Stefan Wager
Stanford University

Statistical estimation with random forests

Susan Athey and Stefan Wager. Estimating Treatment Effects with Causal Forests: An Application. Observational Studies, 5, 2019. [paper, arxiv]

Rina Friedberg, Julie Tibshirani, Susan Athey, and Stefan Wager. Local Linear Forests. 2018. [arxiv]

Susan Athey, Julie Tibshirani, and Stefan Wager. Generalized Random Forests. Annals of Statistics, 47(2), 2019. [paper, arxiv, software]

Stefan Wager and Susan Athey. Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. Journal of the American Statistical Association, 113(523), 2018. [paper, arxiv]

Stefan Wager and Guenther Walther. Adaptive Concentration of Regression Trees, with Application to Random Forests. 2015. [arxiv]

Stefan Wager, 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, software]

Software: grf. Tools for statistical estimation with forests. Implements regression, quantile, causal, and instrumental variables forests, along with confidence intervals.

Causal inference

Xinkun Nie, Emma Brunskill, and Stefan Wager. Learning When-to-Treat Policies. 2019. [arxiv]

Jelena Bradic, Stefan Wager, and Yinchu Zhu. Sparsity Double Robust Inference of Average Treatment Effects. 2019. [arxiv]

Stefan Wager and Kuang Xu. Experimenting in Equilibrium. 2019. [arxiv]

Dmitry Arkhangelsky, Susan Athey, David Hirshberg, Guido Imbens, and Stefan Wager. Synthetic Difference in Differences. 2018. [arxiv, software]

David Hirshberg and Stefan Wager. Debiased Inference of Average Partial Effects in Single-Index Models. 2018. [arxiv]

Zhengyuan Zhou, Susan Athey, and Stefan Wager. Offline Multi-Action Policy Learning: Generalization and Optimization. 2018. [arxiv]

Xinkun Nie and Stefan Wager. Quasi-Oracle Estimation of Heterogeneous Treatment Effects. 2017. [arxiv]

David Hirshberg and Stefan Wager. Augmented Minimax Linear Estimation. 2017. [arxiv, software]

Guido Imbens and Stefan Wager. Optimized Regression Discontinuity Designs. Review of Economics and Statistics, 101(2), 2019. [paper, arxiv, software]

Susan Athey and Stefan Wager. Efficient Policy Learning. 2017. [arxiv]

Luke W. Miratrix, Stefan Wager, José R. Zubizarreta Shape-Constrained Partial Identification of a Population Mean under Unknown Probabilities of Sample Selection. Biometrika, 105(1), 2018. [paper, arxiv, software]

Susan Athey, 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]

Susan Athey, 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]

Stefan Wager, 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]

High-dimensional statistics

Nikolaos Ignatiadis and Stefan Wager. Bias-Aware Confidence Intervals for Empirical Bayes Analysis. 2019. [arxiv]

Nikolaos Ignatiadis and Stefan Wager. Covariate-Powered Empirical Bayes Estimation. Advances in Neural Information Processing Systems (NeurIPS), 2019. [arxiv]

Edgar Dobriban and Stefan Wager. High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification. Annals of Statistics, 46(1), 2018. [paper, arxiv, replication]

Jacob Steinhardt, Stefan Wager, and Percy Liang. The Statistics of Streaming Sparse Regression. 2014. [arxiv]

Max Grazier G'Sell, 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]

Regularization and resampling

Stefan Wager, William Fithian, and Percy Liang. Data Augmentation via Lévy Processes. Perturbations, Optimization, and Statistics, Tamir Hazan, George Papandreou, and Daniel Tarlow, eds., MIT Press, 2016. [arxiv, software]

Julie Josse and Stefan Wager. Bootstrap-Based Regularization for Low-Rank Matrix Estimation. Journal of Machine Learning Research, 17(124), 2016. [paper, arxiv, software]

Stefan Wager, 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]

Sida Wang, 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]

Stefan Wager, Sida Wang, and Percy Liang. Dropout Training as Adaptive Regularization. Advances in Neural Information Processing Systems (NeurIPS), 2013. [paper, poster, arxiv, software]

Statistical methodology with focus on internet applications

William Fithian and Stefan Wager. Semiparametric Exponential Families for Heavy-Tailed Data. Biometrika, 102(2), 2015. [paper, arxiv, software]

Stefan Wager, Alexander Blocker, and Niall Cardin. Weakly Supervised Clustering: Learning Fine-Grained Signals from Coarse Labels. Annals of Applied Statistics, 9(2), 2015. [paper, arxiv]

Nick Chamandy, Omkar Muralidharan, and Stefan Wager. Teaching Statistics at Google Scale. The American Statistician, 69(4), 2015. [paper, arxiv]

Stefan Wager, Nick Chamandy, Omkar Muralidharan, and Amir Najmi. Feedback Detection for Live Predictors. Advances in Neural Information Processing Systems (NeurIPS), 2014. [paper, arxiv]

Other topics in statistics theory

Jacob Steinhardt, Gregory Valiant, and Stefan Wager. Memory, Communication, and Statistical Queries. Conference on Learning Theory, 2016. [paper, ECCC]

Julie Josse, Stefan Wager, and François Husson. Confidence Areas for Fixed-Effects PCA. Journal of Computational and Graphical Statistics, 25(1), 2016. [paper, arxiv, software]

Stefan Wager. The Efficiency of Density Deconvolution. 2015. [arxiv]

Stefan Wager. Subsampling Extremes: From Block Maxima to Smooth Tail Estimation. Journal of Multivariate Analysis, 130, 2014. [paper, arxiv, software]

Stefan Wager. A Geometric Approach to Density Estimation with Additive Noise. Statistica Sinica, 24(2), 2014. [paper, pdf, software]

Operations research

Suzanne de Treville, Jeffrey Petty, and Stefan Wager. Economies of Extremes: Lessons from Venture-Capital Decision Making. Journal of Operations Management, 32(6), 2014. [paper, SSRN]

Suzanne de Treville, 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]

Health and Policy

Milinda Lakkam, 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]

Stefan Wager. 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]