Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals

T Fissler, R Frongillo, J Hlavinová, B Rudloff - 2021 - projecteuclid.org
We introduce a theoretical framework of elicitability and identifiability of set-valued
functionals, such as quantiles, prediction intervals, and systemic risk measures. A functional …

Causal identification for continuous-time stochastic processes

J Sun, FW Crawford - arXiv preprint arXiv:2211.15934, 2022 - arxiv.org
Many real-world processes are trajectories that may be regarded as continuous-time"
functional data". Examples include patients' biomarker concentrations, environmental …

[HTML][HTML] Population interference in panel experiments

K Han, G Basse, I Bojinov - Journal of Econometrics, 2024 - Elsevier
The phenomenon of population interference, where a treatment assigned to one
experimental unit affects another experimental unit's outcome, has received considerable …

[图书][B] Estimation and Testing Methods for Causal Inference with Interference

W Han - 2023 - search.proquest.com
Causal inference is one of the core areas of research in modern data science that allows
researchers to determine whether a specific intervention or treatment has an effect on an …

Novel Methods for Identification and Inference in Public Health

J Sun - 2023 - search.proquest.com
This dissertation consists of three essays, each one tackling issues related to"
identification''in the statistical methods used in public health research. In the context of …

System Design for Digital Experimentation and Explanation Generation

E Tosch - 2020 - scholarworks.umass.edu
Experimentation increasingly drives everyday decisions in modern life, as it is considered by
some to be the gold standard for determining cause and effect within any system. Digital …