Related papers: Doubly robust local projections difference-in-diff…
In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). We present cutting plane-based and reformulation-based…
Post-click conversion, as a strong signal indicating the user preference, is salutary for building recommender systems. However, accurately estimating the post-click conversion rate (CVR) is challenging due to the selection bias, i.e., the…
In recent years, the field of precision medicine has seen many advancements. Significant focus has been placed on creating algorithms to estimate individualized treatment rules (ITR), which map from patient covariates to the space of…
To meet strict Service-Level Objectives (SLOs),contemporary Large Language Models (LLMs) decouple the prefill and decoding stages and place them on separate GPUs to mitigate the distinct bottlenecks inherent to each phase. However, the…
Local projection (LP) and structural vector autoregression (SVAR) are commonly employed to estimate dynamic causal effects of macroeconomic policies at multiple horizons. With enough lags as controls, LP estimators have little bias but…
In observational studies, covariates with substantial missing data are often omitted, despite their strong predictive capabilities. These excluded covariates are generally believed not to simultaneously affect both treatment and outcome,…
Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…
Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement…
A common problem faced in clinical studies is that of estimating the effect of the most effective (e.g., the one having the largest mean) treatment among $k~(\geq2)$ available treatments. The most effective treatment is adjudged based on…
Off-policy evaluation and learning (OPE/L) use offline observational data to make better decisions, which is crucial in applications where online experimentation is limited. However, depending entirely on logged data, OPE/L is sensitive to…
High-dimensional time series forecasting suffers from severe overfitting when the number of predictors exceeds available observations, making standard local projection methods unstable and unreliable. We propose an enhanced Random Subspace…
We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…
In this paper, we present a sequential sampling-based algorithm for the two-stage distributionally robust linear programming (2-DRLP) models. The 2-DRLP models are defined over a general class of ambiguity sets with discrete or continuous…
We propose an improved discriminative model prediction method for robust long-term tracking based on a pre-trained short-term tracker. The baseline pre-trained short-term tracker is SuperDiMP which combines the bounding-box regressor of…
This paper studies regression discontinuity designs (RDD) when linear-in-means spillovers occur between units that are close in their running variable. We show that the RDD estimand depends on the ratio of two terms: (1) the radius over…
Modern heterogeneity-robust difference-in-differences estimators derive their asymptotic properties under iid, cluster, or fixed-design frameworks that abstract from complex survey sampling, yet practitioners routinely apply them to…
Standard regression discontinuity design (RDD) models rely on the continuity of expected potential outcomes at the cutoff. The standard continuity assumption can be violated by strategic manipulation of the running variable, which is…
Causal inference on the average treatment effect (ATE) using non-probability samples, such as electronic health records (EHR), faces challenges from sample selection bias and high-dimensional covariates. This requires considering a…
Difference-in-differences (DID) is commonly used to estimate treatment effects but is infeasible in settings where data are unpoolable due to privacy concerns or legal restrictions on data sharing, particularly across jurisdictions. In this…
Robust Bayesian inference using density power divergence (DPD) has emerged as a promising approach for handling outliers in statistical estimation. Although the DPD-based posterior offers theoretical guarantees of robustness, its practical…