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Uniform confidence bands for functions are widely used in empirical analysis. A variety of simple implementation methods (most notably multiplier bootstrap) have been proposed and theoretically justified. However, an implementation over a…

Methodology · Statistics 2025-12-23 Shunsuke Imai

We propose a matching method that recovers direct treatment effects from randomized experiments where units are connected in an observed network, and units that share edges can potentially influence each others' outcomes. Traditional…

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

Methodology · Statistics 2023-12-19 Shunsuke Horii , Yoichi Chikahara

Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias, which generally is not estimated consistently when using the bootstrap and conventionally smoothed function estimators.…

Statistics Theory · Mathematics 2014-01-30 Peter Hall , Joel Horowitz

We consider the problem of generating confidence sets in randomized experiments with noncompliance. We show that a refinement of a randomization-based procedure proposed by Imbens and Rosenbaum (2005) has desirable properties. Namely, we…

Statistics Theory · Mathematics 2025-02-11 P. M. Aronow , Haoge Chang , Patrick Lopatto

The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. The groups can be understood as a broader aggregation of the conditional average treatment…

Econometrics · Economics 2020-03-30 Daniel Jacob

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…

Machine Learning · Statistics 2025-11-25 Jiayi Guo , Zijun Gao

In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing…

Methodology · Statistics 2022-06-24 Jiuyong Li , Lin Liu , Shisheng Zhang , Saisai Ma , Thuc Duy Le , Jixue Liu

In an era where diverse and complex data are increasingly accessible, the precise prediction of individual treatment effects (ITE) becomes crucial across fields such as healthcare, economics, and public policy. Current state-of-the-art…

Machine Learning · Statistics 2025-01-28 Baozhen Wang , Xingye Qiao

Evaluating treatments received by one population for application to a different target population of scientific interest is a central problem in causal inference from observational studies. We study the minimax linear estimator of the…

Statistics Theory · Mathematics 2021-03-01 David A. Hirshberg , Arian Maleki , Jose R. Zubizarreta

Accurate automated segmentation of tibial plateau fractures (TPF) from computed tomography (CT) requires large amounts of annotated data to train deep learning models, but obtaining such annotations presents unique challenges. The process…

Image and Video Processing · Electrical Eng. & Systems 2025-04-10 Peiyan Yue , Die Cai , Chu Guo , Mengxing Liu , Jun Xia , Yi Wang

Suppose that one observes pairs $(x_1,Y_1)$, $(x_2,Y_2)$, ..., $(x_n,Y_n)$, where $x_1\le x_2\le ... \le x_n$ are fixed numbers, and $Y_1,Y_2,...,Y_n$ are independent random variables with unknown distributions. The only assumption is that…

Statistics Theory · Mathematics 2008-02-28 Lutz Duembgen

Applying causal inference models in areas such as economics, healthcare and marketing receives great interest from the machine learning community. In particular, estimating the individual-treatment-effect (ITE) in settings such as precision…

Machine Learning · Computer Science 2019-10-17 Jeroen Berrevoets , Sam Verboven , Wouter Verbeke

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

One of the major challenges in estimating conditional potential outcomes and conditional average treatment effects (CATE) is the presence of hidden confounders. Since testing for hidden confounders cannot be accomplished only with…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Ali Hasan , Vahid Tarokh

The distribution of treatment effects (DTE) is often of interest in the context of welfare policy evaluation. In this paper, I consider partial identification of the DTE under known marginal distributions and support restrictions on the…

Methodology · Statistics 2014-10-23 Ju Hyun Kim

It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a…

Machine Learning · Statistics 2022-03-22 Kazuhiko Shinoda , Takahiro Hoshino

This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete…

Econometrics · Economics 2020-06-09 Victor Chernozhukov , Iván Fernández-Val , Martin Weidner

The problem of causal inference with panel data is a central econometric question. The following is a fundamental version of this problem: Let $M^*$ be a low rank matrix and $E$ be a zero-mean noise matrix. For a `treatment' matrix $Z$ with…

Machine Learning · Statistics 2023-04-03 Vivek F. Farias , Andrew A. Li , Tianyi Peng

Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

Machine Learning · Statistics 2022-10-05 Diana Cai , Ryan P. Adams