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The two-sided markets such as ride-sharing companies often involve a group of subjects who are making sequential decisions across time and/or location. With the rapid development of smart phones and internet of things, they have…

Machine Learning · Statistics 2023-03-28 Chengchun Shi , Runzhe Wan , Ge Song , Shikai Luo , Rui Song , Hongtu Zhu

This article addresses the problem of estimating the population mean in the presence of auxiliary information when study variable itself is qualitative in nature. Bias and mean squared error (MSE) expressions of the class of estimators are…

Statistics Theory · Mathematics 2013-12-12 Rajesh Singh , Prayas Sharma

Multiple imputation provides us with efficient estimators in model-based methods for handling missing data under the true model. It is also well-understood that design-based estimators are robust methods that do not require accurately…

Methodology · Statistics 2020-06-11 Kyunghee Han , Pamela A. Shaw , Thomas Lumley

Mutual information (MI) is a fundamental measure of statistical dependence between two variables, yet accurate estimation from finite data remains notoriously difficult. No estimator is universally reliable, and common approaches fail in…

Data Analysis, Statistics and Probability · Physics 2025-10-02 Eslam Abdelaleem , K. Michael Martini , Ilya Nemenman

Despite the simplicity and intuitive interpretation of Minimum Mean Squared Error (MMSE) estimators, their effectiveness in certain scenarios is questionable. Indeed, minimizing squared errors on average does not provide any form of…

Optimization and Control · Mathematics 2019-12-09 Dionysios S. Kalogerias , Luiz F. O. Chamon , George J. Pappas , Alejandro Ribeiro

Missing data remains a very common problem in large datasets, including survey and census data containing many ordinal responses, such as political polls and opinion surveys. Multiple imputation (MI) is usually the go-to approach for…

Methodology · Statistics 2024-12-25 Chayut Wongkamthong , Olanrewaju Akande

Many applied settings in empirical economics involve simultaneous estimation of a large number of parameters. In particular, applied economists are often interested in estimating the effects of many-valued treatments (like teacher effects…

Machine Learning · Statistics 2017-04-03 Alberto Abadie , Maximilian Kasy

Individualized treatment rules can lead to better health outcomes when patients have heterogeneous responses to treatment. Very few individualized treatment rule estimation methods are compatible with a multi-treatment observational study…

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Artificial Intelligence · Computer Science 2007-05-23 Leonid Peshkin , Christian R. Shelton

Empirical claims often rely on one population, design, and analysis. Many-analysts, multiverse, and robustness studies expose how results can vary across plausible analytic choices. Synthesizing these results, however, is nontrivial as all…

Methodology · Statistics 2025-11-24 František Bartoš , Suzanne Hoogeveen , Alexandra Sarafoglou , Samuel Pawel

Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…

Econometrics · Economics 2023-12-27 George Z. Gui

Modern high-dimensional point process data, especially those from neuroscience experiments, often involve observations from multiple conditions and/or experiments. Networks of interactions corresponding to these conditions are expected to…

Methodology · Statistics 2021-09-27 Xu Wang , Ali Shojaie

A novel approach to improve prediction and inference in M-estimation by integrating external information from heterogeneous populations is proposed. Our method leverages joint asymptotics to combine estimates from external and internal…

Methodology · Statistics 2025-09-08 Walter Dempsey , Jeremy M. G. Taylor

Policy-makers are often faced with the task of distributing a limited supply of resources. To support decision-making in these settings, statisticians are confronted with two challenges: estimands are defined by allocation strategies that…

Methodology · Statistics 2024-04-01 Aaron L. Sarvet , Julien D. Laurendeau , Mats J. Stensrud

In this article we have suggested an improved estimator for estimating the population mean in simple random sampling using auxiliary information under the presence of measurement errors. The mean square error (MSE) of the proposed estimator…

Applications · Statistics 2013-12-05 Sachin Malik , Jayant Singh , Rajesh Singh

The assessment of risk based on historical data faces many challenges, in particular due to the limited amount of available data, lack of stationarity, and heavy tails. While estimation on a short-term horizon for less extreme percentiles…

Risk Management · Quantitative Finance 2023-12-12 Marcin Pitera , Thorsten Schmidt , Łukasz Stettner

Learning about causal effects in target populations and their subsets may be facilitated by combining information from multiple sources. One major class of study designs that combine information involves appending an index study with data…

Missing data are ubiquitous in empirical databases, yet statistical analyses typically require complete data matrices. Multiple imputation offers a principled solution for filling these gaps. This study evaluates the performance of several…

Computation · Statistics 2026-02-05 Enzo Porto Brasil

Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…

Methodology · Statistics 2023-09-18 Shanshan Luo , Yechi Zhang , Wei Li

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Methodology · Statistics 2024-04-09 Vasilis Chasiotis , Dimitris Karlis