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20052024
most citedEstimating high-dimensional intervention effects from observational data

329 citations · 1.2k across the 27 of their papers we have counts for

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11 papers · 1 filter

math.ST2020★ 27 cited

On efficient adjustment in causal graphs

Janine Witte, Leonard Henckel, Marloes H. Maathuis +1

We consider estimation of a total causal effect from observational data via covariate adjustment. Ideally, adjustment sets are selected based on a given causal graph, reflecting kn…

math.ST2019★ 62 cited

Graphical Criteria for Efficient Total Effect Estimation via Adjustment in Causal Linear Models

Leonard Henckel, Emilija Perković, Marloes H. Maathuis

Covariate adjustment is a commonly used method for total causal effect estimation. In recent years, graphical criteria have been developed to identify all valid adjustment sets, th…

math.ST2017★ 23 cited

Interpreting and using CPDAGs with background knowledge

Emilija Perković, Markus Kalisch, Maloes H. Maathuis

We develop terminology and methods for working with maximally oriented partially directed acyclic graphs (maximal PDAGs). Maximal PDAGs arise from imposing restrictions on a Markov…

math.ST2016★ 32 cited

Complete Graphical Characterization and Construction of Adjustment Sets in Markov Equivalence Classes of Ancestral Graphs

Emilija Perković, Johannes Textor, Markus Kalisch +1

We present a graphical criterion for covariate adjustment that is sound and complete for four different classes of causal graphical models: directed acyclic graphs (DAGs), maximum…

math.ST2015★ 36 cited

A Complete Generalized Adjustment Criterion

Emilija Perković, Johannes Textor, Markus Kalisch +1

Covariate adjustment is a widely used approach to estimate total causal effects from observational data. Several graphical criteria have been developed in recent years to identify…

math.ST2015

High-dimensional consistency in score-based and hybrid structure learning

Preetam Nandy, Alain Hauser, Marloes H. Maathuis

Main approaches for learning Bayesian networks can be classified as constraint-based, score-based or hybrid methods. Although high-dimensional consistency results are available for…

math.ST2014★ 8 cited

Quantifying identifiability in independent component analysis

Alexander Sokol, Marloes H. Maathuis, Benjamin Falkeborg

We are interested in consistent estimation of the mixing matrix in the ICA model, when the error distribution is close to (but different from) Gaussian. In particular, we consider…

math.ST2011★ 43 cited

Asymptotic optimality of the Westfall--Young permutation procedure for multiple testing under dependence

Nicolai Meinshausen, Marloes H. Maathuis, Peter Bühlmann

Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics,…

math.ST2006★ 35 cited

Current status data with competing risks: Limiting distribution of the MLE

Piet Groeneboom, Marloes H. Maathuis, Jon A. Wellner

We study nonparametric estimation for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estimator (MLE), and for comparison we…

math.ST2006★ 70 cited

Current status data with competing risks: Consistency and rates of Convergence of the MLE

Piet Groeneboom, Marloes H. Maathuis, Jon A. Wellner

We study nonparametric estimation of the sub-distribution functions for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estim…

math.ST2005★ 11 cited

Inconsistency of the MLE for the joint distribution of interval censored survival times and continuous marks

Marloes H. Maathuis, Jon A. Wellner

This paper considers the nonparametric maximum likelihood estimator (MLE) for the joint distribution function of an interval censored survival time and a continuous mark variable.…