Related papers: Conditional Selective Inference for the Selected G…
Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…
This paper studies inference in two-stage randomized experiments under covariate-adaptive randomization. In the initial stage of this experimental design, clusters (e.g., households, schools, or graph partitions) are stratified and randomly…
This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…
K-means is one of the most widely used clustering algorithms in various disciplines, especially for large datasets. However the method is known to be highly sensitive to initial seed selection of cluster centers. K-means++ has been proposed…
Causal effects are often characterized with population summaries. These might provide an incomplete picture when there are heterogeneous treatment effects across subgroups. Since the subgroup structure is typically unknown, it is more…
We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing…
Determining conditional independence (CI) relationships between random variables is a fundamental yet challenging task in machine learning and statistics, especially in high-dimensional settings. Existing generative model-based CI testing…
Randomization tests are a popular method for testing causal effects in clinical trials with finite-sample validity. In the presence of heterogeneous treatment effects, it is often of interest to select a subgroup that benefits from the…
Causal inference starts with a simple idea: compare groups that differ by treatment, not much else. Traditionally, similar groups are constructed using only observed covariates; however, it remains a long-standing challenge to incorporate…
Standard high-dimensional factor models assume that the comovements in a large set of variables could be modeled using a small number of latent factors that affect all variables. In many relevant applications in economics and finance,…
In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which were not directly involved to cluster the data. An approach is proposed in the model-based clustering…
In the analysis of cluster data, the regression coefficients are frequently assumed to be the same across all clusters. This hampers the ability to study the varying impacts of factors on each cluster. In this paper, a semiparametric model…
Clustering is a usual unsupervised machine learning technique for grouping the data points into groups based upon similar features. We focus here on unsupervised clustering for contaminated data, i.e in the case where K-medians should be…
Data of the form of event times arise in various applications. A simple model for such data is a non-homogeneous Poisson process (NHPP) which is specified by a rate function that depends on time. We consider the problem of having access to…
Cluster analysis methods are used to identify homogeneous subgroups in a data set. In biomedical applications, one frequently applies cluster analysis in order to identify biologically interesting subgroups. In particular, one may wish to…
We propose the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…
Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation.…
This paper introduces an innovative method for conducting conditional independence testing in high-dimensional data, facilitating the automated discovery of significant associations within distinct subgroups of a population, all while…
Selective inference is the problem of giving valid answers to statistical questions chosen in a data-driven manner. A standard solution to selective inference is simultaneous inference, which delivers valid answers to the set of all…
In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each…