Related papers: Efficient Inference for Covariate-adjusted Bradley…
In this paper, we propose a propensity score adapted variable selection procedure to select covariates for inclusion in propensity score models, in order to eliminate confounding bias and improve statistical efficiency in observational…
Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline…
In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…
Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…
We study optimal covariate balance for causal inferences from observational data when rich covariates and complex relationships necessitate flexible modeling with neural networks. Standard approaches such as propensity weighting and…
This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…
We consider the following two-player game: using observational data, the leader chooses a prediction function for a response variable $Y$ from given covariates. The follower then reacts with an intervention on some covariates in the…
A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…
We present a general framework for using existing data to estimate the efficiency gain from using a covariate-adjusted estimator of a marginal treatment effect in a future randomized trial. We describe conditions under which it is possible…
Varying domains and biased datasets can lead to differences between the training and the target distributions, known as covariate shift. Current approaches for alleviating this often rely on estimating the ratio of training and target…
Traditional NBA player evaluation metrics are based on scoring differential or some pace-adjusted linear combination of box score statistics like points, rebounds, assists, etc. These measures treat performances with the outcome of the game…
Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…
This paper develops a flexible and computationally efficient multivariate volatility model, which allows for dynamic conditional correlations and volatility spillover effects among financial assets. The new model has desirable properties…
One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…
The aim of this paper is to firmly establish subjective fiducial inference as a rival to the more conventional schools of statistical inference, and to show that Fisher's intuition concerning the importance of the fiducial argument was…
In conventional randomized controlled trials, adjustment for baseline values of covariates known to be at least moderately associated with the outcome increases the power of the trial. Recent work has shown particular benefit for more…
Generalized causal effect estimands, including the Mann-Whitney parameter and causal net benefit, provide flexible summaries of treatment effects in randomized experiments with non-Gaussian or multivariate outcomes. We develop a unified…
This study introduces a general semiparametric clusterwise index distribution model to analyze how latent clusters affect the covariate-response relationships. By employing sufficient dimension reduction to account for the effects of…
We consider the problem of ranking objects from noisy pairwise comparisons, for example, ranking tennis players from the outcomes of matches. We follow a standard approach to this problem and assume that each object has an unobserved…
We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…