Related papers: Optimal Estimation of Two-Way Effects under Limite…
To estimate the dynamic effects of an absorbing treatment, researchers often use two-way fixed effects regressions that include leads and lags of the treatment. We show that in settings with variation in treatment timing across units, the…
A rich literature exists on constructing non-parametric estimators with optimal asymptotic properties. In addition to asymptotic guarantees, it is often of interest to design estimators with desirable finite-sample properties; such as…
Trial-based economic evaluations are typically performed on cross-sectional variables, derived from the responses for only the completers in the study, using methods that ignore the complexities of utility and cost data (e.g. skewness and…
Causal mediation analysis has been extended to estimate path-specific effects with multiple intermediate variables, isolating treatment effects through a mediator of interest while excluding pathways through its ancestors. Such analyses…
We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…
Popular debiased estimation methods for causal inference -- such as augmented inverse propensity weighting and targeted maximum likelihood estimation -- enjoy desirable asymptotic properties like statistical efficiency and double robustness…
Dynamic network data analysis requires joint modelling individual snapshots and time dynamics. This paper proposes a new two-way heterogeneity model towards this goal. The new model equips each node of the network with two heterogeneity…
Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…
A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…
A variety of real-world systems can be modeled as bipartite networks. One of the most powerful and simple link prediction methods is Linear-Graph Autoencoder(LGAE) which has promising performance on challenging tasks such as link prediction…
We study the empirical measure associated to a sample of size $n$ and modified by $N$ iterations of the raking-ratio method. This empirical measure is adjusted to match the true probability of sets in a finite partition which changes each…
Regularized linear regression is central to machine learning, yet its high-dimensional behavior with informative priors remains poorly understood. We provide the first exact asymptotic characterization of training and test risks for maximum…
This paper introduces the first statistically consistent estimator of the optimal transport map between two probability distributions, based on neural networks. Building on theoretical and practical advances in the field of Lipschitz neural…
Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…
Substantial advances in Bayesian methods for causal inference have been developed in recent years. We provide an introduction to Bayesian inference for causal effects for practicing statisticians who have some familiarity with Bayesian…
We develop an empirical Bayes (EB) G-modeling framework for short-panel linear models with nonparametric prior for the random intercepts, slopes, dynamics, and non-spherical error variances. We establish identification and consistency of…
In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…
Consider the problem of simultaneous testing for the means of independent normal observations. In this paper, we study some asymptotic optimality properties of certain multiple testing rules induced by a general class of one-group shrinkage…
We consider the prediction of weak effects in a multiple-output regression setup, when covariates are expected to explain a small amount, less than $\approx 1%$, of the variance of the target variables. To facilitate the prediction of the…
We study predictive density estimation under Kullback-Leibler loss in $\ell_0$-sparse Gaussian sequence models. We propose proper Bayes predictive density estimates and establish asymptotic minimaxity in sparse models. A surprise is the…