Related papers: Approximate Operator Inversion for Average Effects…
In data-driven stochastic optimization, model parameters of the underlying distribution need to be estimated from data in addition to the optimization task. Recent literature considers integrating the estimation and optimization processes…
Covariate adjustment is a ubiquitous method used to estimate the average treatment effect (ATE) from observational data. Assuming a known graphical structure of the data generating model, recent results give graphical criteria for optimal…
Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…
We introduce a generalized \textit{Probabilistic Approximate Optimization Algorithm (PAOA)}, a classical variational Monte Carlo framework that extends and formalizes prior work by Weitz \textit{et al.}~\cite{Combes_2023}, enabling…
The quantum approximate optimization algorithm (QAOA) transforms a simple many-qubit wavefunction into one which encodes a solution to a difficult classical optimization problem. It does this by optimizing the schedule according to which…
The quantum approximate optimization algorithm (QAOA) is a general-purpose algorithm for combinatorial optimization. In this paper, we analyze the performance of the QAOA on a statistical estimation problem, namely, the spiked tensor model,…
The vanishing ideal of a set of points $X = \{\mathbf{x}_1, \ldots, \mathbf{x}_m\}\subseteq \mathbb{R}^n$ is the set of polynomials that evaluate to $0$ over all points $\mathbf{x} \in X$ and admits an efficient representation by a finite…
Optimal transport (OT) has an important role in transforming data distributions in a manner which engenders fairness. Typically, the OT operators are learnt from the unfair attribute-labelled data, and then used for their repair. Two…
Inferring the causal effects of time-varying treatments is often hindered by highly variable inverse propensity weights, particularly in settings with limited covariate overlap. Building on the key framework of Imai and Ratkovic (2015), we…
Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments of individual fixed-effects, or average partial effects in discrete choice models. For such quantities, we propose and…
We study the design of scheduling policies to minimize monitoring error for a collection of correlated sources, where only one source can be observed at any given time. We model correlated sources as a discrete-time Wiener process, where…
Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…
The Ordered Weighted Averaging (OWA) operator is a traditional and commonly used criterion for aggregating discrete values of uncertain quantities. In this paper, it is shown that the discrete OWA naturally extends to the continuous case by…
The Quantum Approximate Optimization Algorithm and its generalization to Quantum Alternating Operator Ansatz (QAOA) is a promising approach for applying quantum computers to challenging problems such as combinatorial optimization and…
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…
The Partial Area Under the ROC Curve (PAUC), typically including One-way Partial AUC (OPAUC) and Two-way Partial AUC (TPAUC), measures the average performance of a binary classifier within a specific false positive rate and/or true positive…
Inverse Optimal Control (IOC) is a powerful framework for learning a behaviour from observations of experts. The framework aims to identify the underlying cost function that the observed optimal trajectories (the experts' behaviour) are…
We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…
In this paper, for the discrete time status updating system with infinite size, we derive the explicit expression of average age of information (AoI), and the AoI's stationary distribution. Based on the discussions of difference between…
The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…