相关论文: Semiparametric efficiency in GMM models with auxil…

Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

We explore how much knowing a parametric restriction on propensity scores improves semiparametric efficiency bounds in the potential outcome framework. For stratified propensity scores, considered as a parametric model, we derive explicit…

When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Nonignorable missing outcomes are common in real world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may forgo them in favour of partially…

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Semi-supervised learning has attracted significant attention due to the proliferation of applications featuring limited labeled data but abundant unlabeled data. In this paper, we examine the statistical inference problem in an…

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

To answer questions of "causes of effects", the probability of necessity is introduced for assessing whether or not an observed outcome was caused by an earlier treatment. However, the statistical inference for probability of necessity is…

The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…

Methods that rely on proxies, without imposing strong parametric structure, are increasingly used to deal with unobserved variables in causal inference. One influential line of this work reconstructs latent distributions used to identify…

We consider the efficient estimation of the semiparametric additive transformation model with current status data. A wide range of survival models and econometric models can be incorporated into this general transformation framework. We…

The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…

This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…

We consider the problem of estimating the mean of a random variable Y subject to non-ignorable missingness, i.e., where the missingness mechanism depends on Y . We connect the auxiliary proxy variable framework for non-ignorable missingness…

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…