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Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

Methodology · Statistics 2022-09-26 Zhiqiang Tan

We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…

Econometrics · Economics 2023-11-22 Ben Deaner

Recently, it has become common for applied works to combine commonly used survival analysis modeling methods, such as the multivariable Cox model and propensity score weighting, with the intention of forming a doubly robust estimator of an…

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

Methodology · Statistics 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , Zheng Zhang

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

We propose a constraint-based algorithm, which automatically determines causal relevance thresholds, to infer causal networks from data. We call these topological thresholds. We present two methods for determining the threshold: the first…

Machine Learning · Statistics 2024-04-24 Filipe Barroso , Diogo Gomes , Gareth J. Baxter

The mainstream researche in deep metric learning can be divided into two genres: proxy-based and pair-based methods. Proxy-based methods have attracted extensive attention due to the lower training complexity and fast network convergence.…

Information Retrieval · Computer Science 2023-04-19 Xinyue Li , Jian Wang , Wei Song , Yanling Du , Zhixiang Liu

I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their…

Machine Learning · Statistics 2019-10-30 George Papamakarios

Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these methods automatically deliver good estimators of causal…

Nonparametric estimation of copula density functions using kernel estimators presents significant challenges. One issue is the potential unboundedness of certain copula density functions at the corners of the unit square. Another is the…

Methodology · Statistics 2025-02-11 Mathias N. Muia , Olivia Atutey , Mahmud Hasan

Causal representation learning (CRL) offers the promise of uncovering the underlying causal model by which observed data was generated, but the practical applicability of existing methods remains limited by the strong assumptions required…

Machine Learning · Computer Science 2026-01-30 Yuhang Liu , Zhen Zhang , Dong Gong , Erdun Gao , Biwei Huang , Mingming Gong , Anton van den Hengel , Kun Zhang , Javen Qinfeng Shi

This paper investigates preconditioned conjugate gradient techniques for solving kernel ridge regression (KRR) problems with a medium to large number of data points ($10^4 \leq N \leq 10^7$), and it describes two methods with the strongest…

Numerical Analysis · Mathematics 2025-10-22 Mateo Díaz , Ethan N. Epperly , Zachary Frangella , Joel A. Tropp , Robert J. Webber

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

While deep learning-based classification is generally tackled using standardized approaches, a wide variety of techniques are employed for regression. In computer vision, one particularly popular such technique is that of confidence-based…

Machine Learning · Computer Science 2020-07-21 Fredrik K. Gustafsson , Martin Danelljan , Goutam Bhat , Thomas B. Schön

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

Statistics Theory · Mathematics 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

Instrumental variable (IV) and proximal causal learning (Proxy) methods are central frameworks for causal inference in the presence of unobserved confounding. Despite substantial methodological advances, existing approaches rarely provide…

Machine Learning · Statistics 2026-03-03 Yuqi Zhang , Krikamol Muandet , Dino Sejdinovic , Edwin Fong , Siu Lun Chau

Missing data and confounding are two problems researchers face in observational studies for comparative effectiveness. Williamson et al. (2012) recently proposed a unified approach to handle both issues concurrently using a multiply-robust…

Methodology · Statistics 2020-07-22 Katherine Evans , Isabel Fulcher , Eric J. Tchetgen Tchetgen

We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…

Methodology · Statistics 2026-05-29 Seok-Jin Kim , Kaizheng Wang

Compressed prompts aid instruction-tuned language models (LMs) in overcoming context window limitations and reducing computational costs. Existing methods, which primarily based on training embeddings, face various challenges associated…

Computation and Language · Computer Science 2024-06-04 Hoyoun Jung , Kyung-Joong Kim

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu