Gaussianized Design Optimization for Covariate Balance in Randomized Experiments

This paper presents Gaussianized Design Optimization, a novel framework for optimally balancing covariates in experimental design.

November 2024 · Wenxuan Guo, Tengyuan Liang, Panos Toulis

A Convexified Matching Approach to Imputation and Individualized Inference

We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport.

July 2024 · YoonHaeng Hur, Tengyuan Liang

Learning When the Concept Shifts: Confounding, Invariance, and Dimension Reduction

Confounding can obfuscate the definition of the best prediction model (concept shift) and shift covariates to domains yet unseen (covariate shift). Therefore, a model maximizing prediction accuracy in the source environment could suffer a significant accuracy drop in the target environment. We propose a new domain adaptation method for observational data in the presence of confounding, and characterize the the stability and predictability tradeoff leveraging a structural causal model.

June 2024 · Kulunu Dharmakeerthi, YoonHaeng Hur, Tengyuan Liang

Randomization Inference When N Equals One

A statistical theory for N-of-1 experiments, where a unit serves as its own control and treatment in rapid interleaving time windows.

October 2023 · Tengyuan Liang, Benjamin Recht

Detecting Weak Distribution Shifts via Displacement Interpolation

Detecting weak, systematic distribution shifts and quantitatively modeling individual, heterogeneous responses to policies or incentives have found increasing empirical applications in social and economic sciences. We propose a model for weak distribution shifts via displacement interpolation, drawing from the optimal transport theory.

May 2023 · YoonHaeng Hur, Tengyuan Liang

Blessings and Curses of Covariate Shifts: Adversarial Learning Dynamics, Directional Convergence, and Equilibria

Blessings and curses of covariate shifts, directional convergece, and the connection to experimental design.

December 2022 · Tengyuan Liang

Universal Prediction Band via Semi-Definite Programming

This paper proposes a computationally efficient method to construct nonparametric, heteroscedastic prediction bands for uncertainty quantification.

March 2021 · Tengyuan Liang

Deep Neural Networks for Estimation and Inference

Can deep neural networks with standard archtectures estimate treatment effects and perform downstream uncertainty quantification tasks?

September 2018 · Max H. Farrell, Tengyuan Liang, Sanjog Misra