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Identifying covariates that modify treatment effects is a central problem in causal inference. Yet existing data-adaptive procedures do not provide finite-sample control over the expected number of false discoveries, risking spurious…

Methodology · Statistics 2026-05-12 Falco J. Bargagli-Stoffi , Omar Melikechi

For marginal structural models, which recently play an important role in causal inference, we consider a model selection problem in the framework of a semiparametric approach using inverse-probability-weighted estimation or doubly robust…

Methodology · Statistics 2021-02-02 Takamichi Baba , Yoshiyuki Ninomiya

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…

Econometrics · Economics 2026-03-20 Claudia Noack , Tomasz Olma , Christoph Rothe

Accurate drug-target interaction (DTI) prediction with machine learning models is essential for drug discovery. Such models should also provide a credible representation of their uncertainty, but applying classical marginal conformal…

Machine Learning · Computer Science 2025-05-27 Morteza Rakhshaninejad , Mira Jurgens , Nicolas Dewolf , Willem Waegeman

Estimating causal effects from large experimental and observational data has become increasingly prevalent in both industry and research. The bootstrap is an intuitive and powerful technique used to construct standard errors and confidence…

Methodology · Statistics 2023-02-07 Matthew Kosko , Lin Wang , Michele Santacatterina

Clustered standard errors and approximate randomization tests are popular inference methods that allow for dependence within observations. However, they require researchers to know the cluster structure ex ante. We propose a procedure to…

Econometrics · Economics 2022-01-14 Yong Cai

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

This review provides a systematic overview of methods that combine covariate-based clustering of observational units (patients) with outcome models for clinical studies. We distinguish between informed-cluster models, where the outcome…

We prove the validity of using subsampling method for inference under a two-way clustered panel in which the time effects are serially correlated. Subsamples should be drawn without replacement from randomly partitioned individual index set…

Econometrics · Economics 2026-05-01 Haonan Miao

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

Machine Learning · Computer Science 2024-02-01 Matteo Fontana , Gianluca Zeni , Simone Vantini

Instrumental variable regression is a foundational tool for causal analysis across the social and biomedical sciences. Recent advances use kernel methods to estimate nonparametric causal relationships, with general data types, while…

Statistics Theory · Mathematics 2026-01-21 Marvin Lob , Rahul Singh , Suhas Vijaykumar

Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…

Statistics Theory · Mathematics 2025-08-22 Manit Paul , Arun Kumar Kuchibhotla , Eric J. Tchetgen Tchetgen

While probabilistic models describe the dependence structure between observed variables, causal models go one step further: they predict, for example, how cognitive functions are affected by external interventions that perturb neuronal…

Neurons and Cognition · Quantitative Biology 2021-04-12 Sebastian Weichwald , Jonas Peters

Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches:…

Machine Learning · Statistics 2017-02-06 Ridho Rahmadi , Perry Groot , Marianne Heins , Hans Knoop , Tom Heskes

Conformal prediction (CP) was developed to provide finite-sample probabilistic prediction guarantees. While CP algorithms are a relatively general-purpose approach to uncertainty quantification, with finite-sample guarantees, they lack…

Machine Learning · Statistics 2025-10-08 Jonathan P Williams

The class of problems in causal inference which seeks to isolate causal correlations solely from observational data even without interventions has come to the forefront of machine learning, neuroscience and social sciences. As new large…

Emerging Technologies · Computer Science 2022-01-02 Mohammad Ali Javidian , Vaneet Aggarwal , Fanglin Bao , Zubin Jacob

Estimating an individual treatment effect (ITE) is essential to personalized decision making. However, existing methods for estimating the ITE often rely on unconfoundedness, an assumption that is fundamentally untestable with observed…

Methodology · Statistics 2022-07-13 Mingzhang Yin , Claudia Shi , Yixin Wang , David M. Blei

The overwhelming majority of empirical research that uses cluster-robust inference assumes that the clustering structure is known, even though there are often several possible ways in which a dataset could be clustered. We propose two tests…

Econometrics · Economics 2023-03-14 James G. MacKinnon , Morten Ørregaard Nielsen , Matthew D. Webb

The goal of causal inference is to understand the outcome of alternative courses of action. However, all causal inference requires assumptions. Such assumptions can be more influential than in typical tasks for probabilistic modeling, and…

Methodology · Statistics 2016-10-31 Dustin Tran , Francisco J. R. Ruiz , Susan Athey , David M. Blei