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作者：Singh, R.; Xu, L.; Gretton, A.
作者单位：Massachusetts Institute of Technology (MIT); University of London; University College London
摘要：We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous and incremental response curves. The treatment and covariates may be discrete or continuous in general spaces. Because of a decomposition property specific to the reproducing kernel Hilbert space, our estimators have simple closed-form solutions. We prove uniform consistency with finite sample rates via an original analysis of generalized kernel ridge regression. We extend our ...
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作者：Bing, Xin; Wegkamp, Marten
作者单位：University of Toronto; Cornell University
摘要：This paper considers binary classification of high-dimensional features under a postulated model with a low-dimensional latent Gaussian mixture structure and nonvanishing noise. A generalized least-squares estimator is used to estimate the direction of the optimal separating hyperplane. The estimated hyperplane is shown to interpolate on the training data. While the direction vector can be consistently estimated, as could be expected from recent results in linear regression, a naive plug-in es...
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作者：Fan, Yixuan; Jiao, Zhanyi; Wang, Ruodu
作者单位：Tianjin University; Illinois State University; University of Waterloo
摘要：We address the problem of testing the conditional mean and conditional variance for nonstationary data. We build e-values and p-values for four types of nonparametric composite hypothesis with specified mean and variance as well as other conditions on the shape of the data-generating distribution. These shape conditions include symmetry, unimodality and their combination. Using the obtained e-values and p-values, we construct tests via e-processes, also known as testing by betting, as well as ...
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作者：Huang, Melody; Pimentel, Samuel D.
作者单位：Yale University; University of California System; University of California Berkeley
摘要：Weighting methods are popular tools for estimating causal effects, and assessing their robustness under unobserved confounding is important in practice. Current approaches to sensitivity analyses rely on bounding a worst-case error from omitting a confounder. In this paper, we introduce a new sensitivity model called the variance-based sensitivity model, which instead bounds the distributional differences that arise in the weights from omitting a confounder. The variance-based sensitivity mode...
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作者：Dette, H.; Kroll, M.
作者单位：Ruhr University Bochum
摘要：We prove that an m-out-of-n bootstrap procedure for Chatterjee's rank correlation is consistent whenever asymptotic normality of Chatterjee's rank correlation can be established. In particular, we prove that m-out-of-n bootstrap works for continuous as well as discrete data with independent coordinates; furthermore, simulations indicate that it also performs well for discrete data with dependent coordinates, and that it outperforms alternative estimation methods. Consistency of the bootstrap i...
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作者：Bao, Yajie; Huo, Yuyang; Ren, Haojie; Zou, Changliang
作者单位：Shanghai Jiao Tong University; Nankai University
摘要：Conformal inference is a popular tool for constructing prediction intervals. We consider here the scenario of post-selection/selective conformal inference, that is, prediction intervals are reported only for individuals selected from unlabelled test data. To account for multiplicity, we develop a general split conformal framework to construct selective prediction intervals with the false coverage-statement rate control. We first investigate the false coverage rate-adjusted method of in the pre...
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作者：Dimitriadis, Timo; Fissler, Tobias; Ziegel, Johanna
作者单位：Ruprecht Karls University Heidelberg; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Bern
摘要：We characterize the full classes of M-estimators for semiparametric models of general functionals by formally connecting the theory of consistent loss functions from forecast evaluation with the theory of M-estimation. This novel characterization result allows us to leverage existing results on loss functions known from the literature on forecast evaluation in estimation theory. We exemplify advantageous implications for the fields of robust, efficient, equivariant and Pareto-optimal M-estimat...
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作者：Jin, Ying; Rothenhaeusler, Dominik
作者单位：Stanford University
摘要：Parameters of subpopulations can be more relevant than those of superpopulations. For example, a healthcare provider may be interested in the effect of a treatment plan for a specific subset of their patients; policymakers may be concerned with the impact of a policy in a particular state within a given population. In these cases, the focus is on a specific finite population, as opposed to an infinite superpopulation. Such a population can be characterized by fixing some attributes that are in...
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作者：Zhang, Yao; Zhao, Qingyuan
作者单位：Stanford University; University of Cambridge
摘要：We consider the problem of constructing multiple independent conditional randomization tests using a single dataset. Because the tests are independent, the randomization p-values can be interpreted individually and combined using standard methods for multiple testing. We give a simple, sequential construction of such tests and then discuss its application to three problems: Rosenbaum's evidence factors for observational studies, lagged treatment effects in stepped-wedge trials, and spillover e...
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作者：Aue, Alexander; Kirch, Claudia
作者单位：University of California System; University of California Davis; Otto von Guericke University
摘要：Quality control charts aim at raising an alarm as soon as sequentially obtained observations of an underlying random process no longer seem to be within stochastic fluctuations prescribed by an in-control scenario. Such random processes can often be modelled using the concept of stationarity, or even independence as in most classical works. An important out-of-control scenario is the changepoint alternative, for which the distribution of the process changes at an unknown point in time. In his ...
