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We establish normal approximation in the Wasserstein metric for both non-degenerate and degenerate second-order U-statistics under cross-sectional dependence using Stein's method. For the non-degenerate case, our results extend recent…

Econometrics · Economics 2026-04-28 Weiguang Liu

Collections of probability distributions arise in a variety of applications ranging from user activity pattern analysis to brain connectomics. In practice these distributions can be defined over diverse domain types including finite…

Methodology · Statistics 2023-06-16 Raif Rustamov , Subhabrata Majumdar

In this paper we propose a new template for empirical studies intended to assess causal effects: the outcome-wide longitudinal design. The approach is an extension of what is often done to assess the causal effects of a treatment or…

Methodology · Statistics 2018-10-25 Tyler J. VanderWeele , Maya B. Mathur , Ying Chen

Many public health interventions are conducted in settings where individuals are connected to one another and the intervention assigned to randomly selected individuals may spill over to other individuals they are connected to. In these…

Methodology · Statistics 2026-01-14 Junhan Fang , Donna Spiegelman , Ashley Buchanan , Laura Forastiere

Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…

Econometrics · Economics 2023-06-13 Kyle Butts

We study a multivariate regression discontinuity design in which treatment is assigned by crossing a boundary in the space of multiple running variables. We document that the existing bandwidth selector is suboptimal for a multivariate…

Econometrics · Economics 2026-01-26 Masayuki Sawada , Takuya Ishihara , Daisuke Kurisu , Yasumasa Matsuda

The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (accurately estimated), while the only information about the…

Statistics Theory · Mathematics 2023-09-29 Liyan Xie , Yuchen Liang , Venugopal V. Veeravalli

A stepped wedge design is a unidirectional crossover design where clusters are randomized to distinct treatment sequences. While model-based analysis of stepped wedge designs is standard practice to evaluate treatment effects accounting for…

Methodology · Statistics 2024-09-13 Bingkai Wang , Xueqi Wang , Fan Li

We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

Machine Learning · Statistics 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

While Generative Adversarial Networks (GANs) have empirically produced impressive results on learning complex real-world distributions, recent works have shown that they suffer from lack of diversity or mode collapse. The theoretical work…

Machine Learning · Computer Science 2019-07-02 Yu Bai , Tengyu Ma , Andrej Risteski

Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…

Econometrics · Economics 2025-09-18 Myungkou Shin

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

Optimization and Control · Mathematics 2020-10-30 Lenaic Chizat , Pierre Roussillon , Flavien Léger , François-Xavier Vialard , Gabriel Peyré

The prior distribution is a crucial building block in Bayesian analysis, and its choice will impact the subsequent inference. It is therefore important to have a convenient way to quantify this impact, as such a measure of prior impact will…

Methodology · Statistics 2020-10-26 Fatemeh Ghaderinezhad , Christophe Ley , Ben Serrien

Reweighting a distribution to minimize a distance to a target distribution is a powerful and flexible strategy for estimating a wide range of causal effects, but can be challenging in practice because optimal weights typically depend on…

Machine Learning · Statistics 2026-02-16 Oscar Clivio , Avi Feller , Chris Holmes

Many empirical examples of regression discontinuity (RD) designs concern a continuous treatment variable, but the theoretical aspects of such models are less studied. This study examines the identification and estimation of the structural…

Econometrics · Economics 2022-07-19 Haitian Xie

Variational Inference approximates an unnormalized distribution via the minimization of Kullback-Leibler (KL) divergence. Although this divergence is efficient for computation and has been widely used in applications, it suffers from some…

Machine Learning · Statistics 2022-07-28 Mingxuan Yi , Song Liu

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to provide unbiased estimates of relevant estimands…

Econometrics · Economics 2024-01-18 Kirill Borusyak , Xavier Jaravel , Jann Spiess

Meta-analyses are regarded as the highest level in the hierarchy of evidence, yet standard models traditionally concentrated on estimating the mean effect size, often under restrictive assumptions about the underlying distribution, such as…

Other Statistics · Statistics 2026-04-02 Yefeng Yang , Shinichi Nakagawa

Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…

Machine Learning · Computer Science 2025-09-23 Stefano Bruno , Sotirios Sabanis

In network settings, interference between units makes causal inference more challenging as outcomes may depend on the treatments received by others in the network. Typical estimands in network settings focus on treatment effects aggregated…

Methodology · Statistics 2025-07-25 Heejong Bong , Colin B. Fogarty , Elizaveta Levina , Ji Zhu
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