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Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager

Having a large number of covariates can have a negative impact on the quality of causal effect estimation since confounding adjustment becomes unreliable when the number of covariates is large relative to the samples available. Propensity…

Methodology · Statistics 2020-09-15 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu

The principal stratification has become a popular tool to address a broad class of causal inference questions, particularly in dealing with non-compliance and truncation-by-death problems. The causal effects within principal strata which…

Methodology · Statistics 2022-06-20 Shanshan Luo , Wei Li , Wang Miao , Yangbo He

Confounding bias, missing data, and selection bias are three common obstacles to valid causal inference in the data sciences. Covariate adjustment is the most pervasive technique for recovering casual effects from confounding bias. In this…

Machine Learning · Computer Science 2019-09-17 Mojdeh Saadati , Jin Tian

The purpose of this work is to improve the efficiency in estimating the average causal effect (ACE) on the survival scale where right-censoring exists and high-dimensional covariate information is available. We propose new estimators using…

Methodology · Statistics 2021-06-29 Ran Dai , Cheng Zheng , Mei-Jie Zhang

The missing data issue is ubiquitous in health studies. Variable selection in the presence of both missing covariates and outcomes is an important statistical research topic but has been less studied. Existing literature focuses on…

Methodology · Statistics 2021-07-09 Liangyuan Hu , Jung-Yi Joyce Lin , Jiayi Ji

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…

Econometrics · Economics 2022-12-15 Hugo Bodory , Martin Huber , Michael Lechner

In observational studies, balancing covariates in different treatment groups is essential to estimate treatment effects. One of the most commonly used methods for such purposes is weighting. The performance of this class of methods usually…

Methodology · Statistics 2021-07-07 Ruoqi Yu , Shulei Wang

Observational studies are often used to understand relationships between exposures and outcomes. They do not, however, allow conclusions about causal relationships to be drawn unless statistical techniques are used to account for the…

Composite endpoints are commonly used with an anticipation that clinically relevant endpoints as a whole would yield meaningful treatment benefits. The win ratio is a rank-based statistic to summarize composite endpoints, allowing…

Methodology · Statistics 2022-12-14 Di Zhang , Stephen R. Wisniewski , Jong-Hyeon Jeong

We present Collaborative Trees, a novel tree model designed for regression prediction, along with its bagging version, which aims to analyze complex statistical associations between features and uncover potential patterns inherent in the…

Methodology · Statistics 2024-05-21 Chien-Ming Chi

In-context learning with attention enables large neural networks to make context-specific predictions by selectively focusing on relevant examples. Here, we adapt this idea to supervised learning procedures such as lasso regression and…

Machine Learning · Statistics 2025-12-11 Erin Craig , Robert Tibshirani

Background: It has long been advised to account for baseline covariates in the analysis of confirmatory randomised trials, with the main statistical justifications being that this increases power and, when a randomisation scheme balanced…

Methodology · Statistics 2021-12-09 Tim P. Morris , A. Sarah Walker , Elizabeth J. Williamson , Ian R. White

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…

Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…

Machine Learning · Computer Science 2026-05-08 Ana Leticia Garcez Vicente , Gijs van Seeventer , Saber Salehkaleybar

Probabilistic Regression refers to predicting a full probability density function for the target conditional on the features. We present a nonparametric approach to this problem which combines base classifiers (typically gradient boosted…

Machine Learning · Computer Science 2022-10-31 Brian Lucena

Researchers often hold the belief that random forests are "the cure to the world's ills" (Bickel, 2010). But how exactly do they achieve this? Focused on the recently introduced causal forests (Athey and Imbens, 2016; Wager and Athey,…

Statistics Theory · Mathematics 2023-12-27 Yiyi Huo , Yingying Fan , Fang Han

The dynamics of a rain forest is extremely complex involving births, deaths and growth of trees with complex interactions between trees, animals, climate, and environment. We consider the patterns of recruits (new trees) and dead trees…

Methodology · Statistics 2024-09-19 Abdollah Jalilian , Francisco Cuevas-Pacheco , Ganggang Xu , Rasmus Waagepetersen

This paper presents a new approach for trees-based regression, such as simple regression tree, random forest and gradient boosting, in settings involving correlated data. We show the problems that arise when implementing standard…

Methodology · Statistics 2021-08-09 Assaf Rabinowicz , Saharon Rosset

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…