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Stochastics and Statistics Seminar Lihua Lei, Stanford University

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Stochastics and Statistics Seminar Giles Hooker, Wharton School - UPenn

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Model-agnostic covariate-assisted inference on partially identified causal effects

Lihua Lei, Stanford University
E18-304

Abstract: Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper partial identification bounds; however, unless the covariates are discrete with relatively small support, this approach typically requires consistent estimation of the conditional distributions of the potential outcomes given the covariates. Thus, existing approaches may fail under model misspecification or if consistency assumptions are violated. In this study, we propose a unified and model-agnostic inferential approach…

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Trees and V’s: Inference for Ensemble Models

Giles Hooker, Wharton School - UPenn
E18-304

Abstract: This talk discusses uncertainty quantification and inference using ensemble methods. Recent theoretical developments inspired by random forests have cast bagging-type methods as U-statistics when bootstrap samples are replaced by subsamples, resulting in a central limit theorem and hence the potential for inference. However, to carry this out requires estimating a variance for which all proposed estimators exhibit substantial upward bias. In this talk, we convert subsamples without replacement to subsamples with replacement resulting in V-statistics for which we prove…

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