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Optimal treatment regimes are personalized policies for making a treatment decision based on subject characteristics, with the policy chosen to maximize some value. It is common to aim to maximize the mean outcome in the population, via a…

统计方法学 · 统计学 2022-02-28 Liu Leqi , Edward H. Kennedy

We study estimation of the average treatment effect (ATE) from a single network in observational settings with interference. The weak cross-unit dependence is modeled via an endogenous peer-effect (network autoregressive) term that induces…

统计方法学 · 统计学 2026-03-02 Yong Wu , Shuyuan Wu , Xinwei Sun , Xuening Zhu

In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…

统计方法学 · 统计学 2025-08-05 Longwen Shang , Min Tsao , Xuekui Zhang

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…

统计理论 · 数学 2012-07-24 Stephen E. Fienberg , Alessandro Rinaldo

This article studies randomization inference for treatment effects in randomized controlled trials with attrition, where outcomes are observed for only a subset of units. We assume monotonicity in reporting behavior as in…

计量经济学 · 经济学 2026-03-30 Haoge Chang , Zeyang Yu

The extreme value index is a fundamental parameter in univariate Extreme Value Theory (EVT). It captures the tail behavior of a distribution and is central in the extrapolation beyond observed data. Among other semi-parametric methods (such…

统计理论 · 数学 2017-05-02 Clément Dombry , Ana Ferreira

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

统计理论 · 数学 2019-12-10 Niels Lundtorp Olsen

There is a growing literature on design-based methods to estimate average treatment effects for randomized controlled trials (RCTs) using the underpinnings of experiments. In this article, we build on these methods to consider design-based…

统计方法学 · 统计学 2024-01-17 Peter Z Schochet

In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…

应用统计 · 统计学 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Christophe Craeye , Luc Vandendorpe

We address the challenge of performing Targeted Maximum Likelihood Estimation (TMLE) after an initial Highly Adaptive Lasso (HAL) fit. Existing approaches that utilize the data-adaptive working model selected by HAL-such as the relaxed HAL…

统计方法学 · 统计学 2025-06-23 Yi Li , Sky Qiu , Zeyi Wang , Mark van der Laan

We study maximum likelihood estimation (MLE) in the generalized group orbit recovery model, where each observation is generated by applying a random group action and a known, fixed linear operator to an unknown signal, followed by additive…

统计理论 · 数学 2025-09-30 Sheng Xu , Anderson Ye Zhang , Amit Singer

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

统计理论 · 数学 2020-10-27 Zijun Gao , Yanjun Han

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

统计方法学 · 统计学 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

机器学习 · 计算机科学 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

机器学习 · 统计学 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

Estimating treatment effects is of great importance for many biomedical applications with observational data. Particularly, interpretability of the treatment effects is preferable for many biomedical researchers. In this paper, we first…

机器学习 · 统计学 2022-06-28 Kan Chen , Qishuo Yin , Qi Long

Evaluating treatments received by one population for application to a different target population of scientific interest is a central problem in causal inference from observational studies. We study the minimax linear estimator of the…

统计理论 · 数学 2021-03-01 David A. Hirshberg , Arian Maleki , Jose R. Zubizarreta

Treatment effect heterogeneity plays an important role in many areas of causal inference and within recent years, estimation of the conditional average treatment effect (CATE) has received much attention in the statistical community. While…

统计方法学 · 统计学 2024-12-17 Simon Christoffer Ziersen , Torben Martinussen

Objectives: Highly flexible nonparametric estimators have gained popularity in causal inference and epidemiology. Popular examples of such estimators include targeted maximum likelihood estimators (TMLE) and double machine learning (DML).…

统计方法学 · 统计学 2024-08-20 Hongxiang Qiu

Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT is substantially different from the target population.…

统计方法学 · 统计学 2023-01-11 Bénédicte Colnet , Julie Josse , Erwan Scornet , Gaël Varoquaux