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Berry–Esseen bounds for design-based causal inference with possibly diverging treatment levels and varying group sizes

处理水平可能增长且组规模不等时设计型因果推断的 Berry–Esseen 界

Neyman (1923/1990) introduced the randomization model, which contains the notation of potential outcomes to define causal effects and a framework for large-sample inference based on the design of the experiment. However, the existing theory for this framework is far from complete, especially when the number of treatment levels diverges and the treatment group sizes vary. We provide a unified discussion of statistical inference under the randomization model with general…

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Forward selection and post-selection inference in factorial designs

析因设计中的前向选择与选择后推断

Ever since the seminal work of R. A. Fisher and F. Yates, factorial designs have been an important experimental tool to simultaneously estimate the effects of multiple treatment factors. In factorial designs, the number of treatment combinations grows exponentially with the number of treatment factors, which motivates the forward selection strategy based on the sparsity, hierarchy and heredity principles for factorial effects. Although this strategy is intuitive and has been…

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Sparse SIR: Optimal rates and adaptive estimation

稀疏切片逆回归:最优收敛率与自适应估计

Sliced inverse regression (SIR) is an innovative and effective method for sufficient dimension reduction and data visualization. Recently, an impressive range of penalized SIR methods has been proposed to estimate the central subspace in a sparse fashion. Nonetheless, few of them considered the sparse sufficient dimension reduction from a decision-theoretic point of view. To address this issue, we in this paper establish the minimax rates of convergence for estimating the…

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