activity
20152026
most citedOn Robustness of Principal Component Regression

22 citations · 91 across the 29 of their papers we have counts for

collaborators

30 papers

stat.ME2026

Synthetic Nearest Neighbors: Extending Synthetic Controls for Matrix Completion with Missing Not at Random Data

Anish Agarwal, Munther Dahleh, Devavrat Shah +1

We develop a causal framework for matrix completion under missing not at random (MNAR) data. Drawing on synthetic controls from the econometric panel data literature, our approach…

stat.ME2026

Robust Matrix Estimation with Side Information

Anish Agarwal, Jungjun Choi, Ming Yuan

We introduce a flexible framework for high-dimensional matrix estimation to incorporate side information for both rows and columns. Existing approaches, such as inductive matrix co…

econ.EM2025

A Causal Inference Framework for Data Rich Environments

Alberto Abadie, Anish Agarwal, Devavrat Shah

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of mea…

stat.AP2024★ 1 cited

Personalized Predictions from Population Level Experiments: A Study on Alzheimer's Disease

Dennis Shen, Anish Agarwal, Vishal Misra +4

The purpose of this article is to infer patient level outcomes from population level randomized control trials (RCTs). In this pursuit, we utilize the recently proposed synthetic n…

cs.LG2024

Multi-Armed Bandits with Network Interference

Abhineet Agarwal, Anish Agarwal, Lorenzo Masoero +1

Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplac…

econ.EM2024★ 1 cited

Doubly Robust Inference in Causal Latent Factor Models

Alberto Abadie, Anish Agarwal, Raaz Dwivedi +1

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. Th…

econ.EM2023

Incentive-Aware Synthetic Control: Accurate Counterfactual Estimation via Incentivized Exploration

Daniel Ngo, Keegan Harris, Anish Agarwal +2

Synthetic control methods (SCMs) are a canonical approach used to estimate treatment effects from panel data in the internet economy. We shed light on a frequently overlooked but u…

cs.LG2023★ 1 cited

Adaptive Principal Component Regression with Applications to Panel Data

Anish Agarwal, Keegan Harris, Justin Whitehouse +1

Principal component regression (PCR) is a popular technique for fixed-design error-in-variables regression, a generalization of the linear regression setting in which the observed…

stat.ME2023★ 2 cited

Estimating the Value of Evidence-Based Decision Making

Alberto Abadie, Anish Agarwal, Guido Imbens +4

In an era of data abundance, statistical evidence is increasingly critical for business and policy decisions. Yet, organizations lack empirical tools to assess the value of evidenc…

stat.ME2023

Synthetic Combinations: A Causal Inference Framework for Combinatorial Interventions

Abhineet Agarwal, Anish Agarwal, Suhas Vijaykumar

Consider a setting where there are heterogeneous units and interventions. Our goal is to learn unit-specific potential outcomes for any combination of these interventio…

econ.EM2022

Strategyproof Decision-Making in Panel Data Settings and Beyond

Keegan Harris, Anish Agarwal, Chara Podimata +1

We consider the problem of decision-making using panel data, in which a decision-maker gets noisy, repeated measurements of multiple units (or agents). We consider a setup where th…

econ.EM2022

Network Synthetic Interventions: A Causal Framework for Panel Data Under Network Interference

Anish Agarwal, Sarah H. Cen, Devavrat Shah +1

We propose a generalization of the synthetic controls and synthetic interventions methodology to incorporate network interference. We consider the estimation of unit-specific poten…

econ.EM2022

Synthetic Blips: Generalizing Synthetic Controls for Dynamic Treatment Effects

Anish Agarwal, Sukjin Han, Dwaipayan Saha +2

We propose a generalization of the synthetic control methods to the setting with dynamic treatment effects, in which each unit receives multiple treatments sequentially, according…

cs.LG2022★ 3 cited

CausalSim: A Causal Framework for Unbiased Trace-Driven Simulation

Abdullah Alomar, Pouya Hamadanian, Arash Nasr-Esfahany +3

We present CausalSim, a causal framework for unbiased trace-driven simulation. Current trace-driven simulators assume that the interventions being simulated (e.g., a new algorithm)…

econ.EM2021★ 10 cited

Causal Matrix Completion

Anish Agarwal, Munther Dahleh, Devavrat Shah +1

Matrix completion is the study of recovering an underlying matrix from a sparse subset of noisy observations. Traditionally, it is assumed that the entries of the matrix are "missi…

econ.EM2021★ 1 cited

Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy

Anish Agarwal, Rahul Singh

The US Census Bureau will deliberately corrupt data sets derived from the 2020 US Census, enhancing the privacy of respondents while potentially reducing the precision of economic…

cs.LG2021★ 2 cited

PerSim: Data-Efficient Offline Reinforcement Learning with Heterogeneous Agents via Personalized Simulators

Anish Agarwal, Abdullah Alomar, Varkey Alumootil +4

We consider offline reinforcement learning (RL) with heterogeneous agents under severe data scarcity, i.e., we only observe a single historical trajectory for every agent under an…

stat.ME2020★ 6 cited

Causal Imputation via Synthetic Interventions

Chandler Squires, Dennis Shen, Anish Agarwal +2

Consider the problem of determining the effect of a compound on a specific cell type. To answer this question, researchers traditionally need to run an experiment applying the drug…

math.ST2020

On Model Identification and Out-of-Sample Prediction of Principal Component Regression: Applications to Synthetic Controls

Anish Agarwal, Devavrat Shah, Dennis Shen

We analyze principal component regression (PCR) in a high-dimensional error-in-variables setting with fixed design. Under suitable conditions, we show that PCR consistently identif…

cs.LG2020★ 4 cited

On Multivariate Singular Spectrum Analysis: Tensor and Matrix Variants

Anish Agarwal, Abdullah Alomar, Devavrat Shah

We introduce and analyze two extensions of Singular Spectrum Analysis (SSA) to the multivariate setting: a new variant of the well-known matrix-based method (mSSA), and a novel ten…

econ.EM2020★ 4 cited

Synthetic Interventions

Anish Agarwal, Devavrat Shah, Dennis Shen

The synthetic controls (SC) methodology is a prominent tool for policy evaluation in panel data applications. Researchers commonly justify the SC framework with a low-rank matrix f…

econ.EM2020★ 7 cited

Two Burning Questions on COVID-19: Did shutting down the economy help? Can we (partially) reopen the economy without risking the second wave?

Anish Agarwal, Abdullah Alomar, Arnab Sarker +3

As we reach the apex of the COVID-19 pandemic, the most pressing question facing us is: can we even partially reopen the economy without risking a second wave? We first need to und…

cs.LG2020

Augmented Q Imitation Learning (AQIL)

Xiao Lei Zhang, Anish Agarwal

The study of unsupervised learning can be generally divided into two categories: imitation learning and reinforcement learning. In imitation learning the machine learns by mimickin…

cs.GT2020★ 6 cited

Towards Data Auctions with Externalities

Anish Agarwal, Munther Dahleh, Thibaut Horel +1

The design of data markets has gained importance as firms increasingly use machine learning models fueled by externally acquired training data. A key consideration is the externali…