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Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been…
Mendelian randomization is a powerful tool for inferring the presence, or otherwise, of causal effects from observational data. However, the nature of genetic variants is such that pleiotropy remains a barrier to valid causal effect…
Recurrent events are common and important clinical trial endpoints in many disease areas, e.g., cardiovascular hospitalizations in heart failure, relapses in multiple sclerosis, or exacerbations in asthma. During a trial, patients may…
One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias…
We propose an adjusted Wasserstein distributionally robust estimator -- based on a nonlinear transformation of the Wasserstein distributionally robust (WDRO) estimator in statistical learning. The classic WDRO estimator is asymptotically…
Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…
The endogeneity issue is fundamentally important as many empirical applications may suffer from the omission of explanatory variables, measurement error, or simultaneous causality. Recently, \cite{hllt17} propose a "Deep Instrumental…
There are now many options for doubly robust estimation; however, there is a concerning trend in the applied literature to believe that the combination of a propensity score and an adjusted outcome model automatically results in a doubly…
Robust test statistics for the two-way MANOVA based on the minimum covariance determinant (MCD) estimator are proposed as alternatives to the classical Wilks' Lambda test statistics which are well known to be very sensitive to outliers as…
The Finite Element Method (FEM) is generally unable to accurately predict natural frequencies and mode shapes of structures (eigenvalues and eigenvectors). Engineers develop numerical methods and a variety of techniques to compensate for…
Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…
We consider the challenging problem of estimating causal effects from purely observational data in the bi-directional Mendelian randomization (MR), where some invalid instruments, as well as unmeasured confounding, usually exist. To address…
Background: Mendelian randomization (MR) has been widely applied to causal inference in medical research. It uses genetic variants as instrumental variables (IVs) to investigate putative causal relationship between an exposure and an…
In high-dimensional sparse regression, the \textsc{Lasso} estimator offers excellent theoretical guarantees but is well-known to produce biased estimates. To address this, \cite{Javanmard2014} introduced a method to ``debias" the…
Mirror descent value iteration (MDVI), an abstraction of Kullback-Leibler (KL) and entropy-regularized reinforcement learning (RL), has served as the basis for recent high-performing practical RL algorithms. However, despite the use of…
Precision medicine aims to tailor treatment decisions according to patients' characteristics. G-estimation and dynamic weighted ordinary least squares (dWOLS) are double robust statistical methods that can be used to identify optimal…
When estimating causal effects from observational data with numerous covariates, employing penalized covariate selection can improve the estimation efficiency. Outcome-oriented covariate selection, which involves selecting covariates…
An important concern in an observational study is whether or not there is unmeasured confounding, i.e., unmeasured ways in which the treatment and control groups differ before treatment that affect the outcome. We develop a test of whether…
We propose a robust hypothesis testing procedure for the predictability of multiple predictors that could be highly persistent. Our method improves the popular extended instrumental variable (IVX) testing (Phillips and Lee, 2013; Kostakis…
Mendelian Randomisation (MR) uses genetic variants as instrumental variables to infer causal effects of exposures on an outcome. One key assumption of MR is that the genetic variants used as instrumental variables are independent of the…