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Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…

Machine Learning · Computer Science 2020-07-01 Hongwei Sun , Qiang Wu

Recently, many estimators for network treatment effects have been proposed. But, their optimality properties in terms of semiparametric efficiency have yet to be resolved. We present a simple, yet flexible asymptotic framework to derive the…

Methodology · Statistics 2021-11-29 Chan Park , Hyunseung Kang

Covariate-adaptive randomization is widely used in clinical trials to balance prognostic factors, and regression adjustments are often adopted to further enhance the estimation and inference efficiency. In practice, the covariates may…

Methodology · Statistics 2025-08-15 Wanjia Fu , Yingying Ma , Hanzhong Liu

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Econometrics · Economics 2023-04-26 Yassine Sbai Sassi

Randomized experiments are the gold standard for estimating treatment effects, yet network interference challenges the validity of traditional estimators by violating the stable unit treatment value assumption and introducing bias. While…

Methodology · Statistics 2024-09-02 Xin Lu , Hongzi Li , Hanzhong Liu

Increasingly, there is a marked interest in estimating causal effects under network interference due to the fact that interference manifests naturally in networked experiments. However, network information generally is available only up to…

Methodology · Statistics 2022-09-02 Wenrui Li , Daniel L. Sussman , Eric D. Kolaczyk

We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence condition and a nonlinear relevance condition. Based on the…

Econometrics · Economics 2023-08-01 Wayne Yuan Gao , Rui Wang

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

Machine Learning · Statistics 2020-02-25 Danijel Kivaranovic , Kory D. Johnson , Hannes Leeb

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

Statistics Theory · Mathematics 2023-01-18 Wenlong Mou , Peng Ding , Martin J. Wainwright , Peter L. Bartlett

Randomized experiments are the gold standard for causal inference, and justify simple comparisons across treatment groups. Regression adjustment provides a convenient way to incorporate covariate information for additional efficiency. This…

Methodology · Statistics 2022-10-25 Anqi Zhao , Peng Ding

No man is an island, as individuals interact and influence one another daily in our society. When social influence takes place in experiments on a population of interconnected individuals, the treatment on a unit may affect the outcomes of…

Methodology · Statistics 2017-08-30 Edward K. Kao

We study regression discontinuity designs with the use of additional covariates for estimation of the average treatment effect. We provide a detailed proof of asymptotic normality of the covariate-adjusted estimator under minimal…

Statistics Theory · Mathematics 2023-10-16 Patrick Kramer , Alexander Kreiß

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Estimating causal effects from randomized experiments is central to clinical research. Reducing the statistical uncertainty in these analyses is an important objective for statisticians. Registries, prior trials, and health records…

Machine Learning · Statistics 2021-12-06 Alejandro Schuler , David Walsh , Diana Hall , Jon Walsh , Charles Fisher

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

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty. Minimizing overall prediction error often encourages models to prioritize informativeness over calibration,…

Machine Learning · Statistics 2026-02-17 Ádám Jung , Domokos M. Kelen , András A. Benczúr

Causal inference on a population of units connected through a network often presents technical challenges, including how to account for interference. In the presence of local interference, for instance, potential outcomes of a unit depend…

Methodology · Statistics 2018-04-02 Laura Forastiere , Edoardo M. Airoldi , Fabrizia Mealli

We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…

Machine Learning · Statistics 2019-10-29 Amin Nejatbakhsh , Erdem Varol