Related papers: $t$-Testing the Waters: Empirically Validating Ass…
Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under weak assumptions and can…
Kernel matching is a widely used technique for estimating treatment effects, particularly valuable in observational studies where randomized controlled trials are not feasible. While kernel-matching approaches have demonstrated practical…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…
We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…
Assessing the stability of a multiple testing procedure under dependence is important but very challenging. Even for multiple testing which among a set of Normal random variables have mean zero, which we refer to as the "Normal means…
This paper considers inference when there is a single treated cluster and a fixed number of control clusters, a setting that is common in empirical work, especially in difference-in-differences designs. We use the t-statistic and develop…
In this paper, we provide a statistical testing framework to check whether a random sample splitting in a multi-dimensional space is carried out in a valid way, which could be directly applied to A/B testing and multivariate testing to…
The (CLT) central limit theorems for generalized Frechet means (data descriptors assuming values in stratified spaces, such as intrinsic means, geodesics, etc.) on manifolds from the literature are only valid if a certain empirical process…
Experimentation in online digital platforms is used to inform decision making. Specifically, the goal of many experiments is to optimize a metric of interest. Null hypothesis statistical testing can be ill-suited to this task, as it is…
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…
Randomised Controlled Trials (RCTs) are the gold standard for estimating treatment effects across many fields of science. Technology companies have adopted A/B-testing methods as a modern RCT counterpart, where end-users are randomly…
Randomized controlled trials (RCTs) are increasingly prevalent in education research, and are often regarded as a gold standard of causal inference. Two main virtues of randomized experiments are that they (1) do not suffer from…
This paper deals with subspace estimation in the small sample size regime, where the number of samples is comparable in magnitude with the observation dimension. The traditional estimators, mostly based on the sample correlation matrix, are…
Estimation of the average treatment effect (ATE) is a central problem in causal inference. In recent times, inference for the ATE in the presence of high-dimensional covariates has been extensively studied. Among the diverse approaches that…
On-line experimentation (also known as A/B testing) has become an integral part of software development. To timely incorporate user feedback and continuously improve products, many software companies have adopted the culture of agile…
Outcome-dependent sampling designs are extensively utilized in various scientific disciplines, including epidemiology, ecology, and economics, with retrospective case-control studies being specific examples of such designs. Additionally, if…
For random samples of size n obtained from p-variate normal distributions, we consider the classical likelihood ratio tests (LRT) for their means and covariance matrices in the high-dimensional setting. These test statistics have been…
We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…
Randomized trials are considered the gold standard for making informed decisions in medicine, yet they often lack generalizability to the patient populations in clinical practice. Observational studies, on the other hand, cover a broader…
Randomized controlled trials (RCTs) are the gold standard for causal inference, yet practical constraints often limit the size of the concurrent control arm. Borrowing control data from previous trials offers a potential efficiency gain,…