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Sufficient dimension reduction (SDR) is a popular class of regression methods which aim to find a small number of linear combinations of covariates that capture all the information of the responses i.e., a central subspace. The majority of…
The proliferation of data has sparked significant interest in leveraging findings from one study to estimate treatment effects in a different target population without direct outcome observations. However, the transfer learning process is…
We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…
Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…
The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…
BCART (Bayesian Classification and Regression Trees) and BART (Bayesian Additive Regression Trees) are popular Bayesian regression models widely applicable in modern regression problems. Their popularity is intimately tied to the ability to…
Accurately assessing a patient's risk of a given event is essential in making informed treatment decisions. One approach is to stratify patients into two or more distinct risk groups with respect to a specific outcome using both clinical…
Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…
Undirected graphical models are a key component in the analysis of complex observational data in a large variety of disciplines. In many of these applications one is interested in estimating the undirected graphical model underlying a…
We propose a tree-based algorithm for classification and regression problems in the context of functional data analysis, which allows to leverage representation learning and multiple splitting rules at the node level, reducing…
Decision trees are powerful for predictive modeling but often suffer from high variance when modeling continuous relationships. While algorithms like Multivariate Adaptive Regression Splines (MARS) excel at capturing such continuous…
Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…
The conditional average treatment effect (CATE) is a commonly targeted statistical parameter for measuring the effect of a treatment conditional on covariates. However, the CATE will fail to capture effects of treatments beyond differences…
This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-financial variables and examine asymmetries in the transmission…
A dynamic treatment regimen (DTR) is a pre-specified sequence of decision rules which maps baseline or time-varying measurements on an individual to a recommended intervention or set of interventions. Sequential multiple assignment…
Word ordering is a constrained language generation task taking unordered words as input. Existing work uses linear models and neural networks for the task, yet pre-trained language models have not been studied in word ordering, let alone…
Reinforcement learning (RL) can be formulated as a sequence modeling problem, where models predict future actions based on historical state-action-reward sequences. Current approaches typically require long trajectory sequences to model the…
Boundary Discontinuity (BD) designs are used in empirical research to learn about causal treatment effects along a continuous assignment boundary defined by a bivariate score. These designs are also known as multi-score regression…
Regression discontinuity (RD) designs are a popular approach to estimating a treatment effect of cutoff-based interventions. Two current estimation approaches dominate the literature. One fits separate regressions on either side of the…
The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD…