Related papers: Efficient Randomized Experiments Using Foundation …
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…
Randomized experiments have been the gold standard for assessing the effectiveness of a treatment or policy. The classical complete randomization approach assigns treatments based on a prespecified probability and may lead to inefficient…
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…
Statistical analysis is an important tool to distinguish systematic from chance findings. Current statistical analyses rely on distributional assumptions reflecting the structure of some underlying model, which if not met lead to problems…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
Estimating effects of spatially structured exposures is complicated by unmeasured spatial confounders, which undermine identifiability in spatial linear regression models unless structural assumptions are imposed. We develop a general…
Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…
The increasing availability of passively observed data has yielded a growing methodological interest in "data fusion." These methods involve merging data from observational and experimental sources to draw causal conclusions -- and they…
The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…
Simulation-based inference plays a major role in modern statistics, and often employs either reallocating (as in a randomization test) or resampling (as in bootstrapping). Reallocating mimics random allocation to treatment groups, while…
This article presents a novel, general, and effective simulation-inspired approach, called {\it repro samples method}, to conduct statistical inference. The approach studies the performance of artificial samples, referred to as {\it repro…
Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…
This paper considers the estimation of treatment effects in randomized experiments with complex experimental designs, including cases with interference between units. We develop a design-based estimation theory for arbitrary experimental…
For obtaining causal inferences that are objective, and therefore have the best chance of revealing scientific truths, carefully designed and executed randomized experiments are generally considered to be the gold standard. Observational…
We provide a principled way for investigators to analyze randomized experiments when the number of covariates is large. Investigators often use linear multivariate regression to analyze randomized experiments instead of simply reporting the…
In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…
Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…
Though ubiquitous as first-principles models for conservative phenomena, Hamiltonian systems present numerous challenges for model reduction even in relatively simple, linear cases. Here, we present a method for the projection-based model…