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Estimating average treatment effects from observational data is challenging under practical violations of the positivity assumption. Targeted Maximum Likelihood Estimators (TMLEs) are widely used because of their double robustness and…

Methodology · Statistics 2026-04-28 Yichen Xu , Susan Gruber , Mark J. van der Laan

Mediation analysis for survival outcomes is challenging. Most existing methods quantify the treatment effect using the hazard ratio (HR) and attempt to decompose the HR into the direct effect of treatment plus an indirect, or mediated,…

Numerous robust estimators exist as alternatives to the maximum likelihood estimator (MLE) when a completely observed ground-up loss severity sample dataset is available. However, the options for robust alternatives to MLE become…

Methodology · Statistics 2024-02-22 Chudamani Poudyal

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

Machine Learning · Computer Science 2022-06-17 Nabeel Seedat , Fergus Imrie , Alexis Bellot , Zhaozhi Qian , Mihaela van der Schaar

Causal mediation analysis is routinely conducted by applied researchers in a variety of disciplines. The goal of such an analysis is to investigate alternative causal mechanisms by examining the roles of intermediate variables that lie in…

Methodology · Statistics 2010-11-05 Kosuke Imai , Luke Keele , Teppei Yamamoto

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…

Statistics Theory · Mathematics 2011-09-07 Piet Groeneboom , Geurt Jongbloed , Birgit Witte

Target trial emulation (TTE) enables causal questions to be studied with observational data when randomized controlled trials (RCTs) are infeasible. Yet treatment-effect methods often address causal estimation, missingness, and temporal…

This paper introduces a framework for estimating fair optimal predictions using machine learning where the notion of fairness can be quantified using path-specific causal effects. We use a recently developed approach based on Lagrange…

Machine Learning · Computer Science 2024-08-06 Razieh Nabi , David Benkeser

Causal mediation analysis aims to estimate the natural direct and indirect effects under clearly specified assumptions. Traditional mediation analysis based on Ordinary Least Squares (OLS) relies on the absence of unmeasured causes of the…

Methodology · Statistics 2017-07-07 Cedric E. Ginestet , Richard Emsley , Sabine Landau

Causal mediation analysis can improve understanding of the mechanisms underlying epidemiologic associations. However, the utility of natural direct and indirect effect estimation has been limited by the assumption of no confounder of the…

Applications · Statistics 2020-06-16 Kara E. Rudolph , Oleg Sofrygin , Wenjing Zheng , Mark J. van der Laan

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Methodology · Statistics 2022-07-25 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Jixue Liu , Thuc Duy Le

We present both offline and online maximum likelihood estimation (MLE) techniques for inferring the static parameters of a multiple target tracking (MTT) model with linear Gaussian dynamics. We present the batch and online versions of the…

Applications · Statistics 2014-10-09 Sinan Yildirim , Lan Jiang , Sumeetpal S. Singh , Tom Dean

We address the practical construction of asymptotic confidence intervals for smooth (i.e., path-wise differentiable), real-valued statistical parameters by targeted learning from independent and identically distributed data in contexts…

Statistics Theory · Mathematics 2016-07-01 Patrice Bertail , Antoine Chambaz , Emilien Joly

This paper develops a unified estimation framework, the Maximum Ideal Likelihood Estimation (MILE), for general parametric models with latent variables. Unlike traditional approaches relying on the marginal likelihood of the observed data,…

Statistics Theory · Mathematics 2025-10-08 Yizhou Cai , Ting Fung Ma

Causal indirect and direct effects provide an interpretable method for decomposing the total effect of an exposure on an outcome into the effect through a mediator and the effect through all other pathways. When the mediator is a biomarker,…

Methodology · Statistics 2021-08-02 Ariel Chernofsky , Ronald J. Bosch , Judith J. Lok

We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…

Machine Learning · Statistics 2019-11-25 Junjie Liang , Dongkuan Xu , Yiwei Sun , Vasant Honavar

Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…

Computation and Language · Computer Science 2023-10-27 Chenze Shao , Zhengrui Ma , Min Zhang , Yang Feng

In this paper, we propose a framework for achieving long-term fair sequential decision making. By conducting both the hard and soft interventions, we propose to take path-specific effects on the time-lagged causal graph as a quantitative…

Machine Learning · Computer Science 2022-04-06 Yaowei Hu , Lu Zhang

There is intense interest in applying machine learning to problems of causal inference in fields such as healthcare, economics and education. In particular, individual-level causal inference has important applications such as precision…

Machine Learning · Statistics 2017-05-17 Uri Shalit , Fredrik D. Johansson , David Sontag

Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with…

Machine Learning · Computer Science 2024-06-05 Jen Ning Lim , Juan Kuntz , Samuel Power , Adam M. Johansen