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Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been…

机器学习 · 统计学 2023-06-06 Naoufal Acharki , Ramiro Lugo , Antoine Bertoncello , Josselin Garnier

What is the ideal regression (if any) for estimating average causal effects? We study this question in the setting of discrete covariates, deriving expressions for the finite-sample variance of various stratification estimators. This…

统计方法学 · 统计学 2022-09-26 P. Richard Hahn , Andrew Herren

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

统计方法学 · 统计学 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

Exploring the climate impacts of various anthropogenic emissions scenarios is key to making informed decisions for climate change mitigation and adaptation. State-of-the-art Earth system models can provide detailed insight into these…

大气与海洋物理 · 物理学 2024-01-23 William Yik , Sam J. Silva , Andrew Geiss , Duncan Watson-Parris

We provide adaptive inference methods, based on $\ell_1$ regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expectation function. Examples of regular functionals include…

机器学习 · 统计学 2022-10-25 Victor Chernozhukov , Whitney Newey , Rahul Singh

In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components…

机器学习 · 统计学 2018-01-24 Xiaogang Su , Yaa Wonkye , Pei Wang , Xiangrong Yin

Weighting methods are essential tools for estimating causal effects in observational studies, with the goal of balancing pre-treatment covariates across treatment groups. Traditional approaches pursue this objective indirectly, for example,…

统计方法学 · 统计学 2026-02-09 Diptanil Santra , Guanhua Chen , Chan Park

Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a…

机器学习 · 计算机科学 2018-07-26 Joseph Marino , Yisong Yue , Stephan Mandt

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

统计方法学 · 统计学 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

We give a mathematical framework for weighted ensemble (WE) sampling, a binning and resampling technique for efficiently computing probabilities in molecular dynamics. We prove that WE sampling is unbiased in a very general setting that…

数值分析 · 数学 2018-10-17 David Aristoff

This paper deals with improvement of linear quantile regression, when there are a few distinct values of the covariates but many replicates. On can improve asymptotic efficiency of the estimated regression coefficients by using suitable…

应用统计 · 统计学 2020-11-30 Kaushik Jana , Debasis Sengupta

We propose to analyse the conditional distributional treatment effect (CoDiTE), which, in contrast to the more common conditional average treatment effect (CATE), is designed to encode a treatment's distributional aspects beyond the mean.…

机器学习 · 统计学 2021-06-11 Junhyung Park , Uri Shalit , Bernhard Schölkopf , Krikamol Muandet

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

统计方法学 · 统计学 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , Zheng Zhang

There has been increasing interest in recent years in the development of approaches to estimate causal effects when the number of potential confounders is prohibitively large. This growth in interest has led to a number of potential…

统计方法学 · 统计学 2020-02-05 Joseph Antonelli , Matthew Cefalu

In this paper we study a class of weighted estimands, which we define as parameters that can be expressed as weighted averages of the underlying heterogeneous treatment effects. The popular ordinary least squares (OLS), two-stage least…

计量经济学 · 经济学 2025-10-14 Alexandre Poirier , Tymon Słoczyński

Imbalance in covariate distributions leads to biased estimates of causal effects. Weighting methods attempt to correct this imbalance but rely on specifying models for the treatment assignment mechanism, which is unknown in observational…

统计方法学 · 统计学 2022-05-13 Eric Dunipace

In many areas, practitioners need to analyze large datasets that challenge conventional single-machine computing. To scale up data analysis, distributed and parallel computing approaches are increasingly needed. Here we study a fundamental…

统计理论 · 数学 2020-06-04 Edgar Dobriban , Yue Sheng

We often seek to estimate the causal effect of an exposure on a particular outcome in both randomized and observational settings. One such estimation method is the covariate-adjusted residuals estimator, which was designed for individually…

统计方法学 · 统计学 2019-10-28 Stephen A. Lauer , Nicholas G. Reich , Laura B. Balzer

Shortcomings of randomized clinical trials are pronounced in urgent health crises, when rapid identification of effective treatments is critical. Leveraging short-term surrogates in real-world data (RWD) can guide policymakers evaluating…

统计方法学 · 统计学 2021-04-13 Larry Han , Xuan Wang , Tianxi Cai

The fixed-effects model estimates the regressor effects on the mean of the response, which is inadequate to summarize the variable relationships in the presence of heteroscedasticity. In this paper, we adapt the asymmetric least squares…

计量经济学 · 经济学 2021-08-11 Amadou Barry , Karim Oualkacha , Arthur Charpentier