Standard Monte Carlo computation is widely known to exhibit a canonical square-root convergence speed in terms of sample size. Two recent techniques, one based on control variate and one on importance sampling, both derived from an integration of reproducing kernels and Stein's identity, have been proposed to reduce the error in Monte Carlo computation to supercanonical convergence. This paper presents a more general framework to encompass both techniques that is especially beneficial when the sample generator is biased and noise-corrupted. We show our general estimator, which we call the doubly robust Stein-kernelized estimator, outperforms both existing methods in terms of MSE rates across different scenarios. We also demonstrate the superior performance of our method via numerical examples.
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This paper addresses the following question: given a sample of i.i.d. random variables with finite variance, can one construct an estimator of the unknown mean that performs nearly as well as if the data were normally distributed? One of the most popular examples achieving this goal is the median of means estimator. However, it is inefficient in a sense that the constants in the resulting bounds are suboptimal. We show that a permutation-invariant modification of the median of means estimator admits deviation guarantees that are sharp up to $1+o(1)$ factor if the underlying distribution possesses more than $\frac{3+\sqrt{5}}{2}\approx 2.62$ moments and is absolutely continuous with respect to the Lebesgue measure. This result yields potential improvements for a variety of algorithms that rely on the median of means estimator as a building block. At the core of our argument is are the new deviation inequalities for the U-statistics of order that is allowed to grow with the sample size, a result that could be of independent interest.
In this note, we prove that the following function space with absolutely convergent Fourier series \[ F_d:=\left\{ f\in L^2([0,1)^d)\:\middle| \: \|f\|:=\sum_{\boldsymbol{k}\in \mathbb{Z}^d}|\hat{f}(\boldsymbol{k})| \max\left(1,\min_{j\in \mathrm{supp}(\boldsymbol{k})}\log |k_j|\right) <\infty \right\}\] with $\hat{f}(\boldsymbol{k})$ being the $\boldsymbol{k}$-th Fourier coefficient of $f$ and $\mathrm{supp}(\boldsymbol{k}):=\{j\in \{1,\ldots,d\}\mid k_j\neq 0\}$ is polynomially tractable for multivariate integration in the worst-case setting. Here polynomial tractability means that the minimum number of function evaluations required to make the worst-case error less than or equal to a tolerance $\varepsilon$ grows only polynomially with respect to $\varepsilon^{-1}$ and $d$. It is important to remark that the function space $F_d$ is unweighted, that is, all variables contribute equally to the norm of functions. Our tractability result is in contrast to those for most of the unweighted integration problems studied in the literature, in which polynomial tractability does not hold and the problem suffers from the curse of dimensionality. Our proof is constructive in the sense that we provide an explicit quasi-Monte Carlo rule that attains a desired worst-case error bound.
Causal inference on populations embedded in social networks poses technical challenges, since the typical no interference assumption may no longer hold. For instance, in the context of social research, the outcome of a study unit will likely be affected by an intervention or treatment received by close neighbors. While inverse probability-of-treatment weighted (IPW) estimators have been developed for this setting, they are often highly inefficient. In this work, we assume that the network is a union of disjoint components and propose doubly robust (DR) estimators combining models for treatment and outcome that are consistent and asymptotically normal if either model is correctly specified. We present empirical results that illustrate the DR property and the efficiency gain of DR over IPW estimators when both the outcome and treatment models are correctly specified. Simulations are conducted for networks with equal and unequal component sizes and outcome data with and without a multilevel structure. We apply these methods in an illustrative analysis using the Add Health network, examining the impact of maternal college education on adolescent school performance, both direct and indirect.
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 in two steps. We first specify the maximal degree to which the distribution of unobserved potential outcomes may deviate from that of observed outcomes. We then derive sharp bounds on the average treatment effects under this assumption. Our framework encompasses the popular marginal sensitivity model as a special case, and we demonstrate how the proposed methodology can address a primary challenge of the marginal sensitivity model that it produces uninformative results when unobserved confounders substantially affect treatment and outcome. Specifically, we develop an alternative sensitivity model, called the distributional sensitivity model, under the assumption that heterogeneity of treatment effect due to unobserved variables is relatively small. Unlike the marginal sensitivity model, the distributional sensitivity model allows for potential lack of overlap and often produces informative bounds even when unobserved variables substantially affect both treatment and outcome. Finally, we show how to extend the distributional sensitivity model to difference-in-differences designs and settings with instrumental variables. Through simulation and empirical studies, we demonstrate the applicability of the proposed methodology.
