相关论文: Prediction in polynomial errors-in-variables model…

Inference and inverse problems are closely related concepts, both fundamentally involving the deduction of unknown causes or parameters from observed data. Bayesian inference, a powerful class of methods, is often employed to solve a…

Machine learning models often generalize poorly to out-of-distribution (OOD) data as a result of relying on features that are spuriously correlated with the label during training. Recently, the technique of Invariant Risk Minimization (IRM)…

We study inference with a small labeled sample, a large unlabeled sample, and high-quality predictions from an external model. We link prediction-powered inference with empirical likelihood by stacking supervised estimating equations based…

Local projections (LP) and vector autoregressions (VAR) are the two standard tools for impulse response analysis, but they often display a finite-sample trade-off: LP is typically less biased but more volatile, while VAR is more precise but…

Most high-dimensional estimation and prediction methods propose to minimize a cost function (empirical risk) that is written as a sum of losses associated to each data point. In this paper we focus on the case of non-convex losses, which is…

Using a model of the environment and a value function, an agent can construct many estimates of a state's value, by unrolling the model for different lengths and bootstrapping with its value function. Our key insight is that one can treat…

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

In a general linear model, this paper derives a necessary and sufficient condition under which two general ridge estimators coincide with each other. The condition is given as a structure of the dispersion matrix of the error term. Since…

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

One method for obtaining generalizable solutions to machine learning tasks when presented with diverse training environments is to find \textit{invariant representations} of the data. These are representations of the covariates such that…

It is well known that individual parameters of strongly correlated predictor variables in a linear model cannot be accurately estimated by the least squares regression due to multicollinearity generated by such variables. Surprisingly, an…

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…

Generalized estimating equations (GEE) are widely used to analyze longitudinal data; however, they are not appropriate for heteroscedastic data, because they only estimate regressor effects on the mean response{\textemdash}and therefore do…

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

We study a model where one target variable Y is correlated with a vector X:=(X_1,...,X_d) of predictor variables being potential causes of Y. We describe a method that infers to what extent the statistical dependences between X and Y are…

Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior…

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…