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Estimating the mean counterfactual outcome under a treatment rule is a central problem in causal inference and policy evaluation. Standard estimators, including inverse probability weighting (IPW), augmented IPW (AIPW), and targeted maximum…

Methodology · Statistics 2026-05-06 Yichen Xu , Mark J. van der Laan

In this paper, we establish Berry-Esseen-type bounds for federated linear stochastic approximation (LSA). Our results provide the first federated Gaussian approximations for LSA that explicitly capture communication-computation trade-offs…

Machine Learning · Statistics 2026-05-20 Ilya Levin , Maksim Shuklin , Eric Moulines , Paul Mangold , Sergey Samsonov

In large observational studies, the case-cohort design is commonly used to reduce the cost associated with covariate measurement. For survival outcomes, literature has suggested that the restricted mean survival time (RMST) be a more…

Methodology · Statistics 2026-05-08 Andy Ni , Wei-En Lu , Bo Lu

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…

Machine Learning · Statistics 2019-09-27 Kolyan Ray , Botond Szabo

Model averaging has gained significant attention in recent years due to its ability of fusing information from different models. The critical challenge in frequentist model averaging is the choice of weight vector. The bootstrap method,…

Methodology · Statistics 2024-12-10 Minghui Song , Guohua Zou , Alan T. K. Wan

This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…

Methodology · Statistics 2025-06-16 Xiang Meng , Aaron Smith , Luke Miratrix

There is growing interest in exploring causal effects in target populations via data combination. However, most approaches are tailored to specific settings and lack comprehensive comparative analyses. In this article, we focus on a typical…

Methodology · Statistics 2024-09-17 Peng Wu , Shanshan Luo , Zhi Geng

The Generalized Estimating Equations (GEE) approach is a widely used statistical method for analyzing longitudinal data and clustered data in clinic studies. In dentistry, due to multiple outcomes obtained from one patient, the outcomes…

Methodology · Statistics 2025-02-25 Hoi-Jeong Lim , Soo-Hyeon Park

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

Randomized controlled trials (RCTs) often suffer from limited inferential efficiency in estimating treatment effects due to their small sample sizes. In recent years, incorporating external controls (ECs) has gained increasing attention as…

Methodology · Statistics 2026-04-16 Qinwei Yang , Jingyi Li , Peng Wu , Shu Yang

The Highly-Adaptive-LASSO Targeted Minimum Loss Estimator (HAL-TMLE) is an efficient plug-in estimator of a pathwise differentiable parameter in a statistical model that at minimal (and possibly only) assumes that the sectional variation…

Statistics Theory · Mathematics 2020-02-12 Weixin Cai , Mark van der Laan

The conditional average treatment effect (CATE) is widely used in personalized medicine to inform therapeutic decisions. However, state-of-the-art methods for CATE estimation (so-called meta-learners) often perform poorly in the presence of…

Machine Learning · Computer Science 2026-03-12 Valentyn Melnychuk , Dennis Frauen , Jonas Schweisthal , Stefan Feuerriegel

In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…

Statistics Theory · Mathematics 2008-12-18 Snigdhansu Chatterjee , Nitai D. Mukhopadhyay

Clinical prediction models are increasingly used to support patient care, yet many deep learning-based approaches remain unstable, as their predictions can vary substantially when trained on different samples from the same population. Such…

Machine Learning · Computer Science 2026-02-13 Sara Matijevic , Christopher Yau

This paper develops a sensitivity analysis framework that transfers the average total treatment effect (ATTE) from source data with a fully observed network to target data whose network is completely unknown. The ATTE represents the average…

Methodology · Statistics 2025-10-17 Tadao Hoshino

We develop a new approach for estimating the risk of an arbitrary estimator of the mean vector in the classical normal means problem. The key idea is to generate two auxiliary data vectors, by adding carefully constructed normal noise…

Statistics Theory · Mathematics 2024-04-25 Natalia L. Oliveira , Jing Lei , Ryan J. Tibshirani

Learning causal effects from observational data greatly benefits a variety of domains such as health care, education and sociology. For instance, one could estimate the impact of a new drug on specific individuals to assist the clinic plan…

Machine Learning · Computer Science 2021-05-19 Xin Du , Lei Sun , Wouter Duivesteijn , Alexander Nikolaev , Mykola Pechenizkiy

In this paper, we consider possibly misspecified stochastic differential equation models driven by L\'{e}vy processes. Regardless of whether the driving noise is Gaussian or not, Gaussian quasi-likelihood estimator can estimate unknown…

Statistics Theory · Mathematics 2021-10-11 Yuma Uehara

We consider the problem of Gaussian multiplier bootstrap procedures for the $k$th largest statistics and functions of the top $k$ order statistics, which are commonly encountered in high-dimensional statistical inference. Such a problem has…

Statistics Theory · Mathematics 2026-03-04 Yixi Ding , Qizhai Li , Yuke Shi , Liuquan Sun , Luobin Zhang

The restricted mean survival time (RMST) difference offers an interpretable causal contrast to estimate the treatment effect for time-to-event outcomes, yet a wide range of available estimators leaves limited guidance for practice. We…

Methodology · Statistics 2026-03-02 Charlotte Voinot , Clément Berenfeld , Imke Mayer , Bernard Sebastien , Julie Josse