Related papers: MSE-Optimal Difference-in-Differences Estimator
The risk estimator called "Direct Eigenvalue Estimator" (DEE) is studied. DEE was developed for small sample regression. In contrast to many existing model selection criteria, derivation of DEE requires neither any asymptotic assumption nor…
For multi-input and multi-output (MIMO) channels, the optimal channel estimation (CE) based on linear minimum mean square error (LMMSE) requires three-dimensional (3D) filtering. However, the complexity is often prohibitive due to large…
Methods for random-effects meta-analysis require an estimate of the between-study variance, $\tau^2$. The performance of estimators of $\tau^2$ (measured by bias and coverage) affects their usefulness in assessing heterogeneity of…
When one studies the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We propose difference-in-differences (DID) estimators for such cases. We assume that between…
In machine learning forecasting, standard error metrics such as mean absolute error (MAE) and mean squared error (MSE) quantify discrepancies between predictions and target values. However, these metrics do not directly evaluate the…
Agent-based simulation with a synthetic population can help us compare different treatment conditions while keeping everything else constant within the same population (i.e., as digital twins). Such population-scale simulations require…
We consider the estimation of a scalar parameter, when two estimators are available. The first is always consistent. The second is inconsistent in general, but has a smaller asymptotic variance than the first, and may be consistent if an…
Accurate estimation of Intrinsic Dimensionality (ID) is of crucial importance in many data mining and machine learning tasks, including dimensionality reduction, outlier detection, similarity search and subspace clustering. However, since…
This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…
This paper considers the state estimation problem for discrete-time linear systems under event-triggered scheme. In order to improve performance, a novel event-triggered scheme based on confidence level is proposed using the chi-square…
We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE)…
A two-stage adaptive optimal design is an attractive option for increasing the efficiency of clinical trials. In these designs, based on interim data, the locally optimal dose is chosen for further exploration, which induces dependencies…
The focus of this paper is on trend estimation for a general state-space model $Y_t=\mu_t+\varepsilon_t$, where the $d$th difference of the trend $\{\mu_t\}$ is assumed to be i.i.d., and the error sequence $\{\varepsilon_t\}$ is assumed to…
This paper discusses minimum distance estimation method in the linear regression model with dependent errors which are strongly mixing. The regression parameters are estimated through the minimum distance estimation method, and asymptotic…
Difference-in-differences (diff-in-diff) is a study design that compares outcomes of two groups (treated and comparison) at two time points (pre- and post-treatment) and is widely used in evaluating new policy implementations. For instance,…
Diffusion models (DMs) as generative priors have recently shown great potential for denoising tasks but lack theoretical understanding with respect to their mean square error (MSE) optimality. This paper proposes a novel denoising strategy…
The maximum mean discrepancy (MMD) is a recently proposed test statistic for two-sample test. Its quadratic time complexity, however, greatly hampers its availability to large-scale applications. To accelerate the MMD calculation, in this…
Traditional regression and prediction tasks often only provide deterministic point estimates. To estimate the distribution or uncertainty of the response variable, traditional methods either assume that the posterior distribution of samples…
Difference-in-differences (DID) is a popular approach to identify the causal effects of treatments and policies in the presence of unmeasured confounding. DID identifies the sample average treatment effect in the treated (SATT). However, a…
Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…