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Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

We present a computational strategy for reducing the sign problem in the evaluation of high dimensional integrals with non-positive definite weights. The method involves stochastic sampling with a positive semidefinite weight that is…

Computational Physics · Physics 2009-11-10 A G Moreira , S A Baeurle , G H Fredrickson

Many modern estimators require bootstrapping to calculate confidence intervals because either no analytic standard error is available or the distribution of the parameter of interest is non-symmetric. It remains however unclear how to…

Methodology · Statistics 2018-09-13 Michael Schomaker , Christian Heumann

A straightforward application of semi-supervised machine learning to the problem of treatment effect estimation would be to consider data as "unlabeled" if treatment assignment and covariates are observed but outcomes are unobserved.…

Methodology · Statistics 2020-09-15 Andrew Herren , P. Richard Hahn

Performance monitoring is essential for safe clinical deployment of image classification models. However, because ground-truth labels are typically unavailable in the target dataset, direct assessment of real-world model performance is…

Machine Learning · Computer Science 2025-07-31 Tim Flühmann , Alceu Bissoto , Trung-Dung Hoang , Lisa M. Koch

Progressive censoring scheme has received considerable attention in recent years. In this paper we introduce a new type-II progressive censoring scheme for two samples. It is observed that the proposed censoring scheme is analytically more…

Methodology · Statistics 2016-09-20 Shuvashree Mondal , Debasis Kundu

We consider the construction of confidence intervals for treatment effects estimated using panel models with interactive fixed effects. We first use the factor-based matrix completion technique proposed by Bai and Ng (2021) to estimate the…

Econometrics · Economics 2022-02-25 Xingyu Li , Yan Shen , Qiankun Zhou

Here we propose a novel searching scheme for a tuning parameter in high-dimensional penalized regression methods to address variable selection and modeling when sample sizes are limited compared to the data dimensions. Our method is…

Quantitative Methods · Quantitative Biology 2020-02-11 Tao Jiang , Stephanie J. London , Mi Kyeong Lee , Josyf C. Mychaleckyj , Alison A. Motsinger-Reif

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

Proximal causal inference provides a framework for estimating the average treatment effect (ATE) in the presence of unmeasured confounding by leveraging outcome and treatment proxies. Identification in this framework relies on the existence…

Methodology · Statistics 2025-12-29 Chunrong Ai , Jiawei Shan

A sequence of null hypotheses regarding the number of negligible effects (zero effects) in orthogonal saturated designs is formulated. Two step-up simultaneous testing procedures are proposed to identify active effects (nonzero effects)…

Statistics Theory · Mathematics 2009-09-29 Samuel S. Wu , Weizhen Wang

Missing data are often dealt with multiple imputation. A crucial part of the multiple imputation process is selecting sensible models to generate plausible values for incomplete data. A method based on posterior predictive checking is…

Computation · Statistics 2026-05-14 Mingyang Cai , Stef van Buuren , Gerko Vink

Exposure mappings are widely used to model potential outcomes in the presence of interference, where each unit's outcome may depend not only on its own treatment, but also on the treatment of other units as well. However, in practice these…

Methodology · Statistics 2018-07-02 David Choi

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Treatment policy estimands are frequently favored by regulators, as they assess the effect of treatment assignment regardless of post-randomization events. Despite best efforts, missing data due to study discontinuation cannot be fully…

Methodology · Statistics 2026-05-13 Ajmal Oodally , Craig Wang , Zheng Li , Tim Morris , Tobias Mütze , Arunava Chakravartty

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

Quantum effects like entanglement and coherent amplification can be used to drastically enhance the accuracy of quantum parameter estimation beyond classical limits. However, challenges such as decoherence and time-dependent errors hinder…

Quantum Physics · Physics 2025-02-18 Yulong Dong , Jonathan A. Gross , Murphy Yuezhen Niu

While observational data are routinely used to estimate causal effects of biomedical treatments, doing so requires special methods to adjust for observed confounding. These methods invariably rely on untestable statistical and causal…

Methodology · Statistics 2026-03-02 Arman Oganisian

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

Econometrics · Economics 2026-05-13 Clément de Chaisemartin , Xavier D'Haultfœuille

We present a novel strategy to strongly reduce the severity of the sign problem, using line integrals along paths of changing imaginary action. Highly oscillating regions along these paths cancel out, decreasing their contributions. As a…

High Energy Physics - Lattice · Physics 2023-10-18 Rasmus N. Larsen