PhD student in Statistics @UCBerkeley @UCBStatistics | Causal inference, Graph-based methods, Econometrics | Previously @UWStat

Joined August 2021
We propose a strategy to combine estimators from a sensitivity analysis perspective. We construct a sequence of confidence intervals indexed by the magnitude of bias and propose the b-value to quantify the maximum bias so that combining estimators yields an insignificant result
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Any comments are welcome
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We are thrilled to introduce 🍅 TOMATO - a novel visual temporal reasoning benchmark! Building on top of existing benchmarks that primarily focus on reasoning about the order of different events or retrieving static details among frames, TOMATO emphasizes the necessity of reasoning across all frames as a continuous sequence, where individual frames alone are insufficient or misleading for understanding video contents. 📄 Paper: arxiv.org/abs/2410.23266 🤗 Data: huggingface.co/datasets/yale… 💻 Code: github.com/yale-nlp/TOMATO 🧵1/9
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Zhexiao Lin retweeted
We prove that the Abadie-Imbens matching estimator is bootstrap consistent—as long as you scale up the number of matches.
On the consistency of bootstrap for matching estimators. arxiv.org/abs/2410.23525
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Zhexiao Lin retweeted
This paper (arxiv.org/abs/2312.07683) will appear in 𝗕𝗶𝗼𝗺𝗲𝘁𝗿𝗶𝗸𝗮. It analyzes NN matching when using rank-based distances.
For people that like matching, rank-based statistics, and nonparametric regression with generated covariates🤓 A collaborative work with the awesome Matias and the amazing Zhexiao @zzzxlin 😍
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Zhexiao Lin retweeted
Sharing a new working paper with Anqi Zhao & Peng Ding @pengding00, titled "Factorial Difference-in-Differences." arxiv.org/pdf/2407.11937v2 🧵 Comments and suggestions are welcome!
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excited to see the physical copy of the book; nervous about the potential errors. Comments are welcome.
I just uploaded the R code and datasets to Harvard Dataverse: doi.org/10.7910/DVN/ZX3VEV I plan to provide Python code as well but I need to learn Python first.
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This paper is going to appear in a future issue of the Annals of Applied Probability; it gives the limiting distribution of Chatterjee’s correlation when the data are supported over a manifold. arxiv.org/abs/2209.11156
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A simpler example is Kendall's tau, for which the U-statistic version is more efficient than the sample-mean version (centralize using the pop mean). However, the same observation does not apply to Pearson's correlation, for which if you know the pop mean, you should use it.
IPW with the estimated propensity score is another example. The first-stage estimation reduces the asymptotic variance, which surprises many people. A recent paper is arxiv.org/pdf/2303.17102 Also, Newey&McFadden chapter 6 is about "two-step estimation" sciencedirect.com/science/ar…
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Zhexiao Lin retweeted
IPW with the estimated propensity score is another example. The first-stage estimation reduces the asymptotic variance, which surprises many people. A recent paper is arxiv.org/pdf/2303.17102 Also, Newey&McFadden chapter 6 is about "two-step estimation" sciencedirect.com/science/ar…
Anyone have other examples of multi-step estimation problems where one needs to propagate uncertainty in first-step estimation into subsequent-stage coefficients? Generated regressors would be a standard example (eg centering regressors as in qt)
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Zhexiao Lin retweeted
The paper (arxiv.org/abs/2303.14088) now will appear in a future issue of 𝗕𝗶𝗼𝗺𝗲𝘁𝗿𝗶𝗸𝗮. The message is one-line: Chatterjee's rank correlation is root-n consistent, asymptotically normal, but 𝗶𝗿𝗿𝗲𝗴𝘂𝗹𝗮𝗿, and hence bootstrap inconsistent.
Ok, the literature review is done: Beran (1997) showed that in LAN models, bootstrap consistency is equivalent to that the estimator is regular; should be a textbook result IMHO.
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For people that like matching, rank-based statistics, and nonparametric regression with generated covariates🤓 A collaborative work with the awesome Matias and the amazing Zhexiao @zzzxlin 😍
Matias D. Cattaneo, Fang Han, Zhexiao Lin: On Rosenbaum's Rank-based Matching Estimator arxiv.org/abs/2312.07683 arxiv.org/pdf/2312.07683
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