arXiv Statistics ML

Bentkus-type asymptotic e-values

arXiv Machine Learning
Sep 23

Conditional Distributional Treatment Effects: Doubly Robust Estimation and Testing

The paper introduces a new estimand for conditional distributional treatment effects that captures how treatments influence the entire outcome distribution, including variance and tail risks, in a covariate-dependent manner. It presents a doubly robust estimator that is minimax optimal locally and uses it to construct a test for global homogeneity of conditional potential outcome distributions. The test accommodates discrepancies beyond the maximum mean discrepancy, guarantees valid type‑1 error, is consistent against fixed alternatives, and includes a computationally efficient, permutation‑free algorithm with exact closed‑form expressions for two natural discrepancies.

By Saksham Jain, Alex Luedtke
arXiv Machine Learning
Jun 2

Near-Optimal Private Tests for Simple and MLR Hypotheses

arXiv:2601. 21959v2 Announce Type: replace-cross Abstract: We develop a near-optimal testing procedure under the framework of Gaussian differential privacy for simple as well as one- and two-sided tests under monotone likelihood ratio conditions.

By Yu-Wei Chen, Raghu Pasupathy, Jordan Awan
arXiv Statistics ML
Sep 25

Confidence Horizons

The paper introduces "confidence horizons", a new class of statistical tools that provide sharper large‑sample anytime‑valid inference when a finite time horizon is imposed. These objects function as large‑sample confidence sequences limited to a bounded number of interim looks, analogous to group sequential repeated confidence intervals. The authors connect confidence horizons to classic group sequential boundaries (Pocock, O’Brien–Fleming, Wang–Tsiatis), derive closed‑form distribution functions for certain statistics, and demonstrate their application to treatment effect estimation in sequentially randomized experiments with adaptive Neyman allocation.

By Chase Mathis, Ian Waudby-Smith