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It is common practice to incorporate additional covariates in empirical economics. In the context of Regression Discontinuity (RD) designs, covariate adjustment plays multiple roles, making it essential to understand its impact on analysis…

Econometrics · Economics 2025-07-22 Matias D. Cattaneo , Filippo Palomba

A literature search shows that robust regression techniques are rarely used in applied econometrics. We list several misconceptions about robustness which lead to this situation. We show that most data sets are not normal, least squares…

Applications · Statistics 2017-09-04 Asad Zaman , Peter J. Rousseeuw , Mehmet Orhan

Quasi-experimental research designs, such as regression discontinuity and interrupted time series, allow for causal inference in the absence of a randomized controlled trial, at the cost of additional assumptions. In this paper, we provide…

Methodology · Statistics 2021-12-15 Max Hinne , David Leeftink , Marcel A. J. van Gerven , Luca Ambrogioni

Neural networks achieve outstanding accuracy in classification and regression tasks. However, understanding their behavior still remains an open challenge that requires questions to be addressed on the robustness, explainability and…

Machine Learning · Computer Science 2021-05-13 Anna-Kathrin Kopetzki , Stephan Günnemann

Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that…

Econometrics · Economics 2026-04-17 Yukun Ma , Pedro H. C. Sant'Anna , Yuya Sasaki , Takuya Ura

In this work we study the properties of deep neural networks (DNN) with random weights. We formally prove that these networks perform a distance-preserving embedding of the data. Based on this we then draw conclusions on the size of the…

Machine Learning · Statistics 2015-06-04 Raja Giryes , Guillermo Sapiro , Alex M. Bronstein

For a given stable recurrent neural network (RNN) that is trained to perform a classification task using sequential inputs, we quantify explicit robustness bounds as a function of trainable weight matrices. The sequential inputs can be…

Machine Learning · Computer Science 2022-03-11 Guangyi Liu , Arash Amini , Martin Takac , Nader Motee

Adversarial examples are inevitable on the road of pervasive applications of deep neural networks (DNN). Imperceptible perturbations applied on natural samples can lead DNN-based classifiers to output wrong prediction with fair confidence…

Machine Learning · Computer Science 2020-11-04 Tao Bai , Jinqi Luo , Jun Zhao

Deep neural networks (DNN) has received increasing attention in machine learning applications in the last several years. Recently, a non-asymptotic error bound has been developed to measure the performance of the fully connected DNN…

Machine Learning · Statistics 2024-05-15 Kejin Wu , Dimitris N. Politis

We extend the regression discontinuity (RD) design to settings where each unit's treatment status is an average or aggregate across multiple discontinuity events. Such situations arise in many studies where the outcome is measured at a…

Econometrics · Economics 2025-01-03 Kirill Borusyak , Matan Kolerman-Shemer

The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…

Doubly robust estimators with cross-fitting have gained popularity in causal inference due to their favorable structure-agnostic error guarantees. However, when additional structure, such as H\"{o}lder smoothness, is available then more…

Statistics Theory · Mathematics 2025-05-08 Alec McClean , Sivaraman Balakrishnan , Edward H. Kennedy , Larry Wasserman

Representation learning, i.e. the generation of representations useful for downstream applications, is a task of fundamental importance that underlies much of the success of deep neural networks (DNNs). Recently, robustness to adversarial…

Machine Learning · Computer Science 2022-09-16 Christian Cianfarani , Arjun Nitin Bhagoji , Vikash Sehwag , Ben Y. Zhao , Prateek Mittal , Haitao Zheng

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is monotone with…

Econometrics · Economics 2020-12-01 Koohyun Kwon , Soonwoo Kwon

Recurrent Neural networks (RNN) have shown promising potential for learning dynamics of sequential data. However, artificial neural networks are known to exhibit poor robustness in presence of input noise, where the sequential architecture…

Machine Learning · Computer Science 2021-05-05 Arash Amini , Guangyi Liu , Nader Motee

Recurrent neural networks have gained widespread use in modeling sequential data. Learning long-term dependencies using these models remains difficult though, due to exploding or vanishing gradients. In this paper, we draw connections…

Machine Learning · Statistics 2019-02-27 Bo Chang , Minmin Chen , Eldad Haber , Ed H. Chi

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

Double robustness (DR) is a widely-used property of estimators that provides protection against model misspecification and slow convergence of nuisance functions. Despite its widespread application, the theoretical foundation of DR remains…

Statistics Theory · Mathematics 2025-07-22 Andrew Ying

Depth notions in regression have been systematically proposed and examined in Zuo (2018). One of the prominent advantages of notion of depth is that it can be directly utilized to introduce median-type deepest estimating functionals (or…

Statistics Theory · Mathematics 2019-08-13 Yijun Zuo

Recurrent neural networks (RNNs) are a class of neural networks used in sequential tasks. However, in general, RNNs have a large number of parameters and involve enormous computational costs by repeating the recurrent structures in many…

Machine Learning · Statistics 2024-03-25 Takashi Furuya , Kazuma Suetake , Koichi Taniguchi , Hiroyuki Kusumoto , Ryuji Saiin , Tomohiro Daimon
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