报告简介 Abstract
In clinical trials and causal inference, it is often critical to balance treatment allocation over influential covariates. In big data era, the number of covariates is usually very large, among which only a small fraction of them are influential to the response variable, due to sparsity. However, existed studies assume that all influential covariates are known, fixed and given. In this talk, we propose a procedure that can select the influential covariates from a diverging number of candidates and keep the allocation balanced among the important covariates, simultaneously. Under mild regulatory conditions, we show that the proposed procedure can pick out important covariates and balance treatment allocation among the important covariates consistently. Further, balancing treatment allocation can help the selection of important covariate, while picking out important covariates can help the randomization more efficient. Numerical studies support our theoretical discoveries for the proposed procedure. We also apply our method on a virtual re-design dataset of advertising vehicle choosing and show the advantages of the proposed procedure.
嘉宾简介 About the Speaker
尹建鑫,中国人民大学副教授,2009年在北京大学获得博士学位。2009年至2011年在美国宾夕法尼亚大学医学院生物统计系做博士后研究。2011年起在中国人民大学统计学院历任讲师、副教授。从事高维变量选择、图模型估计、结构学习算法、生物医学数据分析、文本数据非结构化建模等方面的研究。
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