Related papers: Quasi-randomization tests for network interference
In a novel approach to the multiple testing problem, Efron (2004; 2007) formulated estimators of the distribution of test statistics or nominal p-values under a null distribution suitable for modeling the data of thousands of unaffected…
A benefit of randomized experiments is that covariate distributions of treatment and control groups are balanced on average, resulting in simple unbiased estimators for treatment effects. However, it is possible that a particular…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…
Many causal questions involve interactions between units, also known as interference, for example between individuals in households, students in schools, or firms in markets. In this paper, we formalize the concept of a conditioning…
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…
We present current methods for estimating treatment effects and spillover effects under "interference", a term which covers a broad class of situations in which a unit's outcome depends not only on treatments received by that unit, but also…
We consider a test for the hypothesis that the within-treatment variance component in a one-way random effects model is null. This test is based on a decomposition of a $U$-statistic. Its asymptotic null distribution is derived under the…
Fisher randomization tests for Neyman's null hypothesis of no average treatment effects are considered in a finite population setting associated with completely randomized experiments with more than two treatments. The consequences of using…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
Neural networks (NN) play a central role in modern Artificial intelligence (AI) technology and has been successfully used in areas such as natural language processing and image recognition. While majority of NN applications focus on…
Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…
In estimating spillover effects under network interference, practitioners often use linear regression with either the number or fraction of treated neighbors as regressors. An often overlooked fact is that the latter is undefined for units…
We consider the problem of quickly detecting a signal in a sensor network when the subset of sensors in which signal may be present is completely unknown. We formulate this problem as a sequential hypothesis testing problem with a simple…
We propose a new nonparametric modeling framework for causal inference when outcomes depend on how agents are linked in a social or economic network. Such network interference describes a large literature on treatment spillovers, social…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
Randomized experiments have become a cornerstone of evidence-based decision-making in contexts ranging from online platforms to public health. However, in experimental settings with network interference, a unit's treatment can influence…
The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…
Network experiments are powerful tools for studying spillover effects, which avoid endogeneity by randomly assigning treatments to units over networks. However, it is non-trivial to analyze network experiments properly without imposing…
In this paper we explore partial coherence as a tool for evaluating causal influence of one signal sequence on another. In some cases the signal sequence is sampled from a time- or space-series. The key idea is to establish a connection…
This paper presents a randomization-based framework for estimating causal effects under interference between units, motivated by challenges that arise in analyzing experiments on social networks. The framework integrates three components:…