72 citations · 159 across the 25 of their papers we have counts for
6 papers · 1 filter
Sensitivity models and bounds under sequential unmeasured confounding in longitudinal studies
Zhiqiang Tan
Consider sensitivity analysis to assess the worst-case possible values of counterfactual outcome means and average treatment effects under sequential unmeasured confounding in a lo…
Tractable and Near-Optimal Adversarial Algorithms for Robust Estimation in Contaminated Gaussian Models
Ziyue Wang, Zhiqiang Tan
Consider the problem of simultaneous estimation of location and variance matrix under Huber's contaminated Gaussian model. First, we study minimum -divergence estimation at the…
On loss functions and regret bounds for multi-category classification
Zhiqiang Tan, Xinwei Zhang
We develop new approaches in multi-class settings for constructing proper scoring rules and hinge-like losses and establishing corresponding regret bounds with respect to the zero-…
Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data
Zhiqiang Tan
Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity…
Penalized Estimation in Additive Regression with High-Dimensional Data
Zhiqiang Tan, Cun-Hui Zhang
Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penal…
Improved minimax estimation of a multivariate normal mean under heteroscedasticity
Zhiqiang Tan
Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk…