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math.ST2024
Prediction Aided by Surrogate Training
Eric Xia, Martin J. Wainwright
We study a class of prediction problems in which relatively few observations have associated responses, but all observations include both standard covariates as well as additional…
math.ST2024
Instrumental variables: A non-asymptotic viewpoint
Eric Xia, Martin J. Wainwright, Whitney Newey
We provide a non-asymptotic analysis of the linear instrumental variable estimator allowing for the presence of exogeneous covariates. In addition, we introduce a novel measure of…
math.ST2024
Entrywise Inference for Missing Panel Data: A Simple and Instance-Optimal Approach
Yuling Yan, Martin J. Wainwright
Longitudinal or panel data can be represented as a matrix with rows indexed by units and columns indexed by time. We consider inferential questions associated with the missing data…