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This paper proposes a confidence interval construction for heterogeneous treatment effects in the context of multi-stage experiments with $N$ samples and high-dimensional, $d$, confounders. Our focus is on the case of $d\gg N$, but the results obtained also apply to low-dimensional cases. We showcase that the bias of regularized estimation, unavoidable in high-dimensional covariate spaces, is mitigated with a simple double-robust score. In this way, no additional bias removal is necessary, and we obtain root-$N$ inference results while allowing multi-stage interdependency of the treatments and covariates. Memoryless property is also not assumed; treatment can possibly depend on all previous treatment assignments and all previous multi-stage confounders. Our results rely on certain sparsity assumptions of the underlying dependencies. We discover new product rate conditions necessary for robust inference with dynamic treatments.

Widespread application of insecticide remains the primary form of control for Chagas disease in Central America, despite only temporarily reducing domestic levels of the endemic vector Triatoma dimidiata and having little long-term impact. Recently, an approach emphasizing community feedback and housing improvements has been shown to yield lasting results. However, the additional resources and personnel required by such an intervention likely hinders its widespread adoption. One solution to this problem would be to target only a subset of houses in a community while still eliminating enough infestations to interrupt disease transfer. Here we develop a sequential sampling framework that adapts to information specific to a community as more houses are visited, thereby allowing us to efficiently find homes with domiciliary vectors while minimizing sampling bias. The method fits Bayesian geostatistical models to make spatially informed predictions, while gradually transitioning from prioritizing houses based on prediction uncertainty to targeting houses with a high risk of infestation. A key feature of the method is the use of a single exploration parameter, $\alpha$, to control the rate of transition between these two design targets. In a simulation study using empirical data from five villages in southeastern Guatemala, we test our method using a range of values for $\alpha$, and find it can consistently select fewer homes than random sampling, while still bringing the village infestation rate below a given threshold. We further find that when additional socioeconomic information is available, much larger savings are possible, but that meeting the target infestation rate is less consistent, particularly among the less exploratory strategies. Our results suggest new options for implementing long-term T. dimidiata control.

Causal mediation analysis concerns the pathways through which a treatment affects an outcome. While most of the mediation literature focuses on settings with a single mediator, a flourishing line of research has examined settings involving multiple mediators, under which path-specific effects (PSEs) are often of interest. We consider estimation of PSEs when the treatment effect operates through K(\geq1) causally ordered, possibly multivariate mediators. In this setting, the PSEs for many causal paths are not nonparametrically identified, and we focus on a set of PSEs that are identified under Pearl's nonparametric structural equation model. These PSEs are defined as contrasts between the expectations of 2^{K+1} potential outcomes and identified via what we call the generalized mediation functional (GMF). We introduce an array of regression-imputation, weighting, and "hybrid" estimators, and, in particular, two K+2-robust and locally semiparametric efficient estimators for the GMF. The latter estimators are well suited to the use of data-adaptive methods for estimating their nuisance functions. We establish the rate conditions required of the nuisance functions for semiparametric efficiency. We also discuss how our framework applies to several estimands that may be of particular interest in empirical applications. The proposed estimators are illustrated with a simulation study and an empirical example.

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select observations, the outcome is observed. I assume selection is as good as random conditional on treatment and a sufficiently rich set of observed covariates, where the covariates are allowed to cause treatment or be caused by treatment -- an extension of missingness-at-random (MAR). I propose estimators of means, increments, and distributions of counterfactual outcomes with closed form solutions in terms of kernel matrix operations, allowing treatment and covariates to be discrete or continuous, and low, high, or infinite dimensional. For the continuous treatment case, I prove uniform consistency with finite sample rates. For the discrete treatment case, I prove root-n consistency, Gaussian approximation, and semiparametric efficiency.

Inference on the extremal behaviour of spatial aggregates of precipitation is important for quantifying river flood risk. There are two classes of previous approach, with one failing to ensure self-consistency in inference across different regions of aggregation and the other imposing highly restrictive assumptions. To overcome these issues, we propose a model for high-resolution precipitation data, from which we can simulate realistic fields and explore the behaviour of spatial aggregates. Recent developments have seen spatial extensions of the Heffernan and Tawn (2004) model for conditional multivariate extremes, which can handle a wide range of dependence structures. Our contribution is twofold: extensions and improvements of this approach and its model inference for high-dimensional data; and a novel framework for deriving aggregates addressing edge effects and sub-regions without rain. We apply our modelling approach to gridded East-Anglia, UK precipitation data. Return-level curves for spatial aggregates over different regions of various sizes are estimated and shown to fit very well to the data.

