Related papers: Constructing targeted minimum loss/maximum likelih…
The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…
Optimal experimental design (OED) is a framework that leverages a mathematical model of the experiment to identify optimal conditions for conducting the experiment. Under a Bayesian approach, the design objective function is typically…
We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials…
We address the challenge of performing Targeted Maximum Likelihood Estimation (TMLE) after an initial Highly Adaptive Lasso (HAL) fit. Existing approaches that utilize the data-adaptive working model selected by HAL-such as the relaxed HAL…
I analyze a linear instrumental variables model with a single endogenous regressor and many instruments. I use invariance arguments to construct a new minimum distance objective function. With respect to a particular weight matrix, the…
We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…
The Causal Roadmap outlines a systematic approach to asking and answering questions of cause-and-effect: define the quantity of interest, evaluate needed assumptions, conduct statistical estimation, and carefully interpret results. To…
This paper provides estimation and inference methods for the best linear predictor (approximation) of a structural function, such as conditional average structural and treatment effects, and structural derivatives, based on modern machine…
Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…
In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…
Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…
Causal mediation analysis examines causal pathways linking exposures to disease. The estimation of interventional effects, which are mediation estimands that overcome certain identifiability problems of natural effects, has been advanced…
The Highly-Adaptive-Lasso(HAL)-TMLE is an efficient estimator of a pathwise differentiable parameter in a statistical model that at minimal (and possibly only) assumes that the sectional variation norm of the true nuisance parameters are…
Feature engineering has become one of the most important steps to improve model prediction performance, and to produce quality datasets. However, this process requires non-trivial domain-knowledge which involves a time-consuming process.…
The causal inference literature frequently focuses on estimating the mean of the potential outcome, whereas quantiles of the potential outcome may carry important additional information. We propose a unified approach, based on the inverse…
In this paper, we investigate the adversarial robustness of multivariate $M$-Estimators. In the considered model, after observing the whole dataset, an adversary can modify all data points with the goal of maximizing inference errors. We…
An inferential model (IM) is a model describing the construction of provably reliable, data-driven uncertainty quantification and inference about relevant unknowns. IMs and Fisher's fiducial argument have similar objectives, but a…
Methods that rely on proxies, without imposing strong parametric structure, are increasingly used to deal with unobserved variables in causal inference. One influential line of this work reconstructs latent distributions used to identify…
Machine learning software is being used in many applications (finance, hiring, admissions, criminal justice) having a huge social impact. But sometimes the behavior of this software is biased and it shows discrimination based on some…
We show that the maximum likelihood estimator (MLE) is an effective tool for mitigating non-flow effects in flow analysis. To this end, one constructs two toy models that simulate non-flow contributions corresponding to particle decay and…