…
Existing causal methods for time-varying exposure and time-varying confounding focus on estimating the average causal effect of a time-varying binary treatment on an end-of-study outcome, offering limited tools for characterizing marginal…
Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…
A growth curve model (GCM) aims to characterize how an outcome variable evolves, develops and grows as a function of time, along with other predictors. It provides a particularly useful framework to model growth trend in longitudinal data.…
In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…
We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretical performance of online variations of kernel Ridge…
We investigate a series of learning kernel problems with polynomial combinations of base kernels, which will help us solve regression and classification problems. We also perform some numerical experiments of polynomial kernels with…
We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…
Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…