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Modern empirical work in Regression Discontinuity (RD) designs often employs local polynomial estimation and inference with a mean square error (MSE) optimal bandwidth choice. This bandwidth yields an MSE-optimal RD treatment effect…

Econometrics · Economics 2020-07-21 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

Node regression consists in predicting the value of a graph label at a node, given observations at the other nodes. To gain some insight into the performance of various estimators for this task, we perform a theoretical study in a context…

Machine Learning · Statistics 2024-10-30 Martin Gjorgjevski , Nicolas Keriven , Simon Barthelmé , Yohann De Castro

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

We study nonparametric distance-based (isotropic) local polynomial methods for estimating the boundary average treatment effect curve, a causal functional that captures treatment effect heterogeneity in boundary discontinuity designs. We…

Econometrics · Economics 2026-05-26 Matias D. Cattaneo , Rocio Titiunik , Ruiqi Rae Yu

Randomized experiments can provide unbiased estimates of sample average treatment effects. However, estimates of population treatment effects can be biased when the experimental sample and the target population differ. In this case, the…

Methodology · Statistics 2022-11-10 Wenqi Shi , Xi Lin

Robust Ordinal Regression (ROR) is a way of dealing with Multiple Criteria Decision Aiding (MCDA), by considering all sets of parameters of an assumed preference model, that are compatible with preference information given by the Decision…

Optimization and Control · Mathematics 2012-06-28 Salvatore Corrente , Salvatore Greco , Roman Slowinski

We propose a method for incorporating variable selection into local polynomial regression. This can improve the accuracy of the regression by extending the bandwidth in directions corresponding to those variables judged to be are…

Statistics Theory · Mathematics 2010-06-18 Hugh Miller , Peter Hall

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…

Methodology · Statistics 2025-08-26 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw

We study the question of how best to assign an encouragement in a randomized encouragement study. In our setting, units arrive with covariates, receive a nudge toward treatment or control, acquire one of those statuses in a way that need…

Methodology · Statistics 2025-05-12 Tim Morrison , Minh Nguyen , Jonathan Chen , Michael Baiocchi , Art B. Owen

Delayed outcomes are ubiquitous in online experimentation. When such a temporal dimension is present, treatment influences not only the outcome value but also the outcome timing, which can move in opposite directions. Motivated by the…

Methodology · Statistics 2026-03-30 Michael Lindon , Nathan Kallus

Multiple hypothesis testing has been widely applied to problems dealing with high-dimensional data, e.g., selecting significant variables and controlling the selection error rate. The most prevailing measure of error rate used in the…

Methodology · Statistics 2022-06-07 Xiaoya Sun , Yan Fu

Regressing a scalar response on a random function is nowadays a common situation. In the nonparametric setting, this paper paves the way for making the local linear regression based on a projection approach a prominent method for solving…

Methodology · Statistics 2019-07-19 Frédéric Ferraty , Stanislav Nagy

Emerging computer architectures will feature drastically decreased flops/byte (ratio of peak processing rate to memory bandwidth) as highlighted by recent studies on Exascale architectural trends. Further, flops are getting cheaper while…

Randomization is a basis for the statistical inference of treatment effects without strong assumptions on the outcome-generating process. Appropriately using covariates further yields more precise estimators in randomized experiments. R. A.…

Statistics Theory · Mathematics 2020-01-03 Xinran Li , Peng Ding

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

Methodology · Statistics 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng

We present simple low-level conditions for identification in regression discontinuity designs using a potential outcome framework for the manipulation of the running variable. Using this framework, we replace the existing identification…

Econometrics · Economics 2024-09-18 Takuya Ishihara , Masayuki Sawada

Imbalanced regression occurs when continuous target variables have skewed distributions, creating sparse regions that are difficult for machine learning models to predict accurately. This issue particularly affects neural networks, which…

Machine Learning · Computer Science 2025-04-22 Shayan Alahyari , Mike Domaratzki

This paper investigates estimating the variance of a temporal-difference learning agent's update target. Most reinforcement learning methods use an estimate of the value function, which captures how good it is for the agent to be in a…

Artificial Intelligence · Computer Science 2018-02-15 Craig Sherstan , Brendan Bennett , Kenny Young , Dylan R. Ashley , Adam White , Martha White , Richard S. Sutton

RDD (Regression discontinuity design) is a widely used framework for identifying and estimating causal effects at the cutoff of a single running variable. In practice, however, decision-making often involves multiple thresholds and…