Related papers: Fused Extended Two-Way Fixed Effects for Differenc…
Amid growing demands for data privacy and advances in computational infrastructure, federated learning (FL) has emerged as a prominent distributed learning paradigm. Nevertheless, differences in data distribution (such as covariate and…
This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…
The fixed-effects model estimates the regressor effects on the mean of the response, which is inadequate to summarize the variable relationships in the presence of heteroscedasticity. In this paper, we adapt the asymmetric least squares…
In federated learning, model personalization can be a very effective strategy to deal with heterogeneous training data across clients. We introduce WAFFLE (Weighted Averaging For Federated LEarning), a personalized collaborative machine…
Automated Feature Engineering (AFE) refers to automatically generate and select optimal feature sets for downstream tasks, which has achieved great success in real-world applications. Current AFE methods mainly focus on improving the…
We consider the problem of jointly estimating multiple inverse covariance matrices from high-dimensional data consisting of distinct classes. An $\ell_2$-penalized maximum likelihood approach is employed. The suggested approach is flexible…
Edge intelligence has emerged as a promising strategy to deliver low-latency and ubiquitous services for mobile devices. Recent advances in fine-tuning mechanisms of foundation models have enabled edge intelligence by integrating low-rank…
The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…
Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they estimate weighted sums of the average treatment effects (ATE) in each group and period, with weights that may be…
Federated Learning (FL) has evolved as a promising technique to handle distributed machine learning across edge devices. A single neural network (NN) that optimises a global objective is generally learned in most work in FL, which could be…
Economists often estimate continuous treatment effects in panel data using linear two-way fixed effects models (TWFE). When the treatment-outcome relationship is nonlinear, TWFE is misspecifed and potentially biased for the average partial…
We consider fixed effects binary choice models with a fixed number of periods $T$ and regressors without a large support. If the time-varying unobserved terms are i.i.d. with known distribution $F$, \cite{chamberlain2010} shows that the…
While a difference-in-differences (DID) design was originally developed with one pre- and one post-treatment period, data from additional pre-treatment periods are often available. How can researchers improve the DID design with such…
Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…
Cross-client data heterogeneity in federated learning induces biases that impede unbiased consensus condensation and the complementary fusion of generalization- and personalization-oriented knowledge. While existing approaches mitigate…
We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fixed effect models the individual specific and time specific…
Personalized prediction is a machine learning approach that predicts a person's future observations based on their past labeled observations and is typically used for sequential tasks, e.g., to predict daily mood ratings. When making…
The past 20 years have brought fundamental advances in modeling unobserved heterogeneity in panel data. Interactive Fixed Effects (IFE) proved to be a foundational framework, generalizing the standard one-way and two-way fixed effects…
In meta-analysis, the random-effects models are standard tools to address between-study heterogeneity in evidence synthesis analyses. For the random-effects distribution models, the normal distribution model has been adopted in most…
Mixed-effect models are very popular for analyzing data with a hierarchical structure, e.g. repeated observations within subjects in a longitudinal design, patients nested within centers in a multicenter design. However, recently, due to…