In the Colored Clustering problem, one is asked to cluster edge-colored (hyper-)graphs whose colors represent interaction types. More specifically, the goal is to select as many edges as possible without choosing two edges that share an endpoint and are colored differently. Equivalently, the goal can also be described as assigning colors to the vertices in a way that fits the edge-coloring as well as possible. As this problem is NP-hard, we build on previous work by studying its parameterized complexity. We give a $2^{\mathcal O(k)} \cdot n^{\mathcal O(1)}$-time algorithm where $k$ is the number of edges to be selected and $n$ the number of vertices. We also prove the existence of a problem kernel of size $\mathcal O(k^{5/2} )$, resolving an open problem posed in the literature. We consider parameters that are smaller than $k$, the number of edges to be selected, and $r$, the number of edges that can be deleted. Such smaller parameters are obtained by considering the difference between $k$ or $r$ and some lower bound on these values. We give both algorithms and lower bounds for Colored Clustering with such parameterizations. Finally, we settle the parameterized complexity of Colored Clustering with respect to structural graph parameters by showing that it is $W[1]$-hard with respect to both vertex cover number and tree-cut width, but fixed-parameter tractable with respect to slim tree-cut width.
In this work, we analyze the residual-based a posteriori error estimation of the multi-scale cancer invasion model, which is a system of three non-stationary reaction-diffusion equations. We present the numerical results of a study on a posteriori error control strategies for FEM approximations of the model. In this paper, we derive a residual type error estimator for the cancer invasion model and illustrate its practical performance on a series of computational tests in three-dimensional spaces. We show that the error estimator is reliable and efficient with respect to the small perturbation parameters in the model.
The problem of generalization and transportation of treatment effect estimates from a study sample to a target population is central to empirical research and statistical methodology. In both randomized experiments and observational studies, weighting methods are often used with this objective. Traditional methods construct the weights by separately modeling the treatment assignment and study selection probabilities and then multiplying functions (e.g., inverses) of their estimates. In this work, we provide a justification and an implementation for weighting in a single step. We show a formal connection between this one-step method and inverse probability and inverse odds weighting. We demonstrate that the resulting estimator for the target average treatment effect is consistent, asymptotically Normal, multiply robust, and semiparametrically efficient. We evaluate the performance of the one-step estimator in a simulation study. We illustrate its use in a case study on the effects of physician racial diversity on preventive healthcare utilization among Black men in California. We provide R code implementing the methodology.
When estimating causal effects, it is important to assess external validity, i.e., determine how useful a given study is to inform a practical question for a specific target population. One challenge is that the covariate distribution in the population underlying a study may be different from that in the target population. If some covariates are effect modifiers, the average treatment effect (ATE) may not generalize to the target population. To tackle this problem, we propose new methods to generalize or transport the ATE from a source population to a target population, in the case where the source and target populations have different sets of covariates. When the ATE in the target population is identified, we propose new doubly robust estimators and establish their rates of convergence and limiting distributions. Under regularity conditions, the doubly robust estimators provably achieve the efficiency bound and are locally asymptotic minimax optimal. A sensitivity analysis is provided when the identification assumptions fail. Simulation studies show the advantages of the proposed doubly robust estimator over simple plug-in estimators. Importantly, we also provide minimax lower bounds and higher-order estimators of the target functionals. The proposed methods are applied in transporting causal effects of dietary intake on adverse pregnancy outcomes from an observational study to the whole U.S. female population.
This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of stochastic systems affected by external manipulation (interventions). This thesis contributes to the research areas concerning the estimation of causal effects, causal structure learning, and distributionally robust (out-of-distribution generalizing) prediction methods. We present novel and consistent linear and non-linear causal effects estimators in instrumental variable settings that employ data-dependent mean squared prediction error regularization. Our proposed estimators show, in certain settings, mean squared error improvements compared to both canonical and state-of-the-art estimators. We show that recent research on distributionally robust prediction methods has connections to well-studied estimators from econometrics. This connection leads us to prove that general K-class estimators possess distributional robustness properties. We, furthermore, propose a general framework for distributional robustness with respect to intervention-induced distributions. In this framework, we derive sufficient conditions for the identifiability of distributionally robust prediction methods and present impossibility results that show the necessity of several of these conditions. We present a new structure learning method applicable in additive noise models with directed trees as causal graphs. We prove consistency in a vanishing identifiability setup and provide a method for testing substructure hypotheses with asymptotic family-wise error control that remains valid post-selection. Finally, we present heuristic ideas for learning summary graphs of nonlinear time-series models.
Federated Learning (FL) is a decentralized machine-learning paradigm, in which a global server iteratively averages the model parameters of local users without accessing their data. User heterogeneity has imposed significant challenges to FL, which can incur drifted global models that are slow to converge. Knowledge Distillation has recently emerged to tackle this issue, by refining the server model using aggregated knowledge from heterogeneous users, other than directly averaging their model parameters. This approach, however, depends on a proxy dataset, making it impractical unless such a prerequisite is satisfied. Moreover, the ensemble knowledge is not fully utilized to guide local model learning, which may in turn affect the quality of the aggregated model. Inspired by the prior art, we propose a data-free knowledge distillation} approach to address heterogeneous FL, where the server learns a lightweight generator to ensemble user information in a data-free manner, which is then broadcasted to users, regulating local training using the learned knowledge as an inductive bias. Empirical studies powered by theoretical implications show that, our approach facilitates FL with better generalization performance using fewer communication rounds, compared with the state-of-the-art.
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