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math.ST2024
A Trek Rule for the Lyapunov Equation
Niels Richard Hansen
The Lyapunov equation is a linear matrix equation characterizing the cross-sectional steady-state covariance matrix of a Gaussian Markov process. We show a new version of the trek…
math.ST2024
Substitute adjustment via recovery of latent variables
Jeffrey Adams, Niels Richard Hansen
The deconfounder was proposed as a method for estimating causal parameters in a context with multiple causes and unobserved confounding. It is based on recovery of a latent variabl…
math.ST2024
Efficient adjustment for complex covariates: Gaining efficiency with DOPE
Alexander Mangulad Christgau, Anton Rask Lundborg, Niels Richard Hansen
Covariate adjustment is a ubiquitous method used to estimate the average treatment effect (ATE) from observational data. Assuming a known graphical structure of the data generating…