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Compared to nonparametric estimators in the multivariate setting, kernel estimators for functional data models have a larger order of bias. This is problematic for constructing confidence regions or statistical tests since the bias might…
In this paper, we investigate the impact of high-dimensional Principal Component (PC) adjustments on inferring the effects of variables on outcomes, with a focus on applications in genetic association studies where PC adjustment is commonly…
Understanding the dose-response relation between a continuous treatment and the outcome for an individual can greatly drive decision-making, particularly in areas like personalized drug dosing and personalized healthcare interventions.…
Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…
To estimate the causal effect of treatments that vary over time from observational data, one must adjust for time-varying confounding. A common procedure to address confounding is the use of inverse probability of treatment weighting…
Wrong-Way Risk (WWR) is an important component in Funding Valuation Adjustment (FVA) modelling. Yet, the standard assumption is independence between market risks and the counterparty defaults and funding costs. This typical industrial…
We consider learning to optimize a classification metric defined by a black-box function of the confusion matrix. Such black-box learning settings are ubiquitous, for example, when the learner only has query access to the metric of…
Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…
Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…
Conformal prediction (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP interval offers a coverage guarantee that is…
We apply covariate adjustment to the Wincoxon two sample statistic and Wincoxon-Mann-Whitney test in comparing two treatments. The covariate adjustment through calibration not only improves efficiency in estimation/inference but also widens…
Imbalances in covariates between treatment groups are frequent in observational studies and can lead to biased comparisons. Various adjustment methods can be employed to correct these biases in the context of multi-level treatments ($>$ 2).…
Complex problems may require sophisticated, non-linear learning methods such as kernel machines or deep neural networks to achieve state of the art prediction accuracies. However, high prediction accuracies are not the only objective to…
Subpopulation shift exists widely in many real-world applications, which refers to the training and test distributions that contain the same subpopulation groups but with different subpopulation proportions. Ignoring subpopulation shifts…
Inverse probability weighting (IPW) is a general tool in survey sampling and causal inference, used both in Horvitz-Thompson estimators, which normalize by the sample size, and H\'ajek/self-normalized estimators, which normalize by the sum…
Cross-correlation techniques provide a promising avenue for calibrating photometric redshifts and determining redshift distributions using spectroscopy which is systematically incomplete (e.g., current deep spectroscopic surveys fail to…
We study linear regression under covariate shift, where the marginal distribution over the input covariates differs in the source and the target domains, while the conditional distribution of the output given the input covariates is similar…
Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…
A key condition for obtaining reliable estimates of the causal effect of a treatment is overlap (a.k.a. positivity): the distributions of the features used to perform causal adjustment cannot be too different in the treated and control…
The growing availability of large health databases has expanded the use of observational studies for comparative effectiveness research. Unlike randomized trials, observational studies must adjust for systematic differences in patient…