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We consider estimation of the target population average treatment effect (TATE) when outcome information is unavailable. Instead, we observe the outcome in multiple source populations and wish to combine the treatment effects therein to…

Methodology · Statistics 2025-05-16 Zehao Su , Helene Charlotte Rytgaard , Henrik Ravn , Frank Eriksson

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

To deploy machine learning models in the real world, researchers have proposed many OOD detection algorithms to help models identify unknown samples during the inference phase and prevent them from making untrustworthy predictions. Unlike…

Machine Learning · Computer Science 2025-02-25 Heng Gao , Zhuolin He , Jian Pu

Out-of-distribution (OOD) detection is critical for the safe deployment of machine learning systems in safety-sensitive domains. Diffusion models have recently emerged as powerful generative models, capable of capturing complex data…

Computer Vision and Pattern Recognition · Computer Science 2025-10-09 Shirin Shoushtari , Yi Wang , Xiao Shi , M. Salman Asif , Ulugbek S. Kamilov

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

Researchers frequently estimate treatment effects by regressing outcomes (Y) on treatment (D) and covariates (X). Even without unobserved confounding, the coefficient on D yields a conditional-variance-weighted average of strata-wise…

Methodology · Statistics 2025-05-05 Tanvi Shinkre , Chad Hazlett

With increasing reliance on the outcomes of black-box models in critical applications, post-hoc explainability tools that do not require access to the model internals are often used to enable humans understand and trust these models. In…

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Machine Learning · Statistics 2015-09-11 Lucas Mentch , Giles Hooker

Randomized experiments are the gold standard for estimating treatment effects, and randomization serves as a reasoned basis for inference. In widely used stratified randomized experiments, randomization-based finite-population asymptotic…

Statistics Theory · Mathematics 2026-05-20 Haoyang Yu , Ke Zhu , Hanzhong Liu

Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent…

Machine Learning · Statistics 2022-09-16 Nikolay Krantsevich , Jingyu He , P. Richard Hahn

Modern statistical analysis often encounters datasets with large sizes. For these datasets, conventional estimation methods can hardly be used immediately because practitioners often suffer from limited computational resources. In most…

Methodology · Statistics 2023-04-14 Shuyuan Wu , Xuening Zhu , Hansheng Wang

We propose a method to reduce variance in treatment effect estimates in the setting of high-dimensional data. In particular, we introduce an approach for learning a metric to be used in matching treatment and control groups. The metric…

Applications · Statistics 2017-12-15 Jonathan Bates , Alexander Cloninger

This paper studies the use of highly stratified designs for the efficient estimation of a large class of treatment effect parameters that arise in the analysis of experiments. By a "highly stratified" design, we mean experiments in which…

Econometrics · Economics 2026-03-30 Yuehao Bai , Jizhou Liu , Azeem M. Shaikh , Max Tabord-Meehan

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

Efron [J. Roy. Statist. Soc. Ser. B 54 (1992) 83--111] proposed a computationally efficient method, called the jackknife-after-bootstrap, for estimating the variance of a bootstrap estimator for independent data. For dependent data, a…

Statistics Theory · Mathematics 2007-06-13 S. N. Lahiri

Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment…

Methodology · Statistics 2024-12-04 Jue Hou , Jelena Bradic , Ronghui Xu

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

Farmers use pesticides to reduce yield losses. The efficacies of pesticide treatments are often evaluated by analyzing the average treatment effects and risks. The stochastic efficiency with respect to a function is often employed in such…

General Economics · Economics 2022-05-12 Ariel Soto-Caro , Feng Wu , Zhengfei Guan , Natalia Peres