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Pursuing invariant prediction from heterogeneous environments opens the door to learning causality in a purely data-driven way and has several applications in causal discovery and robust transfer learning. However, existing methods such as…

Statistics Theory · Mathematics 2025-01-30 Yihong Gu , Cong Fang , Yang Xu , Zijian Guo , Jianqing Fan

Missing covariate data commonly occur in epidemiological and clinical research, and are often dealt with using multiple imputation (MI). Imputation of partially observed covariates is complicated if the substantive model is non-linear (e.g.…

Methodology · Statistics 2014-02-17 Jonathan W. Bartlett , Shaun R. Seaman , Ian R. White , James R. Carpenter

We extend Fisher's randomization test (FRT) to test conditional independence between observed outcomes and treatments given covariates in both randomized experiments and observational studies, with no restriction on the variable type of…

Methodology · Statistics 2025-06-12 Zhen Zhong

This paper presents a simple yet efficient method for statistical inference of tensor linear forms using incomplete and noisy observations. Under the Tucker low-rank tensor model and the missing-at-random assumption, we utilize an…

Statistics Theory · Mathematics 2024-11-04 Wanteng Ma , Dong Xia

In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…

Methodology · Statistics 2021-06-24 HaiYing Wang

We propose sequential transport (ST), a distributional framework for mediation analysis that combines optimal transport (OT) with a mediator directed acyclic graph (DAG). Instead of relying on cross-world counterfactual assumptions, ST…

Methodology · Statistics 2026-03-24 Agathe Fernandes Machado , Iryna Voitsitska , Arthur Charpentier , Ewen Gallic

This paper presents a new optimization approach to causal estimation. Given data that contains covariates and an outcome, which covariates are causes of the outcome, and what is the strength of the causality? In classical machine learning…

Methodology · Statistics 2024-10-22 Mingzhang Yin , Yixin Wang , David M. Blei

Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches:…

Machine Learning · Statistics 2017-02-06 Ridho Rahmadi , Perry Groot , Marianne Heins , Hans Knoop , Tom Heskes

In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…

Methodology · Statistics 2025-02-27 Youngjin Cho , Yili Hong , Pang Du

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

We consider the problem of validating whether a neural posterior estimate \( q(\theta \mid x) \) is an accurate approximation to the true, unknown true posterior \( p(\theta \mid x) \). Existing methods for evaluating the quality of an NPE…

Machine Learning · Statistics 2025-07-24 Tianyu Chen , Vansh Bansal , James G. Scott

Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly…

Machine Learning · Statistics 2026-05-06 Ran Zou , Wanrong Zhu , Bin Nan

In this paper we treat statistical inference for an intrinsic wavelet estimator of curves of symmetric positive definite (SPD) matrices in a log-Euclidean manifold. This estimator preserves positive-definiteness and enjoys…

Methodology · Statistics 2022-02-16 Johannes Krebs , Daniel Rademacher , Rainer von Sachs

We study periodic review stochastic inventory control in the data-driven setting where the retailer makes ordering decisions based only on historical demand observations without any knowledge of the probability distribution of the demand.…

Statistics Theory · Mathematics 2021-11-05 Xun Zhang , Zhisheng Ye , William B. Haskell

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…

Econometrics · Economics 2025-06-17 Konrad Menzel

This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-tailed noise. Under independent and identically distributed…

Statistics Theory · Mathematics 2025-06-09 Saïd Maanan , Azzouz Dermoune , Ahmed El Ghini

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Lixing Zhu

Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…

Methodology · Statistics 2025-07-01 Satarupa Bhattacharjee , Bing Li , Xiao Wu , Lingzhou Xue