相关论文: Adaptive Estimation in Multivariate Response Regre…
We consider an on-line least squares regression problem with optimal solution $\theta^*$ and Hessian matrix H, and study a time-average stochastic gradient descent estimator of $\theta^*$. For $k\ge2$, we provide an unbiased estimator of…
Survey instruments and assessments are frequently used in many domains of social science. When the constructs that these assessments try to measure become multifaceted, multidimensional item response theory (MIRT) provides a unified…
The paper considers variable selection in linear regression models where the number of covariates is possibly much larger than the number of observations. High dimensionality of the data brings in many complications, such as (possibly…
Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…
Studies on the automatic processing of 3D human pose data have flourished in the recent past. In this paper, we are interested in the generation of plausible and diverse future human poses following an observed 3D pose sequence. Current…
Benkeser et al. demonstrate how adjustment for baseline covariates in randomized trials can meaningfully improve precision for a variety of outcome types. Their findings build on a long history, starting in 1932 with R.A. Fisher and…
Estimating heterogeneous treatment effect (HTE) for survival outcomes has gained increasing attention, as it captures the variation in treatment efficacy across patients or subgroups in delaying disease progression. However, most existing…
Consider nonparametric function estimation under $L^p$-loss. The minimax rate for estimation of the regression function over a H\"older ball with smoothness index $\beta$ is $n^{-\beta/(2\beta+1)}$ if $1\leq p<\infty$ and $(n/\log…
A key advance in learning generative models is the use of amortized inference distributions that are jointly trained with the models. We find that existing training objectives for variational autoencoders can lead to inaccurate amortized…
This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…
Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear…
We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…
Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…
Understanding whether and how treatment effects vary across subgroups is crucial to inform clinical practice and recommendations. Accordingly, the assessment of heterogeneous treatment effects (HTE) based on pre-specified potential effect…
In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…
As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…
When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…
Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is…
This paper introduces a novel framework for estimation and inference in penalized M-estimators applied to robust high-dimensional linear regression models. Traditional methods for high-dimensional statistical inference, which predominantly…