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Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain characteristics compared to the target population, for which one…

Methodology · Statistics 2024-03-15 Bénédicte Colnet , Julie Josse , Gaël Varoquaux , Erwan Scornet

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

A main research goal in various studies is to use an observational data set and provide a new set of counterfactual guidelines that can yield causal improvements. Dynamic Treatment Regimes (DTRs) are widely studied to formalize this…

Machine Learning · Computer Science 2023-06-06 Soroush Saghafian

Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…

Methodology · Statistics 2023-01-27 Eunah Cho , Shu Yang

This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent proposals. The extension verifies the robustness of the optimal…

Probability · Mathematics 2019-02-19 Jeffrey Negrea

We study the problem of estimating the continuous response over time to interventions using observational time series---a retrospective dataset where the policy by which the data are generated is unknown to the learner. We are motivated by…

Machine Learning · Computer Science 2016-12-13 Yanbo Xu , Yanxun Xu , Suchi Saria

In observational studies, propensity scores are commonly estimated by maxi- mum likelihood but may fail to balance high-dimensional pre-treatment covariates even after specification search. We introduce a general framework that unifies and…

Methodology · Statistics 2017-03-22 Qingyuan Zhao

We identify the average dose-response function (ADRF) for a continuously valued error-contaminated treatment by a weighted conditional expectation. We then estimate the weights nonparametrically by maximising a local generalised empirical…

Statistics Theory · Mathematics 2022-11-30 Wei Huang , Zheng Zhang

In many important applications of precision medicine, the outcome of interest is time to an event (e.g., death, relapse of disease) and the primary goal is to identify the optimal individualized decision rule (IDR) to prolong survival time.…

Methodology · Statistics 2022-04-11 Yu Zhou , Lan Wang , Rui Song , Tuoyi Zhao

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

Methodology · Statistics 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , Zheng Zhang

This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…

Econometrics · Economics 2025-03-28 Koki Fusejima , Takuya Ishihara

The problem of estimating the regression function in a fixed design models with correlated observations is considered. Such observations are obtained from several experimental units, each of them forms a time series. Based on the…

Statistics Theory · Mathematics 2019-06-13 D. Benelmadani , K. Benhenni , S. Louhichi

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

We study the probability tail properties of Inverse Probability Weighting (IPW) estimators of the Average Treatment Effect (ATE) when there is limited overlap between the covariate distributions of the treatment and control groups. Under…

Methodology · Statistics 2024-12-12 Jonathan B. Hill , Saraswata Chaudhuri

In estimating the average treatment effect in observational studies, the influence of confounders should be appropriately addressed. To this end, the propensity score is widely used. If the propensity scores are known for all the subjects,…

Methodology · Statistics 2023-12-08 Chengyao Tang , Yi Zhou , Ao Huang , Satoshi Hattori

We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…

Econometrics · Economics 2024-07-09 YoonHaeng Hur , Tengyuan Liang

We consider the problem of how to assign treatment in a randomized experiment, in which the correlation among the outcomes is informed by a network available pre-intervention. Working within the potential outcome causal framework, we…

Methodology · Statistics 2017-05-19 Guillaume W. Basse , Edoardo M. Airoldi

Recent exploration of optimal individualized decision rules (IDRs) for patients in precision medicine has attracted a lot of attention due to the heterogeneous responses of patients to different treatments. In the existing literature of…

Optimization and Control · Mathematics 2019-08-29 Zhengling Qi , Ying Cui , Yufeng Liu , Jong-Shi Pang

While the inverse probability of treatment weighting (IPTW) is a commonly used approach for treatment comparisons in observational data, the resulting estimates may be subject to bias and excessively large variance when there is lack of…

Methodology · Statistics 2024-02-13 Zhiqiang Cao , Lama Ghazi , Claudia Mastrogiacomo , Laura Forastiere , F. Perry Wilson , Fan Li

Targeted therapies on the basis of genomic aberrations analysis of the tumor have shown promising results in cancer prognosis and treatment. Regardless of tumor type, trials that match patients to targeted therapies for their particular…

Applications · Statistics 2018-04-18 Yanxun Xu , Peter Mueller , Apostolia M Tsimberidou , Donald Berry
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