Stefan Wager -- Research (original) (raw)
Software
Most of the research described below is accompanied by open-source software, available from GitHub. In particular, the R package grf provides tools for statistical estimation with forests, and implements regression, quantile, causal, and instrumental variables forests, along with doubly robust estimators of various causal targets.
Book
Wager, Stefan.**Causal Inference: A Statistical Learning Approach.**[draft]
Preprints
Ghosh, Aditya, Guido Imbens, and Stefan Wager.**PLRD: Partially Linear Regression Discontinuity Inference.**[arxiv]
Hu, Yuchen and Stefan Wager.**Switchback Experiments under Geometric Mixing.**[arxiv]
Lei, Lihua, Roshni Sahoo, and Stefan Wager.**Policy Learning under Biased Sample Selection.**[arxiv]
Li, Shuangning and Stefan Wager.**Network Interference in Micro-Randomized Trials.**[arxiv]
Li, Shuangning, Ramesh Johari, X. Kuang and Stefan Wager.**Experimenting under Stochastic Congestion.**[arxiv,EC abstract]
Mehrabi, Mohammad, Ömer Karaduman and Stefan Wager.**Optimal Mechanisms for Demand Response: An Indifference Set Approach.**[arxiv]
Mehrabi, Mohammad and Stefan Wager.**Off-Policy Evaluation in Markov Decision Processes under Weak Distributional Overlap.**[arxiv]
Sahoo, Roshni, Lihua Lei, and Stefan Wager.**Learning from a Biased Sample.**[arxiv]
Sun, Hao, Evan Munro, Georgy Kalashnov, Shuyang Du, and Stefan Wager.**Treatment Allocation under Uncertain Costs.**[arxiv]
Forthcoming
Eckles, Dean, Nikolaos Ignatiadis, Stefan Wager, and Han Wu.Noise-Induced Randomization in Regression Discontinuity Designs. Biometrika, forthcoming. [arxiv]
Munro, Evan, X. Kuang and Stefan Wager.Treatment Effects in Market Equilibrium. American Economic Review, forthcoming. [arxiv,replication]
Sahoo, Roshni and Stefan Wager.Policy Learning with Competing Agents. Operations Research, forthcoming. [arxiv]
Sverdrup, Erik, Maria Petukhova, and Stefan Wager.Estimating Treatment Effect Heterogeneity in Psychiatry: A Review and Tutorial with Causal Forests. International Journal of Methods in Psychiatric Research, forthcoming. [arxiv]
Sverdrup, Erik, Han Wu, Susan Athey, Stefan Wager.Qini Curves for Multi-Armed Treatment Rules. Journal of Computational and Graphical Statistics, forthcoming. [paper,arxiv,software]
Wager, Stefan.Sequential Validation of Treatment Heterogeneity: Comment on a paper by Chernozhukov, Demirer, Duflo and Fernández-Val. Econometrica, forthcoming. [arxiv,tutorial]
Yadlowsky, Steve, Scott Fleming, Nigam Shah, Emma Brunskill and Stefan Wager.Evaluating Treatment Prioritization Rules via Rank-Weighted Average Treatment Effects. Journal of the American Statistical Association, forthcoming. [paper,arxiv,tutorial]
2024
Hu, Yuchen, Henry Zhu, Emma Brunskill, and Stefan Wager.Minimax-Regret Sample Selection in Randomized Experiments. Proceedings of the ACM Conference on Economics and Computation (EC), 2024. [paper,arxiv]
Kuang, X. and Stefan Wager.Weak Signal Asymptotics for Sequentially Randomized Experiments. Management Science, 70(10), 2024. [paper,arxiv]
Ross, Eric, Robert Bossarte, [...], Erik Sverdrup, Stefan Wager, and Ronald Kessler.Estimated Average Treatment Effect of Psychiatric Hospitalization in Patients With Suicidal Behaviors: A Precision Treatment Analysis.JAMA Psychiatry, 81(2), 2024. [paper]
2023
Cui, Yifan, Michael Kosorok, Erik Sverdrup, Stefan Wager, and Ruoqing Zhu.Estimating Heterogeneous Treatment Effects with Right-Censored Data via Causal Survival Forests. Journal of the Royal Statistical Society: Series B, 85(2), 2023. [paper,arxiv,replication]