The estimation of covariance matrices of multiple classes with limited training data is a difficult problem. The sample covariance matrix (SCM) is known to perform poorly when the number of variables is large compared to the available number of samples. In order to reduce the mean squared error (MSE) of the SCM, regularized (shrinkage) SCM estimators are often used. In this work, we consider regularized SCM (RSCM) estimators for multiclass problems that couple together two different target matrices for regularization: the pooled (average) SCM of the classes and the scaled identity matrix. Regularization toward the pooled SCM is beneficial when the population covariances are similar, whereas regularization toward the identity matrix guarantees that the estimators are positive definite. We derive the MSE optimal tuning parameters for the estimators as well as propose a method for their estimation under the assumption that the class populations follow (unspecified) elliptical distributions with finite fourth-order moments. The MSE performance of the proposed coupled RSCMs are evaluated with simulations and in a regularized discriminant analysis (RDA) classification set-up on real data. The results based on three different real data sets indicate comparable performance to cross-validation but with a significant speed-up in computation time.

In this paper we estimate the mean-variance portfolio in the high-dimensional case using the recent results from the theory of random matrices. We construct a linear shrinkage estimator which is distribution-free and is optimal in the sense of maximizing with probability $1$ the asymptotic out-of-sample expected utility, i.e., mean-variance objective function for different values of risk aversion coefficient which in particular leads to the maximization of the out-of-sample expected utility and to the minimization of the out-of-sample variance. One of the main features of our estimator is the inclusion of the estimation risk related to the sample mean vector into the high-dimensional portfolio optimization. The asymptotic properties of the new estimator are investigated when the number of assets $p$ and the sample size $n$ tend simultaneously to infinity such that $p/n \rightarrow c\in (0,+\infty)$. The results are obtained under weak assumptions imposed on the distribution of the asset returns, namely the existence of the $4+\varepsilon$ moments is only required. Thereafter we perform numerical and empirical studies where the small- and large-sample behavior of the derived estimator is investigated. The suggested estimator shows significant improvements over the existent approaches including the nonlinear shrinkage estimator and the three-fund portfolio rule, especially when the portfolio dimension is larger than the sample size. Moreover, it is robust to deviations from normality.

Precision medicine aims to tailor treatment decisions according to patients' characteristics. G-estimation and dynamic weighted ordinary least squares (dWOLS) are double robust statistical methods that can be used to identify optimal adaptive treatment strategies. They require both a model for the outcome and a model for the treatment and are consistent if at least one of these models is correctly specified. It is underappreciated that these methods additionally require modeling all existing treatment-confounder interactions to yield consistent estimators. Identifying partially adaptive treatment strategies that tailor treatments according to only a few covariates, ignoring some interactions, may be preferable in practice. It has been proposed to combine inverse probability weighting and G-estimation to address this issue, but we argue that the resulting estimator is not expected to be double robust. Building on G-estimation and dWOLS, we propose alternative estimators of partially adaptive strategies and demonstrate their double robustness. We investigate and compare the empirical performance of six estimators in a simulation study. As expected, estimators combining inverse probability weighting with either G-estimation or dWOLS are biased when the treatment model is incorrectly specified. The other estimators are unbiased if either the treatment or the outcome model are correctly specified and have similar standard errors. Using data maintained by the Centre des Maladies du Sein, the methods are illustrated to estimate a partially adaptive treatment strategy for tailoring hormonal therapy use in breast cancer patients according to their estrogen receptor status and body mass index. R software implementing our estimators is provided.

In problems with large amounts of missing data one must model two distinct data generating processes: the outcome process which generates the response and the missing data mechanism which determines the data we observe. Under the ignorability condition of Rubin (1976), however, likelihood-based inference for the outcome process does not depend on the missing data mechanism so that only the former needs to be estimated; partially because of this simplification, ignorability is often used as a baseline assumption. We study the implications of Bayesian ignorability in the presence of high-dimensional nuisance parameters and argue that ignorability is typically incompatible with sensible prior beliefs about the amount of selection bias. We show that, for many problems, ignorability directly implies that the prior on the selection bias is tightly concentrated around zero. This is demonstrated on several models of practical interest, and the effect of ignorability on the posterior distribution is characterized for high-dimensional linear models with a ridge regression prior. We then show both how to build high-dimensional models which encode sensible beliefs about the selection bias and also show that under certain narrow circumstances ignorability is less problematic.

Image segmentation is the process of partitioning the image into significant regions easier to analyze. Nowadays, segmentation has become a necessity in many practical medical imaging methods as locating tumors and diseases. Hidden Markov Random Field model is one of several techniques used in image segmentation. It provides an elegant way to model the segmentation process. This modeling leads to the minimization of an objective function. Conjugate Gradient algorithm (CG) is one of the best known optimization techniques. This paper proposes the use of the Conjugate Gradient algorithm (CG) for image segmentation, based on the Hidden Markov Random Field. Since derivatives are not available for this expression, finite differences are used in the CG algorithm to approximate the first derivative. The approach is evaluated using a number of publicly available images, where ground truth is known. The Dice Coefficient is used as an objective criterion to measure the quality of segmentation. The results show that the proposed CG approach compares favorably with other variants of Hidden Markov Random Field segmentation algorithms.