arXiv Statistics ML
Aug 24

Double Machine Learning of Continuous Treatment Effects with Additive Instrumental Variables

The paper introduces a new framework for identifying average dose-response functions in the presence of unmeasured confounding by using instrumental variables. It defines a uniform regular weighting function and partitions the treatment space into open sets where local identification is possible. For estimation, the authors propose an augmented inverse probability weighted score within a debiased machine learning setting, along with practical guidance for constructing weighting functions, falsification tests for the additive IV condition, and asymptotic theory for kernel regression or empirical risk minimization estimators.

By Shuyuan Chen, Peng Zhang, Yifan Cui
arXiv Machine Learning
Jun 19

Variational Consensus Monte Carlo for Bayesian Mixture

arXiv:2606. 19643v1 Announce Type: cross Abstract: Motivated by the privacy, sensitivity and sharing limitations of health data, we present a comprehensive pipeline for inference of Bayesian mixture models within a federated learning setting, i.

By Julie Fendler, Francesca L. Crowe, Tom Marshall, Sylvia Richardson, Paul D. W. Kirk
arXiv Machine Learning
Jun 30

Gradient Boosted Mixed Models: Flexible Estimation of Mean and Variance Components for Clustered Data

arXiv:2511. 00217v2 Announce Type: replace-cross Abstract: We introduce Gradient Boosted Mixed Models (GBMixed), a framework which extends boosting to clustered data by jointly modeling the mean and variance components in a linear mixed model via likelihood-based gradients.

By Mitchell L. Prevett, Francis K. C. Hui, Zhi Yang Tho, A. H. Welsh, Anton H. Westveld