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A central question in many fields of scientific research is to determine how an outcome would be affected by an action, or to measure the effect of an action (a.k.a treatment effect). In recent years, a need for estimating the heterogeneous…

Methodology · Statistics 2021-08-24 Weijia Zhang , Jiuyong Li , Lin Liu

Post-treatment confounding is a common problem in causal inference, including special cases of noncompliance, truncation by death, surrogate endpoint, etc. Principal stratification (Frangakis and Rubin 2002) is a general framework for…

Computation · Statistics 2023-04-07 Bo Liu , Fan Li

Regression discontinuity design (RDD) is widely adopted for causal inference under intervention determined by a continuous variable. While one is interested in treatment effect heterogeneity by subgroups in many applications, RDD typically…

Methodology · Statistics 2024-11-11 Shonosuke Sugasawa , Takuya Ishihara , Daisuke Kurisu

Consider a situation of analyzing high-dimensional count data containing an excess of near-zero counts with a small number of moderate or large counts. Assuming that the observations are modeled by a Poisson distribution, we are interested…

Statistics Theory · Mathematics 2025-11-27 Sayantan Paul , Arijit Chakrabarti

Penalized regression methods, such as $L_1$ regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under sparsity assumptions. In the Bayesian paradigm, sparsity is…

Statistics Theory · Mathematics 2012-12-27 Anirban Bhattacharya , Debdeep Pati , Natesh S. Pillai , David B. Dunson

Randomized controlled trials are the gold standard for measuring causal effects. However, they are often not always feasible, and causal treatment effects must be estimated from observational data. Observational studies do not allow robust…

We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Bayesian statistical inference for Generalized Linear Models (GLMs) with parameters lying on a constrained space is of general interest (e.g., in monotonic or convex regression), but often constructing valid prior distributions supported on…

Methodology · Statistics 2021-09-02 Rahul Ghosal , Sujit K. Ghosh

Precision medicine is an emerging field that takes into account individual heterogeneity to inform better clinical practice. In clinical trials, the evaluation of treatment effect heterogeneity is an important component, and recently, many…

Methodology · Statistics 2023-02-24 Yuejia Xu , Angela M. Wood , Brian D. M. Tom

When using observational causal models, practitioners often want to disentangle the effects of many related, partially-overlapping treatments. Examples include estimating treatment effects of different marketing touchpoints, ordering…

Econometrics · Economics 2025-07-03 Enes Dilber , Colin Gray

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

Statistics Theory · Mathematics 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

Stepped wedge cluster randomized trials (SWCRTs) often face challenges with potential confounding by time trends. Traditional frequentist methods can fail to provide adequate coverage of the intervention's true effect using confidence…

Methodology · Statistics 2024-02-02 Danni Wu , Hyung G. Park , Corita R. Grudzen , Keith S. Goldfeld

The treatment effect in a specific subgroup is often of interest in randomized clinical trials. When the subgroup is characterized by the absence of certain post-randomization events, a naive analysis on the subset of patients without these…

Applications · Statistics 2018-09-12 Baldur P. Magnusson , Heinz Schmidli , Nicolas Rouyrre , Daniel O. Scharfstein

Throughout the different phases of a drug development program, randomized trials are used to establish the tolerability, safety, and efficacy of a candidate drug. At each stage one aims to optimize the design of future studies by…

Applications · Statistics 2021-02-08 Sebastian Weber , Andrew Gelman , Daniel Lee , Michael Betancourt , Aki Vehtari , Amy Racine

Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…

Artificial Intelligence · Computer Science 2016-11-09 Alexander Peysakhovich , Akos Lada

Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has been carried out on the choice of the tuning parameter. This…

Methodology · Statistics 2009-09-08 Heng Lian

Practitioners in medicine, business, political science, and other fields are increasingly aware that decisions should be personalized to each patient, customer, or voter. A given treatment (e.g. a drug or advertisement) should be…

Machine Learning · Statistics 2018-06-15 Alejandro Schuler , Michael Baiocchi , Robert Tibshirani , Nigam Shah

Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…

Machine Learning · Statistics 2022-02-28 Tobias Hatt , Jeroen Berrevoets , Alicia Curth , Stefan Feuerriegel , Mihaela van der Schaar
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