Related papers: On Rosenbaum's Rank-based Matching Estimator
We consider change-point tests based on rank statistics to test for structural changes in long-range dependent observations. Under the hypothesis of stationary time series and under the assumption of a change with decreasing change-point…
Rank similarity measures provide a method for quantifying differences between search engine results without the need for relevance judgments. For example, the providers of a search service might use such measures to estimate the impact of a…
Learning-to-rank (LTR) algorithms are ubiquitous and necessary to explore the extensive catalogs of media providers. To avoid the user examining all the results, its preferences are used to provide a subset of relatively small size. The…
When investigators seek to estimate causal effects, they often assume that selection into treatment is based only on observed covariates. Under this identification strategy, analysts must adjust for observed confounders. While basic…
Estimating the causal effect of a treatment or health policy with observational data can be challenging due to an imbalance of and a lack of overlap between treated and control covariate distributions. In the presence of limited overlap,…
Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few…
Counterfactual inference aims to estimate the counterfactual outcome at the individual level given knowledge of an observed treatment and the factual outcome, with broad applications in fields such as epidemiology, econometrics, and…
Over the past decades, researchers had put lots of effort investigating ranking techniques used to rank query results retrieved during information retrieval, or to rank the recommended products in recommender systems. In this project, we…
This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…
Most if not all on-line item-to-item recommendation systems rely on estimation of a distance like measure (rank) of similarity between items. For on-line recommendation systems, time sensitivity of this similarity measure is extremely…
Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…
Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…
Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…
In this paper, we propose a general framework for distribution-free nonparametric testing in multi-dimensions, based on a notion of multivariate ranks defined using the theory of measure transportation. Unlike other existing proposals in…
Rank-based approaches are among the most popular nonparametric methods for univariate data in tackling statistical problems such as hypothesis testing due to their robustness and effectiveness. However, they are unsatisfactory for more…
Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…
This paper studies inference on the average treatment effect in experiments in which treatment status is determined according to "matched pairs" and it is additionally desired to adjust for observed, baseline covariates to gain further…
We propose novel estimators for categorical and continuous treatments by using an optimal covariate balancing strategy for inverse probability weighting. The resulting estimators are shown to be consistent and asymptotically normal for…
Utilizing established risk factors and prognostic models can often improve the construction of a newer risk model that uses novel biomarkers in a smaller, internal study. However, directly borrowing information from an established…
When the outcome of interest is semicontinuous and collected longitudinally, efficient testing can be difficult. Daily rainfall data is an excellent example which we use to illustrate the various challenges. Even under the simplest…