相关论文: Statistical Inference for Regression with Imputed …

Modern longitudinal data, for example from wearable devices, measures biological signals on a fixed set of participants at a diverging number of time points. Traditional statistical methods are not equipped to handle the computational…

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Traditional static functional data analysis is facing new challenges due to streaming data, where data constantly flow in. A major challenge is that storing such an ever-increasing amount of data in memory is nearly impossible. In addition,…

Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…

We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…

Streaming data routinely generated by mobile phones, social networks, e-commerce, and electronic health records present new opportunities for near real-time surveillance of the impact of an intervention on an outcome of interest via causal…

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

Big data analytics has opened new avenues in economic research, but the challenge of analyzing datasets with tens of millions of observations is substantial. Conventional econometric methods based on extreme estimators require large amounts…

To investigate a dilemma of statistical and computational efficiency faced by long-run variance estimators, we propose a decomposition of kernel weights in a quadratic form and some online inference principles. These proposals allow us to…

This paper explores effective numerical feature embedding for Click-Through Rate prediction in streaming environments. Conventional static binning methods rely on offline statistics of numerical distributions; however, this inherently…

Traditional statistical methods are faced with new challenges due to streaming data. The major challenge is the rapidly growing volume and velocity of data, which makes storing such huge datasets in memory impossible. The paper presents an…

We analyze a lightweight simulation-based inference method that infers simulator parameters using only a regression-based projection of the observed data. After fitting a surrogate linear regression once, the procedure simulates small…

Inspired by the concept of active learning, we propose active inference$\unicode{x2013}$a methodology for statistical inference with machine-learning-assisted data collection. Assuming a budget on the number of labels that can be collected,…

Active statistical inference is a new method for inference with AI-assisted data collection. Given a budget on the number of labeled data points that can be collected and assuming access to an AI predictive model, the basic idea is to…

Advancements in data collection techniques and the heterogeneity of data resources can yield high percentages of missing observations on variables, such as block-wise missing data. Under missing-data scenarios, traditional methods such as…

A basic principle in the design of observational studies is to approximate the randomized experiment that would have been conducted under controlled circumstances. Now, linear regression models are commonly used to analyze observational…

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

Online reinforcement learning and other adaptive sampling algorithms are increasingly used in digital intervention experiments to optimize treatment delivery for users over time. In this work, we focus on longitudinal user data collected by…

Estimating a causal query from observational data is an essential task in the analysis of biomolecular networks. Estimation takes as input a network topology, a query estimation method, and observational measurements on the network…

This work was developed aiming to employ Statistical techniques to the field of Music Emotion Recognition, a well-recognized area within the Signal Processing world, but hardly explored from the statistical point of view. Here, we opened…