arXiv subjects

Zhongming Xie

Publications and source records attributed to Zhongming Xie.

3 recordsLinked to original sources

arXiv2026

Ridge Boosting is Both Robust and Efficient

Estimators in statistics and machine learning must typically trade off between efficiency, having low variance for a fixed target, and distributional robustness, such as multiaccuracy, or having low bias over a range of possible targets. In this paper, we consider a simple estimator, ridge boosting: starting with any initial predictor, perform a single boosting step with (kernel) ridge regression. Surprisingly, we show that ridge boosting simultaneously achieves both efficiency and distributional robustness: for target distribution shifts that lie within an RKHS unit ball, this estimator maintains low bias across all such shifts and has variance at the semiparametric efficiency bound for each target. In addition to bridging otherwise distinct research areas, this result has immediate practical value. Since ridge boosting uses only data from the source distribution, researchers can train a single model to obtain both robust and efficient estimates for multiple target estimands at the same time, eliminating the need to fit separate semiparametric efficient estimators for each target. We assess this approach through simulations and an application estimating the age profile of retirement income.

stat.ME↗

arXiv2026

Efficient Subgroup Analysis via Optimal Trees with Global Parameter Fusion

Identifying and making statistical inferences on differential treatment effects (commonly known as subgroup analysis in clinical research) is central to precision health. Subgroup analysis allows practitioners to pinpoint populations for whom a treatment is especially beneficial or protective, thereby advancing targeted interventions. Tree based recursive partitioning methods are widely used for subgroup analysis due to their interpretability. Nevertheless, these approaches encounter significant limitations, including suboptimal partitions induced by greedy heuristics and overfitting from locally estimated splits, especially under limited sample sizes. To address these limitations, we propose a fused optimal causal tree method that leverages mixed integer optimization (MIO) to facilitate precise subgroup identification. Our approach ensures globally optimal partitions and introduces a parameter fusion constraint to facilitate information sharing across related subgroups. This design substantially improves subgroup discovery accuracy and enhances statistical efficiency. We provide theoretical guarantees by rigorously establishing out of sample risk bounds and comparing them with those of classical tree based methods. Empirically, our method consistently outperforms popular baselines in simulations. Finally, we demonstrate its practical utility through a case study on the Health and Aging Brain Study Health Disparities (HABS-HD) dataset, where our approach yields clinically meaningful insights.

stat.ML↗

arXiv2025

Winner's Curse Free Robust Mendelian Randomization with Summary Data

In the past decade, the increased availability of genome-wide association studies summary data has popularized Mendelian Randomization (MR) for conducting causal inference. MR analyses, incorporating genetic variants as instrumental variables, are known for their robustness against reverse causation bias and unmeasured confounders. Nevertheless, classical MR analyses utilizing summary data may still produce biased causal effect estimates due to the winner's curse and pleiotropic issues. To address these two issues and establish valid causal conclusions, we propose a unified robust Mendelian Randomization framework with summary data, which systematically removes the winner's curse and screens out invalid genetic instruments with pleiotropic effects. Different from existing robust MR literature, our framework delivers valid statistical inference on the causal effect neither requiring the genetic pleiotropy effects to follow any parametric distribution nor relying on perfect instrument screening property. Under appropriate conditions, we show that our proposed estimator converges to a normal distribution and its variance can be well estimated. We demonstrate the performance of our proposed estimator through Monte Carlo simulations and two case studies. The codes implementing the procedures are available at https://github.com/ChongWuLab/CARE/.

stat.ME↗