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In cluster-randomized trials, generalized linear mixed models and generalized estimating equations have conventionally been the default analytic methods for estimating the average treatment effect as routine practice. However, recent…
The vast majority of literature on evaluating the significance of a treatment effect based on observational data has been confined to discrete treatments. These methods are not applicable to drawing inference for a continuous treatment,…
In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…
Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…
Individualized treatment rules (ITRs) have been widely applied in many fields such as precision medicine and personalized marketing. Beyond the extensive studies on ITR for binary or multiple treatments, there is considerable interest in…
In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…
Randomized experiments have been the gold standard for drawing causal inference. The conventional model-based approach has been one of the most popular ways for analyzing treatment effects from randomized experiments, which is often carried…
Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…
Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…
Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being…
Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct…
We propose two robust methods for testing hypotheses on unknown parameters of predictive regression models under heterogeneous and persistent volatility as well as endogenous, persistent and/or fat-tailed regressors and errors. The proposed…
To date, efforts to produce high-quality polygenic risk scores from genome-wide studies of common disease have focused on estimating and aggregating the effects of multiple SNPs. Here we propose a novel statistical approach for genetic risk…
The rapid proliferation of high-quality synthetic data -- generated by advanced AI models or collected as auxiliary data from related tasks -- presents both opportunities and challenges for statistical inference. This paper introduces a…
Existing sequential generalized estimating equation methodology for longitudinal and group-correlated data focuses on narrow hypotheses concerning treatment efficacy and often makes modeling assumptions that impede the desirable robustness…
We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…
Sliced inverse regression (SIR, Li 1991) is a pioneering work and the most recognized method in sufficient dimension reduction. While promising progress has been made in theory and methods of high-dimensional SIR, two remaining challenges…
Stepped wedge designs (SWDs) are increasingly used to evaluate longitudinal cluster-level interventions but pose substantial challenges for valid inference. Because crossover times are randomized, intervention effects are intrinsically…
Mendelian randomization is the use of genetic variants to make causal inferences from observational data. The field is currently undergoing a revolution fuelled by increasing numbers of genetic variants demonstrated to be associated with…
Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…