Related papers: Double Debiased Covariate Shift Adaptation Robust …
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…
Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…
Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…
Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…
Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…
Propensity score weighting is widely used to improve the representativeness and correct the selection bias in the voluntary sample. The propensity score is often developed using a model for the sampling probability, which can be subject to…
With significant advancements in diffusion models, addressing the potential risks of dataset bias becomes increasingly important. Since generated outputs directly suffer from dataset bias, mitigating latent bias becomes a key factor in…
Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…
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…
Post-click conversion, as a strong signal indicating the user preference, is salutary for building recommender systems. However, accurately estimating the post-click conversion rate (CVR) is challenging due to the selection bias, i.e., the…
Measurement error arises through a variety of mechanisms. A rich literature exists on the bias introduced by covariate measurement error and on methods of analysis to address this bias. By comparison, less attention has been given to errors…
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…
This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…
Under covariate shift, training (source) data and testing (target) data differ in input space distribution, but share the same conditional label distribution. This poses a challenging machine learning task. Robust Bias-Aware (RBA)…
Binary density ratio estimation (DRE), the problem of estimating the ratio $p_1/p_2$ given their empirical samples, provides the foundation for many state-of-the-art machine learning algorithms such as contrastive representation learning…
Conformal prediction (CP) provides powerful, distribution-free prediction sets, but its guarantees rely on the exchangeability of training and test data, which is often violated in practice due to covariate shifts. While weighted conformal…
In many real applications of statistical learning, collecting sufficiently many training data is often expensive, time-consuming, or even unrealistic. In this case, a transfer learning approach, which aims to leverage knowledge from a…
As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…
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…
Predictive models that generalize well under distributional shift are often desirable and sometimes crucial to building robust and reliable machine learning applications. We focus on distributional shift that arises in causal inference from…