相关论文: HNCI: High-Dimensional Network Causal Inference

Additive models play an essential role in studying non-linear relationships. Despite many recent advances in estimation, there is a lack of methods and theories for inference in high-dimensional additive models, including confidence…

This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an…

In most real-world systems units are interconnected and can be represented as networks consisting of nodes and edges. For instance, in social systems individuals can have social ties, family or financial relationships. In settings where…

Interference arises when the treatment assigned to one individual affects the outcomes of other individuals. Commonly, individuals are naturally grouped into clusters, and interference occurs only among individuals within the same cluster,…

This paper presents an inference method for the local average treatment effect (LATE) in the presence of high-dimensional covariates, regardless of the strength of identification. We propose an orthogonalized Anderson-Rubin test statistic…

High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…

The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…

The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…

High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…

Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary…

This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the…

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of…

We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…

With the availability of high dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients' survival, along with proper statistical inference. Censored quantile regression has emerged…

Detection of malicious behavior in a large network is a challenging problem for machine learning in computer security, since it requires a model with high expressive power and scalable inference. Existing solutions struggle to achieve this…

We present a simple and quick method to approximate network centrality indexes. Our approach, called QuickCent, is inspired by so-called fast and frugal heuristics, which are heuristics initially proposed to model some human decision and…

Interference is ubiquitous when conducting causal experiments over networks. Except for certain network structures, causal inference on the network in the presence of interference is difficult due to the entanglement between the treatment…

Convolutional Neural Networks (CNN) are more suitable, indeed. However, fixed kernel sizes make traditional CNN too specific, neither flexible nor conducive to feature learning, thus impacting on the classification accuracy. The convolution…

Increasingly, there is a marked interest in estimating causal effects under network interference due to the fact that interference manifests naturally in networked experiments. However, network information generally is available only up to…

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…