Related papers: Heavy Tail Robust Estimation and Inference for Ave…
Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…
Marginal structural models (MSMs) with inverse probability weighting offer an approach to estimating causal effects of treatment sequences on repeated outcome measures in the presence of time-varying confounding and dependent censoring.…
Recurrent events are common and important clinical trial endpoints in many disease areas, e.g., cardiovascular hospitalizations in heart failure, relapses in multiple sclerosis, or exacerbations in asthma. During a trial, patients may…
Estimating treatment effects is of great importance for many biomedical applications with observational data. Particularly, interpretability of the treatment effects is preferable for many biomedical researchers. In this paper, we first…
High-dimensional covariance estimation is notoriously sensitive to outliers. While statistically optimal estimators exist for general heavy-tailed distributions, they often rely on computationally expensive techniques like semidefinite…
Estimating conditional average treatment effects (CATE) from randomized controlled trials (RCTs) and generalizing them to broader populations is essential for personalizing treatment rules but is complicated by selection bias due to trial…
We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…
Inverse probability of treatment weighting (IPTW), which has been used to estimate sample average treatment effects (SATE) using observational data, tenuously relies on the positivity assumption and the correct specification of the…
We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…
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,…
A key methodological challenge in observational studies with interference between units is twofold: (1) each unit's outcome may depend on many others' treatments, and (2) treatment assignments may exhibit complex dependencies across units.…
We study the benign overfitting theory in the prediction of the conditional average treatment effect (CATE), with linear regression models. As the development of machine learning for causal inference, a wide range of large-scale models for…
Randomized experiments are the gold standard for investigating causal relationships, with comparisons of potential outcomes under different treatment groups used to estimate treatment effects. However, outcomes with heavy-tailed…
Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…
A sample covariance matrix $\boldsymbol{S}$ of completely observed data is the key statistic in a large variety of multivariate statistical procedures, such as structured covariance/precision matrix estimation, principal component analysis,…
In biomedical studies, estimating drug effects on chronic diseases requires a long follow-up period, which is difficult to meet in randomized clinical trials (RCTs). The use of a short-term surrogate to replace the long-term outcome for…
The inverse probability weighting (IPW) method is used to handle attrition in association analyses derived from cohort studies. It consists in weighting the respondents at a given follow-up by their inverse probability to participate.…
When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…
The increasing availability of individual-level data has led to numerous applications of individualized (or personalized) treatment rules (ITRs). Policy makers often wish to empirically evaluate ITRs and compare their relative performance…
Many methods for estimating conditional average treatment effects (CATEs) can be expressed as weighted pseudo-outcome regressions (PORs). Previous comparisons of POR techniques have paid careful attention to the choice of pseudo-outcome…