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Standard bandit algorithms that assume continual reallocation of measurement effort are challenging to implement due to delayed feedback and infrastructural/organizational difficulties. Motivated by practical instances involving a handful…

Machine Learning · Computer Science 2023-08-16 Ethan Che , Hongseok Namkoong

When multiple investigators analyze a common dataset, the data reuse induces dependence across testing procedures, affecting the distribution of errors. Existing techniques of managing dependent tests require either cross-study coordination…

Statistics Theory · Mathematics 2026-04-10 Reid Dale , Jordan Rodu , Maria E. Currie , Mike Baiocchi

The gold standard for identifying causal relationships is a randomized controlled experiment. In many applications in the social sciences and medicine, the researcher does not control the assignment mechanism and instead may rely upon…

Applications · Statistics 2016-11-22 Johann Gagnon-Bartsch , Yotam Shem-Tov

Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…

Methodology · Statistics 2026-05-05 Chengde Qian , Guanghui Wang , Zhaojun Wang , Changliang Zou

In causal machine learning, the fitting and evaluation of nuisance models are often performed on separate partitions, or folds, of the observed data. This technique, called cross-fitting, eliminates bias introduced by the use of black-box…

Methodology · Statistics 2026-05-12 Salvador V. Balkus , Hasan Laith , Nima S. Hejazi

This paper proposes an adaptive randomization procedure for two-stage randomized controlled trials. The method uses data from a first-wave experiment in order to determine how to stratify in a second wave of the experiment, where the…

Econometrics · Economics 2022-07-06 Max Tabord-Meehan

An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…

Methodology · Statistics 2025-12-10 Mohsen Sadatsafavi , Jeroen Hoogland , Thomas P. A. Debray , John Petkau

Adaptive experiments such as multi-armed bandits offer efficiency gains over traditional randomized experiments but pose two major challenges: invalid inference on the Average Treatment Effect (ATE) due to adaptive sampling and low…

Methodology · Statistics 2026-02-16 Daniel Molitor , Samantha Gold

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…

Statistics Theory · Mathematics 2018-04-04 Alessandro Rinaldo , Larry Wasserman , Max G'Sell , Jing Lei

Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…

Machine Learning · Computer Science 2024-12-24 Mingyang Cai , Thomas Klausch , Mark A. van de Wiel

Our paper discovers a new trade-off of using regression adjustments (RAs) in causal inference under covariate-adaptive randomizations (CARs). On one hand, RAs can improve the efficiency of causal estimators by incorporating information from…

Econometrics · Economics 2025-02-19 Liang Jiang , Liyao Li , Ke Miao , Yichong Zhang

Complementary-label learning is a weakly supervised learning problem in which each training example is associated with one or multiple complementary labels indicating the classes to which it does not belong. Existing consistent approaches…

Machine Learning · Computer Science 2024-10-14 Wei Wang , Takashi Ishida , Yu-Jie Zhang , Gang Niu , Masashi Sugiyama

Adjusting for covariates in randomized controlled trials can enhance the credibility and efficiency of treatment effect estimation. However, handling numerous covariates and their complex (non-linear) transformations poses a challenge.…

Methodology · Statistics 2025-10-22 Yi Liu , Ke Zhu , Larry Han , Shu Yang

We study a class of prediction problems in which relatively few observations have associated responses, but all observations include both standard covariates as well as additional "helper" covariates. While the end goal is to make…

Statistics Theory · Mathematics 2024-12-13 Eric Xia , Martin J. Wainwright

When a subgroup is identified from the data, it must be evaluated in a replicable way. The usual in-sample approach, which evaluates the post-hoc identified subgroup as predefined, might suffer from selection bias. This issue of in-sample…

Methodology · Statistics 2026-05-06 Shuoxun Xu , Xinzhou Guo

We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a black-box machine-learning predictor is available. The goal is to perform statistical inference on…

Machine Learning · Statistics 2026-03-09 Yang Sui , Jin Zhou , Hua Zhou , Xiaowu Dai

Cluster-randomized experiments are increasingly used to evaluate interventions in routine practice conditions, and researchers often adopt model-based methods with covariate adjustment in the statistical analyses. However, the validity of…

Methodology · Statistics 2023-12-08 Bingkai Wang , Chan Park , Dylan S. Small , Fan Li

Covariate shift in the test data is a common practical phenomena that can significantly downgrade both the accuracy and the fairness performance of the model. Ensuring fairness across different sensitive groups under covariate shift is of…

Machine Learning · Computer Science 2024-01-09 Shreyas Havaldar , Jatin Chauhan , Karthikeyan Shanmugam , Jay Nandy , Aravindan Raghuveer

Multi-regional clinical trials (MRCTs) are central to global drug development, enabling evaluation of treatment effects across diverse populations. A key challenge is valid and efficient inference for a region-specific estimand when the…

Methodology · Statistics 2026-02-04 Chenxi Li , Ke Zhu , Shu Yang , Xiaofei Wang

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assigns to base models a set of deterministic, constant model weights that (1) do not fully account for variations in base model accuracy…

Machine Learning · Computer Science 2018-12-20 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull
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