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Estimating causal effects from observational data informs us about which factors are important in an autonomous system, and enables us to take better decisions. This is important because it has applications in selecting a treatment in…

Machine Learning · Computer Science 2021-10-29 Plabon Shaha , Talha Islam Zadid , Ismat Rahman , Md. Mosaddek Khan

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers…

Methodology · Statistics 2025-01-15 Wenxuan Guo , JungHo Lee , Panos Toulis

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

Machine Learning · Computer Science 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo

Nonlinear mixed effects modeling is a powerful tool when analyzing data from several entities in an experiment. In this paper, we present NLMEModeling, a package for mixed effects modeling in Wolfram Mathematica. NLMEModeling supports mixed…

Computation · Statistics 2020-11-16 Jacob Leander , Joachim Almquist , Anna Johnning , Julia Larsson , Mats Jirstrand

In this paper we develop a new machine learning estimator for ordered choice models based on the random forest. The proposed Ordered Forest flexibly estimates the conditional choice probabilities while taking the ordering information…

Econometrics · Economics 2022-09-09 Michael Lechner , Gabriel Okasa

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

This paper studies nonparametric regression with long memory (LRD) errors and predictors. First, we formulate general conditions which guarantee the standard rate of convergence for a nonparametric kernel estimator. Second, we calculate the…

Statistics Theory · Mathematics 2011-02-25 Rafal Kulik , Pawel Lorek

This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…

Statistics Theory · Mathematics 2014-03-12 Antonio F. Galvao , Kengo Kato

This paper studies inference on the average treatment effect in experiments in which treatment status is determined according to "matched pairs" and it is additionally desired to adjust for observed, baseline covariates to gain further…

Econometrics · Economics 2023-10-20 Yuehao Bai , Liang Jiang , Joseph P. Romano , Azeem M. Shaikh , Yichong Zhang

Computing sample means on Riemannian manifolds is typically computationally costly as exemplified by computation of the Fr\'echet mean which often requires finding minimizing geodesics to each data point for each step of an iterative…

Methodology · Statistics 2022-05-25 Mathias Højgaard Jensen , Stefan Sommer

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

Although treatment effects can be estimated from observed outcome distributions obtained from proper randomization in clinical trials, covariate adjustment is recommended to increase precision. For important treatment effects, such as odds…

Methodology · Statistics 2025-07-03 Susanne Dandl , Torsten Hothorn

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…

Machine Learning · Statistics 2022-05-27 Avishek Ghosh , Arya Mazumdar , Soumyabrata Pal , Rajat Sen

Linear mixed effects models are highly flexible in handling a broad range of data types and are therefore widely used in applications. A key part in the analysis of data is model selection, which often aims to choose a parsimonious model…

Methodology · Statistics 2013-06-12 Samuel Müller , J. L. Scealy , A. H. Welsh

Linear models are used in online decision making, such as in machine learning, policy algorithms, and experimentation platforms. Many engineering systems that use linear models achieve computational efficiency through distributed systems…

Machine Learning · Computer Science 2021-03-04 Jeffrey Wong , Eskil Forsell , Randall Lewis , Tobias Mao , Matthew Wardrop

Nowadays, strict finite size effects must be taken into account in condensed matter problems when treated through models based on lattices or graphs. On the other hand, the cases of directed bonds or links are known as highly relevant, in…

Disordered Systems and Neural Networks · Physics 2016-06-15 G. S. Dhesi , M. Ausloos

High-dimensional longitudinal data have become increasingly prevalent in recent studies, and penalized generalized estimating equations (GEEs) are often used to model such data. However, the desirable properties of the GEE method can break…

Methodology · Statistics 2025-01-03 Yue Ma , Haofeng Wang , Xuejun Jiang

We present a relativistic and model-independent method to derive structure-dependent electromagnetic finite-size effects. This is a systematic procedure, particularly well-suited for automatization, which works at arbitrarily high orders in…

High Energy Physics - Lattice · Physics 2021-11-19 M. Di Carlo , M. T. Hansen , N. Hermansson-Truedsson , A. Portelli

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Methodology · Statistics 2015-04-23 Werner Brannath , Martin Scharpenberg
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