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Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

Methodology · Statistics 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

We propose the instrumental variable regime (IVR) method to estimate the causal effects of multiple sequential treatments. This method serves to address the problem of endogenous selections of sequential treatments. An IVR is a sequence of…

Methodology · Statistics 2017-02-21 Thai Pham , Weixin Chen

In the experimental design literature, Neyman allocation refers to the practice of allocating units into treated and control groups, potentially in unequal numbers proportional to their respective standard deviations, with the objective of…

Methodology · Statistics 2026-01-15 Jinglong Zhao

We extend methods for finite-sample inference about the average treatment effect (ATE) in randomized experiments with binary outcomes to accommodate stratification (blocking). We present three valid methods that differ in their…

Methodology · Statistics 2025-08-07 Jiaxun Li , Jacob Spertus , Philip B. Stark

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Adaptive experiment is widely adopted to estimate conditional average treatment effect (CATE) in clinical trials and many other scenarios. While the primary goal in experiment is to maximize estimation accuracy, due to the imperative of…

Methodology · Statistics 2024-02-06 Jiachun Li , Kaining Shi , David Simchi-Levi

In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…

Statistics Theory · Mathematics 2020-05-15 Vlad Stefan Barbu , Slim Beltaief , Serguei Pergamenshchikov

We study the problem of estimating a continuous ability parameter from sequential binary responses by actively asking questions with varying difficulties, a setting that arises naturally in adaptive testing and online preference learning.…

Machine Learning · Statistics 2025-10-10 Sanghwa Kim , Dohyun Ahn , Seungki Min

We propose a semiparametric Bayesian methodology for estimating the average treatment effect (ATE) within the potential outcomes framework using observational data with high-dimensional nuisance parameters. Our method introduces a Bayesian…

Methodology · Statistics 2025-11-21 Gözde Sert , Abhishek Chakrabortty , Anirban Bhattacharya

Randomized controlled trials (RCTs) often exhibit limited inferential efficiency in estimating treatment effects due to small sample sizes. In recent years, the combination of external controls has gained increasing attention as a means of…

Methodology · Statistics 2025-10-06 Qinwei Yang , Jingyi Li , Peng Wu

Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…

Methodology · Statistics 2026-02-12 Liangbo Lyu , Bingkai Wang

Ensemble learning is a powerful approach to construct a strong learner from multiple base learners. The most popular way to aggregate an ensemble of classifiers is majority voting, which assigns a sample to the class that most base…

Machine Learning · Computer Science 2020-04-02 Dongrui Wu , Vernon J. Lawhern , Stephen Gordon , Brent J. Lance , Chin-Teng Lin

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…

Statistics Theory · Mathematics 2022-11-01 Kuanhao Jiang , Rajarshi Mukherjee , Subhabrata Sen , Pragya Sur

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…

Methodology · Statistics 2026-05-14 Herbert P. Susmann , Alec McClean , Iván Díaz

Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them. We develop augmented inverse…

Methodology · Statistics 2025-04-08 Corinne Emmenegger , Meta-Lina Spohn , Timon Elmer , Peter Bühlmann

Adaptive experiments such as multi-arm bandits adapt the treatment-allocation policy and/or the decision to stop the experiment to the data observed so far. This has the potential to improve outcomes for study participants within the…

Methodology · Statistics 2024-05-03 Aurélien Bibaut , Nathan Kallus

In modern statistics, interests shift from pursuing the uniformly minimum variance unbiased estimator to reducing mean squared error (MSE) or residual squared error. Shrinkage based estimation and regression methods offer better prediction…

Methodology · Statistics 2025-02-25 Tianyu Zhan , Haoda Fu , Jian Kang

The treatment assignment mechanism in a randomized clinical trial can be optimized for statistical efficiency within a specified class of randomization mechanisms. Optimal designs of this type have been characterized in terms of the…

Methodology · Statistics 2025-09-03 Wei Zhang , Zhiwei Zhang , Aiyi Liu

In this paper, we present a complete framework for quickly calibrating and administering a robust large-scale computerized adaptive test (CAT) with a small number of responses. Calibration - learning item parameters in a test - is done…

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