Related papers: Sequential Synthetic Difference in Differences
We present a novel method for frequentist statistical inference in $M$-estimation problems, based on stochastic gradient descent (SGD) with a fixed step size: we demonstrate that the average of such SGD sequences can be used for statistical…
The common practice in difference-in-difference (DiD) designs is to check for parallel trends prior to treatment assignment, yet typical estimation and inference does not account for the fact that this test has occurred. I analyze the…
This paper develops a difference-in-differences framework for staggered policy adoption when units can be affected by other units' adoption. For each treated cohort and event time, the framework separates the effect of own adoption, the…
This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…
Using observational data to estimate the effect of a treatment is a powerful tool for decision-making when randomized experiments are infeasible or costly. However, observational data often yields biased estimates of treatment effects,…
A popular method for estimating a causal treatment effect with observational data is the difference-in-differences (DiD) model. In this work, we consider an extension of the classical DiD setting to the hierarchical context in which data…
Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false…
While powerful methods have been developed for high-dimensional hypothesis testing assuming orthogonal parameters, current approaches struggle to generalize to the more common non-orthogonal case. We propose Stable Distillation (SD), a…
Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…
We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…
Obtaining reliable inferences with traditional difference-in-differences (DiD) methods can be difficult. Problems can arise when both outcomes and errors are serially correlated, when there are few clusters or few treated clusters, when…
This paper discusses a practical approach that combines synthetic control with triple difference to address violations of the parallel trends assumption. By transforming triple difference into a DID structure, we can apply synthetic control…
The Difference in Difference (DiD) estimator is a popular estimator built on the "parallel trends" assumption, which is an assertion that the treatment group, absent treatment, would change "similarly" to the control group over time. To…
Difference-in-differences (DID) is one of the most widely used causal inference frameworks in observational studies. However, most existing DID methods are designed for binary treatments and cannot be readily applied to non-binary treatment…
Unsupervised representation learning, particularly sequential disentanglement, aims to separate static and dynamic factors of variation in data without relying on labels. This remains a challenging problem, as existing approaches based on…
Consider a general setting in which data on an outcome is collected in two `groups' at two time periods, with certain group-periods deemed `treated' and others `untreated'. A special case is the canonical Difference-in-Differences (DiD)…
Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…
We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…
In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory…
Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a challenging problem. An underlying asymptotic normality of…