Hu, Yuchen and Stefan Wager.Off-Policy Evaluation in Partially Observed Markov Decision Processes under Sequential Ignorability. Annals of Statistics, 51(4), 2023. [paper,arxiv]
Wu, Xiao, Erik Sverdrup, Michael Mastrandrea, Michael Wara, and Stefan Wager.Low-intensity fires mitigate the risk of high-intensity wildfires in California's forests. Science Advances, 9(45), 2023. [paper,replication]
Xu, Yizhe, Nikolaos Ignatiadis, Erik Sverdrup, Scott Fleming, Stefan Wager, and Nigam Shah.**Treatment Heterogeneity with Survival Outcomes.**In Handbook of Matching and Weighting Adjustments for Causal Inference, José Zubizarreta, Elizabeth Stuart, Dylan Small and Paul Rosenbaum, eds., Chapter 21, 2023. Chapman and Hall/CRC, Boca Raton, FL. [book,arxiv,software]
Zhou, Zhengyuan, Susan Athey, and Stefan Wager.Offline Multi-Action Policy Learning: Generalization and Optimization. Operations Research, 71(1), 2023. [paper,arxiv,replication]
2022
Gur, Yonatan, Ahmadreza Momeni, and Stefan Wager.Smoothness-Adaptive Contextual Bandits. Operations Research, 70(6), 2022. [paper,arxiv]
Hu, Yuchen, Shuangning Li, and Stefan Wager.Average Direct and Indirect Causal Effects under Interference. Biometrika, 109(4), 2022. [paper,arxiv]
Ignatiadis, Nikolaos and Stefan Wager.Confidence Intervals for Nonparametric Empirical Bayes Analysis (with Discussion). Journal of the American Statistical Association, 117(539), 2022. [paper,arxiv,software]
Li, Shuangning and Stefan Wager.Random Graph Asymptotics for Treatment Effect Estimation under Network Interference. Annals of Statistics, 50(4), 2022. [paper,arxiv]
Wu, Han and Stefan Wager.Partial Likelihood Thompson Sampling. Conference on Uncertainty in Artificial Intelligence (UAI), 2022. [paper,arxiv]
Wu, Han and Stefan Wager.Thompson Sampling with Unrestricted Delays. Proceedings of the ACM Conference on Economics and Computation (EC), 2022. [paper,arxiv]
2021
Arkhangelsky, Dmitry, Susan Athey, David Hirshberg, Guido Imbens, and Stefan Wager.Synthetic Difference in Differences. American Economic Review, 111(12), 2021. [paper,arxiv,software]
Athey, Susan and Stefan Wager.Policy Learning with Observational Data. Econometrica, 89(1), 2021. [paper,arxiv,replication]
Friedberg, Rina, Julie Tibshirani, Susan Athey, and Stefan Wager.Local Linear Forests. Journal of Computational and Graphical Statistics, 30(2), 2021. [paper,arxiv,replication]
Hadad, Vitor, David Hirshberg, Ruohan Zhan, Stefan Wager, and Susan Athey.Confidence Intervals for Policy Evaluation in Adaptive Experiments. Proceedings of the National Academy of Sciences, 118(15), 2021. [paper,arxiv,replication]
Hirshberg, David and Stefan Wager.Augmented Minimax Linear Estimation. Annals of Statistics, 49(6), 2021. [paper,arxiv,software]
Nie, Xinkun and Stefan Wager.Quasi-Oracle Estimation of Heterogeneous Treatment Effects. Biometrika, 108(2), 2021. [paper,arxiv,software]
Nie, Xinkun, Emma Brunskill, and Stefan Wager.Learning When-to-Treat Policies. Journal of the American Statistical Association, 116(533), 2021. [paper,arxiv,replication]
Wager, Stefan and Kuang Xu.Experimenting in Equilibrium. Management Science, 67(11), 2021. [paper,arxiv]
2020
Hirshberg, David and Stefan Wager.Debiased Inference of Average Partial Effects in Single-Index Models: Comment on Wooldridge and Zhu. Journal of Business & Economic Statistics, 28, 2020. [paper,arxiv,replication]
