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To estimate the causal effect of treatments that vary over time from observational data, one must adjust for time-varying confounding. A common procedure to address confounding is the use of inverse probability of treatment weighting…

Methodology · Statistics 2025-01-22 Wouter M. R. Kant , Jesse H. Krijthe

Conformal prediction (CP) converts any model's output to prediction sets with a guarantee to cover the true label with (adjustable) high probability. Robust CP extends this guarantee to worst-case (adversarial) inputs. Existing baselines…

Machine Learning · Computer Science 2025-03-10 Soroush H. Zargarbashi , Aleksandar Bojchevski

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

The ability to generalize experimental results from randomized control trials (RCTs) across locations is crucial for informing policy decisions in targeted regions. Such generalization is often hindered by the lack of identifiability due to…

Econometrics · Economics 2021-12-10 Xinkun Nie , Guido Imbens , Stefan Wager

Several new estimation methods have been recently proposed for the linear regression model with observation error in the design. Different assumptions on the data generating process have motivated different estimators and analysis. In…

Statistics Theory · Mathematics 2014-12-24 Alexandre Belloni , Mathieu Rosenbaum , Alexandre B. Tsybakov

Conformal regression provides prediction intervals with global coverage guarantees, but often fails to capture local error distributions, leading to non-homogeneous coverage. We address this with a new adaptive method based on rescaling…

Machine Learning · Computer Science 2023-06-01 Nicolas Deutschmann , Mattia Rigotti , Maria Rodriguez Martinez

Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…

Statistics Theory · Mathematics 2020-04-28 Hui Guo , Philip Dawid , Giovanni Berzuini

In epidemiology, obtaining accurate individual exposure measurements can be costly and challenging. Thus, these measurements are often subject to error. Regression calibration with a validation study is widely employed as a study design and…

Methodology · Statistics 2026-02-24 Zexiang Li , Donna Spiegelman , Molin Wang , Zuoheng Wang , Xin Zhou

Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…

Methodology · Statistics 2023-06-13 Sunpeng Duan , Guo Yu , Juntao Duan , Yuedong Wang

A subvector of predictor that satisfies the ignorability assumption, whose index set is called a sufficient adjustment set, is crucial for conducting reliable causal inference based on observational data. In this paper, we propose a general…

Methodology · Statistics 2024-08-20 Wei Luo , Fei Qin , Lixing Zhu

To ensure reliable causal conclusions from observational (i.e., non-randomized) studies, researchers routinely conduct sensitivity analysis to assess robustness to hidden bias due to unmeasured confounding. In matched observational studies…

Methodology · Statistics 2025-11-11 Siyu Heng , Elaine K. Chiu , Hyunseung Kang

Adjusting for (baseline) covariates with working regression models becomes standard practice in the analysis of randomized clinical trials (RCT). When the dimension $p$ of the covariates is large relative to the sample size $n$,…

Methodology · Statistics 2025-12-24 Yujia Gu , Lin Liu , Wei Ma

Concerns have been expressed over the validity of statistical inference under covariate-adaptive randomization despite the extensive use in clinical trials. In the literature, the inferential properties under covariate-adaptive…

Methodology · Statistics 2022-07-05 Li Yang , Wei Ma , Yichen Qin , Feifang Hu

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

In the analysis of survey data, sampling weights are needed for consistent estimation of the population. However, the original inverse probability weights from the survey sample design are typically modified to account for non-response, to…

Computation · Statistics 2025-08-19 Matthew R. Williams , Terrance D. Savitsky

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Econometrics · Economics 2024-07-23 Max Cytrynbaum

Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…

Methodology · Statistics 2017-10-24 Zhiqiang Tan

Observational healthcare data offer the potential to estimate causal effects of medical products on a large scale. However, the confidence intervals and p-values produced by observational studies only account for random error and fail to…

Applications · Statistics 2024-05-02 Jami J. Mulgrave , David Madigan , George Hripcsak

Causal inference requires evaluating models on balanced distributions between treatment and control groups, while training data often exhibits imbalance due to historical decision-making policies. Most conventional statistical methods…

Machine Learning · Statistics 2025-11-21 Akira Tanimoto

In randomized experiments, covariates are often used to reduce variance and improve the precision of treatment effect estimates. However, in many real-world settings, interference between units, where one unit's treatment affects another's…

Methodology · Statistics 2026-04-10 Xinyi Wang , Shuangning Li