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This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

In this paper, we develop new methods for estimating average treatment effects in observational studies, focusing on settings with more than two treatment levels under unconfoundedness given pre-treatment variables. We emphasize…

Methodology · Statistics 2017-10-11 Shu Yang , Guido W. Imbens , Zhanglin Cui , Douglas Faries , Zbigniew Kadziola

Inverse probability of treatment weighting (IPTW) is a popular method for estimating the average treatment effect (ATE). However, empirical studies show that the IPTW estimators can be sensitive to the misspecification of the propensity…

Methodology · Statistics 2021-08-04 Jianqing Fan , Kosuke Imai , Inbeom Lee , Han Liu , Yang Ning , Xiaolin Yang

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

Many data mining and statistical machine learning algorithms have been developed to select a subset of covariates to associate with a response variable. Spurious discoveries can easily arise in high-dimensional data analysis due to enormous…

Statistics Theory · Mathematics 2016-10-25 Jianqing Fan , Wen-Xin Zhou

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

General purpose optimization routines such as nlminb, optim (R) or nlmixed (SAS) are frequently used to estimate model parameters in nonstandard distributions. This paper presents Particle Swarm Optimization (PSO), as an alternative to many…

Machine Learning · Statistics 2024-05-22 Sisi Shao , Junhyung Park , Weng Kee Wong

Optimal propensity score matching has emerged as one of the most ubiquitous approaches for causal inference studies on observational data; However, outstanding critiques of the statistical properties of propensity score matching have cast…

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

Machine Learning · Statistics 2019-04-09 Roger Fan , Byoungwook Jang , Yuekai Sun , Shuheng Zhou

Asymptotic properties of three estimators of probability density function of sample maximum $f_{(m)}:=mfF^{m-1}$ are derived, where $m$ is a function of sample size $n$. One of the estimators is the parametrically fitted by the…

Statistics Theory · Mathematics 2022-06-13 Taku Moriyama

Predictive mean matching imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the predictive mean matching estimator of the population mean. For variance estimation,…

Methodology · Statistics 2018-01-16 Shu Yang , Jae Kwang Kim

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

Methodology · Statistics 2024-03-28 Hengfang Wang , Jae Kwang Kim , Jeongseop Han , Youngjo Lee

Propensity score (PS) methods are widely used to estimate treatment effects in non-randomized studies. Variance is typically estimated using sandwich or bootstrap methods, which can either treat the PS as estimated or fixed. The latter is…

Methodology · Statistics 2025-11-17 Baoshan Zhang , Sean M. O'Brien , Yuan Wu , Laine E. Thomas

The business objectives of recommenders, such as increasing sales, are aligned with the causal effect of recommendations. Previous recommenders targeting for the causal effect employ the inverse propensity scoring (IPS) in causal inference.…

Information Retrieval · Computer Science 2021-02-02 Masahiro Sato , Sho Takemori , Janmajay Singh , Qian Zhang

Software systems are complex, and behavioral comprehension with the increasing amount of AI components challenges traditional testing and maintenance strategies.The lack of tools and methodologies for behavioral software comprehension…

Software Engineering · Computer Science 2019-12-19 Hannes Thaller , Lukas Linsbauer , Rudolf Ramler , Alexander Egyed

A maximum likelihood methodology for the parameters of models with an intractable likelihood is introduced. We produce a likelihood-free version of the stochastic approximation expectation-maximization (SAEM) algorithm to maximize the…

Methodology · Statistics 2018-01-17 Umberto Picchini

The usual development cycles are too slow for the development of vaccines, diagnostics and treatments in pandemics such as the ongoing SARS-CoV-2 pandemic. Given the pressure in such a situation, there is a risk that findings of early…

Applications · Statistics 2020-10-12 Sarah Friedrich , Tim Friede

Gaussian mixture models (GMMs) are ubiquitous in statistical learning, particularly for unsupervised problems. While full GMMs suffer from the overparameterization of their covariance matrices in high-dimensional spaces, spherical GMMs…

Machine Learning · Statistics 2025-11-10 Tom Szwagier , Pierre-Alexandre Mattei , Charles Bouveyron , Xavier Pennec

We study the sample complexity of the Sign-Perturbed Sums (SPS) method, which constructs exact, non-asymptotic confidence regions for the true system parameters under mild statistical assumptions, such as independent and symmetric noise…

Machine Learning · Statistics 2024-09-04 Szabolcs Szentpéteri , Balázs Csanád Csáji

In this paper we consider the problem of unambiguous discrimination between a set of linearly independent pure quantum states. We show that the design of the optimal measurement that minimizes the probability of an inconclusive result can…

Quantum Physics · Physics 2016-11-17 Yonina C. Eldar