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We extend conformal inference to general settings that allow for time series data. Our proposal is developed as a randomization method and accounts for potential serial dependence by including block structures in the permutation scheme. As…

Machine Learning · Statistics 2019-07-09 Victor Chernozhukov , Kaspar Wuthrich , Yinchu Zhu

In 2023, the U.S. Food and Drug Administration issued guidance for adjustment of covariates in randomized clinical trials, emphasizing its role in enhancing precision and power through prognostic baseline variables. Despite its potential,…

Methodology · Statistics 2026-05-28 Kelly Van Lancker , Iván Díaz , Stijn Vansteelandt

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

Machine Learning · Computer Science 2020-02-04 Dan Levi , Liran Gispan , Niv Giladi , Ethan Fetaya

Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…

Methodology · Statistics 2021-07-14 Hisashi Noma , Kengo Nagashima , Toshi A. Furukawa

Machine learning models play a vital role in making predictions and deriving insights from data and are being increasingly used for causal inference. To preserve user privacy, it is important to enable the model to forget some of its…

Machine Learning · Computer Science 2023-08-29 Vikas Ramachandra , Mohit Sethi

This paper studies inference in two-stage randomized experiments under covariate-adaptive randomization. In the initial stage of this experimental design, clusters (e.g., households, schools, or graph partitions) are stratified and randomly…

Econometrics · Economics 2026-01-16 Jizhou Liu

The capacity to address counterfactual "what if" inquiries is crucial for understanding and making use of causal influences. Traditional counterfactual inference, under Pearls' counterfactual framework, typically depends on having access to…

Machine Learning · Computer Science 2024-02-29 Shaoan Xie , Biwei Huang , Bin Gu , Tongliang Liu , Kun Zhang

Prediction-powered inference is a recent methodology for the safe use of black-box ML models to impute missing data, strengthening inference of statistical parameters. However, many applications require strong properties besides valid…

Motivated by the simultaneous association analysis with the presence of latent confounders, this paper studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and…

Methodology · Statistics 2023-08-24 Yinrui Sun , Li Ma , Yin Xia

A subvector of predictor that satisfies the ignorability assumption, whose index set is called a sufficient adjustment set, is crucial for conducting reliable causal inference based on observational data. In this paper, we propose a general…

Methodology · Statistics 2024-08-20 Wei Luo , Fei Qin , Lixing Zhu

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…

Methodology · Statistics 2026-01-21 Haidong Lu , Fan Li , Laine E. Thomas , Fan Li

We develop a general theory of omitted variable bias for a wide range of common causal parameters, including (but not limited to) averages of potential outcomes, average treatment effects, average causal derivatives, and policy effects from…

Econometrics · Economics 2024-05-28 Victor Chernozhukov , Carlos Cinelli , Whitney Newey , Amit Sharma , Vasilis Syrgkanis

Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. The existing methods often require correct model specifications for both outcome and response models. However, due to…

Methodology · Statistics 2018-09-12 Hejian Sang , Kosuke Morikawa

To draw scientifically meaningful conclusions and build reliable models of quantitative phenomena, cause and effect must be taken into consideration (either implicitly or explicitly). This is particularly challenging when the measurements…

Machine Learning · Computer Science 2020-12-11 Max A. Little , Reham Badawy

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…

Methodology · Statistics 2022-10-27 Douglas Mateus da Silva , Dani Gamerman

Conformal unlearning aims to ensure that a trained conformal predictor miscovers data points with specific shared characteristics, such as those from a particular label class, associated with a specific user, or belonging to a defined…

Machine Learning · Computer Science 2026-02-13 Yahya Alkhatib , Muhammad Ahmar Jamal , Wee Peng Tay

A basic principle in the design of observational studies is to approximate the randomized experiment that would have been conducted under controlled circumstances. Now, linear regression models are commonly used to analyze observational…

Methodology · Statistics 2022-07-08 Ambarish Chattopadhyay , Jose R. Zubizarreta

This paper investigates estimation and inference for average treatment effects in completely randomized experiments when researchers observe potentially many covariates. Within Neyman's (1923) design-based framework, allowing the number of…

Econometrics · Economics 2025-11-20 Harold D Chiang , Yukitoshi Matsushita , Taisuke Otsu

Nonresponse weighting adjustment using the response propensity score is a popular tool for handling unit nonresponse. Statistical inference after the nonresponse weighting adjustment is complicated because the effect of estimating the…

Methodology · Statistics 2017-02-14 Hejian Sang , Jae Kwang Kim