Mayer, Imke, Erik Sverdrup, Tobias Gauss, Jean-Denis Moyer, Stefan Wager, and Julie Josse.Doubly robust treatment effect estimation with missing attributes. Annals of Applied Statistics, 14(3), 2020. [paper,arxiv]
Sverdrup, Erik, Ayush Kanodia, Zhengyuan Zhou, Susan Athey, and Stefan Wager.policytree: Policy learning via doubly robust empirical welfare maximization over trees. Journal of Open Source Software, 5(50), 2020. [paper,software]
Wager, Stefan.Comment on "Bayesian Regression Tree Models for Causal Inference" by Hahn, Murray and Carvalho. Bayesian Analysis, 15(3), 2020. [paper]
Wager, Stefan. Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani. Journal of the American Statistical Association, 115(529), 2020. [paper,arxiv]
Wager, Stefan. Invariance and Causal Inference: Comment on a Paper by Bühlmann. Statistical Science, 35(3), 2020. [paper]
2019
Athey, Susan, Julie Tibshirani, and Stefan Wager.Generalized Random Forests. Annals of Statistics, 47(2), 2019. [paper,arxiv,software]
Athey, Susan and Stefan Wager.Estimating Treatment Effects with Causal Forests: An Application. Observational Studies, 5, 2019. [paper,arxiv,replication]
Bradic, Jelena, Stefan Wager, and Yinchu Zhu.**Sparsity Double Robust Inference of Average Treatment Effects.**[arxiv]
Ignatiadis, Nikolaos and Stefan Wager.Covariate-Powered Empirical Bayes Estimation. Advances in Neural Information Processing Systems (NeurIPS), 2019. [paper,arxiv,software]
Imbens, Guido and Stefan Wager.Optimized Regression Discontinuity Designs. Review of Economics and Statistics, 101(2), 2019. [paper,arxiv,software]
Wager, Stefan.On Regression Tables for Policy Learning: Comment on a Paper by Jiang, Song, Li, and Zeng. Statistica Sinica, 29(4), 2019. [preprint]
2018
Athey, Susan, Guido Imbens, and Stefan Wager.Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions. Journal of the Royal Statistical Society: Series B, 80(4), 2018. [paper,arxiv,software]
Dobriban, Edgar and Stefan Wager.High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification. Annals of Statistics, 46(1), 2018. [paper,arxiv,replication]
Miratrix, Luke, Stefan Wager, José ZubizarretaShape-Constrained Partial Identification of a Population Mean under Unknown Probabilities of Sample Selection. Biometrika, 105(1), 2018. [paper,arxiv,software]
Pryzant, Reid, Kelly Shen, Dan Jurafsky, and Stefan Wager.Deconfounded lexicon induction for interpretable social science. Conference of the North American Chapter of the Association for Computational Linguistics (NAACL), 2018. [paper]
Wager, Stefan and Susan Athey.Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. Journal of the American Statistical Association, 113(523), 2018. [paper,arxiv,replication]
2017
Athey, Susan, Guido Imbens, Thai Pham, and Stefan Wager.Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges. American Economic Review: Papers and Proceedings, 107(5), 2017. [paper,arxiv]
Wager, Stefan, William Fithian, and Percy Liang.Data Augmentation via Lévy Processes. In Perturbations, Optimization, and Statistics, Tamir Hazan, George Papandreou, and Daniel Tarlow, eds., Chapter 12, 2017. MIT Press, Cambridge, MA. [arxiv,software]
2016
Grazier G'Sell, Max, Stefan Wager, Alexandra Chouldechova, and Robert Tibshirani.Sequential Selection Procedures and False Discovery Rate Control. Journal of the Royal Statistical Society: Series B, 78(2), 2016. [paper,arxiv]
