Related papers: Exact prior-free probabilistic inference on the he…
The inheritance of characteristics induced by the environment has often been opposed to the theory of evolution by natural selection. Yet, while evolution by natural selection requires new heritable traits to be produced and transmitted, it…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
Statistical matching methods are widely used in the social and health sciences to estimate causal effects using observational data. Often the objective is to find comparable groups with similar covariate distributions in a dataset, with the…
Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…
This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…
This paper develops a flexible and computationally efficient multivariate volatility model, which allows for dynamic conditional correlations and volatility spillover effects among financial assets. The new model has desirable properties…
Large-scale population-level datasets, such as the UK Biobank and the All of Us Research Program, often lack covariates needed for a specific analysis, such as genetic or lifestyle measures, while related studies measure them. This creates…
Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…
In the field of genetics, the concept of heritability refers to the proportion of variations of a biological trait or disease that can be explained by genetic factors. Quantifying the heritability of a disease is a fundamental challenge in…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…
For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values although we often…
We introduce a pivot for exact selective inference with randomization. Not only does our pivot lead to exact inference in Gaussian regression models, but it is also available in closed form. We reduce the problem of exact selective…
Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…
Genomic imprinting and maternal effects are two epigenetic factors that have been increasingly explored for their roles in the etiology of complex diseases. This is part of a concerted effort to find the "missing heritability." Accordingly,…
Modern biomedicine is challenged to predict the effects of genetic variation. Systematic functional assays of point mutants of proteins have provided valuable empirical information, but vast regions of sequence space remain unexplored.…
Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…
I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their…
High-dimensional group inference is an essential part of statistical methods for analysing complex data sets, including hierarchical testing, tests of interaction, detection of heterogeneous treatment effects and inference for local…
Models for heteroskedastic data are relevant in a wide variety of applications ranging from financial time series to environmental statistics. However, the topic of modeling the variance function conditionally has not seen near as much…