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Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…

Machine Learning · Computer Science 2026-02-02 Md Musfiqur Rahman , Ziwei Jiang , Hilaf Hasson , Murat Kocaoglu

We consider a Bayesian hierarchical version of the normal theory general linear model which is practically relevant in the sense that it is general enough to have many applications and it is not straightforward to sample directly from the…

Computation · Statistics 2010-01-22 Alicia A. Johnson , Galin L. Jones

This article proposes an inferential framework for comparing predictor importance in classification problems with categorical response variables. The approach is based on the categorical Gini correlation (CGC) proposed by Dang et al.…

Methodology · Statistics 2026-05-19 Sameera Hewage , Yongli Sang

The ICH E9(R1) Addendum (International Council for Harmonization 2019) suggests treatment-policy as one of several strategies for addressing intercurrent events such as treatment withdrawal when defining an estimand. This strategy requires…

Methodology · Statistics 2023-08-28 Suzie Cro , James H Roger , James R Carpenter

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

The treatment effect in a specific subgroup is often of interest in randomized clinical trials. When the subgroup is characterized by the absence of certain post-randomization events, a naive analysis on the subset of patients without these…

Applications · Statistics 2018-09-12 Baldur P. Magnusson , Heinz Schmidli , Nicolas Rouyrre , Daniel O. Scharfstein

The difference-in-differences (DID) design is one of the most popular methods used in empirical economics research. However, there is almost no work examining what the DID method identifies in the presence of a misclassified treatment…

Econometrics · Economics 2026-05-01 Augustine Denteh , Désiré Kédagni

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior…

Statistics Theory · Mathematics 2024-05-07 Zhenghao Zeng , Sivaraman Balakrishnan , Yanjun Han , Edward H. Kennedy

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

Econometrics · Economics 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

Tolerance intervals provide bounds that contain a specified proportion of a population with a given confidence level, yet their construction remains challenging when parametric assumptions fail or sample sizes are small. Traditional…

Methodology · Statistics 2026-03-12 Tony Pourmohamad , Robert Richardson , Bruno Sansó

Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…

Machine Learning · Computer Science 2016-05-30 Sanjeev Arora , Rong Ge , Frederic Koehler , Tengyu Ma , Ankur Moitra

We investigate the high-probability estimation of discrete distributions from an \iid sample under $\chi^2$-divergence loss. Although the minimax risk in expectation is well understood, its high-probability counterpart remains largely…

Statistics Theory · Mathematics 2025-10-30 Sirine Louati

When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…

Methodology · Statistics 2026-01-05 Ryan Martin

G-computation is a powerful method for estimating unconditional treatment effects with covariate adjustment in randomized clinical trials. It typically relies on fitting canonical generalized linear models. However, this could be…

Methodology · Statistics 2025-09-10 Xin Zhang , Lin Liu , Haitao Chu

External information, such as prior information or expert opinions, can play an important role in the design, analysis and interpretation of clinical trials. However, little attention has been devoted thus far to incorporating external…

Applications · Statistics 2013-04-24 Minge Xie , Regina Y. Liu , C. V. Damaraju , William H. Olson

A researcher is interested in what sample size is needed to get the required significance of the same test, assuming exactly the same situation that was in the study with the non-significant result. We propose a simple solution to the…

Methodology · Statistics 2022-10-31 I. Novikov , I. Tessler , A. Yakirevich

A general methodology is introduced for the construction and effective application of control variates to estimation problems involving data from reversible MCMC samplers. We propose the use of a specific class of functions as control…

Computation · Statistics 2010-08-10 Petros Dellaportas , Ioannis Kontoyiannis
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