Josse, Julie and Stefan Wager.Bootstrap-Based Regularization for Low-Rank Matrix Estimation. Journal of Machine Learning Research, 17(124), 2016. [paper,arxiv,software]
Josse, Julie, Stefan Wager, and François Husson.Confidence Areas for Fixed-Effects PCA. Journal of Computational and Graphical Statistics, 25(1), 2016. [paper,arxiv,software]
Steinhardt, Jacob, Gregory Valiant, and Stefan Wager.Memory, Communication, and Statistical Queries. Conference on Learning Theory, 2016. [paper,ECCC]
Wager, Stefan.Comments on: A random forest guided tour. TEST, 25(2), 2016 [paper]
Wager, Stefan, Wenfei Du, Jonathan Taylor, and Robert Tibshirani.High-Dimensional Regression Adjustments in Randomized Experiments. Proceedings of the National Academy of Sciences, 113(45), 2016. [paper,arxiv,software]
2015
Chamandy, Nick, Omkar Muralidharan, and Stefan Wager.Teaching Statistics at Google Scale. The American Statistician, 69(4), 2015. [paper,arxiv]
Fithian, William and Stefan Wager.Semiparametric Exponential Families for Heavy-Tailed Data. Biometrika, 102(2), 2015. [paper,arxiv,software]
Wager, Stefan, Alexander Blocker, and Niall Cardin.Weakly Supervised Clustering: Learning Fine-Grained Signals from Coarse Labels. Annals of Applied Statistics, 9(2), 2015. [paper,arxiv]
Wager, Stefan and Guenther Walther.**Adaptive Concentration of Regression Trees, with Application to Random Forests.**[arxiv]
2014
de Treville, Suzanne, Jeffrey Petty, and Stefan Wager.Economies of Extremes: Lessons from Venture-Capital Decision Making. Journal of Operations Management, 32(6), 2014. [paper,SSRN]
de Treville, Suzanne, Isik Bicer, Valérie Chavez-Demoulin, Verena Hagspiel, Norman Schürhoff, Christophe Tasserit, and Stefan Wager.Valuing Lead Time. Journal of Operations Management, 32(6), 2014. [paper,SSRN]
Lakkam, Milinda, Stefan Wager, Paul H. Wise, and Lawrence M. Wein.Quantifying and Exploiting the Age Dependence in the Effect of Supplementary Food for Child Undernutrition. PLOS ONE, 9(6), 2014. [paper]
Wager, Stefan. A Geometric Approach to Density Estimation with Additive Noise. Statistica Sinica, 24(2), 2014. [paper, pdf, software]
Wager, Stefan.Subsampling Extremes: From Block Maxima to Smooth Tail Estimation. Journal of Multivariate Analysis, 130, 2014. [paper,arxiv,software]
Wager, Stefan, Nick Chamandy, Omkar Muralidharan, and Amir Najmi.Feedback Detection for Live Predictors. Advances in Neural Information Processing Systems (NeurIPS), 2014. [paper,arxiv]
Wager, Stefan, William Fithian, Sida Wang, and Percy Liang.Altitude Training: Strong Bounds for Single-Layer Dropout. Advances in Neural Information Processing Systems (NeurIPS), 2014. [paper,arxiv]
Wager, Stefan, Trevor Hastie, and Bradley Efron. Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife. Journal of Machine Learning Research, 15, 2014. [paper,arxiv,replication]
2013
Wager, Stefan, Sida Wang, and Percy Liang.Dropout Training as Adaptive Regularization. Advances in Neural Information Processing Systems (NeurIPS), 2013. [paper, poster, arxiv, software]
Wang, Sida, Mengqiu Wang, Stefan Wager, Percy Liang, and Chris Manning.Feature Noising for Log-linear Structured Prediction. Empirical Methods in Natural Language Processing (EMNLP), 2013. [paper]
2009
Wager, Stefan.International Agricultural Trade Liberalization and Food Security: Risks Associated with a Fully Liberalized Global Marketplace. Aussenwirtschaft: Schweizerische Zeitschrift fur Internationale Wirtschaftsbeziehungen/The Swiss Review of International Economic Relations, 64(2), 2009. [pdf]