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In instrumental variable (IV) settings, such as in imperfect randomized trials and observational studies with Mendelian randomization, one may encounter a continuous exposure, the causal effect of which is not of true interest. Instead,…

Methodology · Statistics 2024-02-01 Erin E. Gabriel , Michael C. Sachs , Arvid Sjölander

The goal of causal mediation analysis, often described within the potential outcomes framework, is to decompose the effect of an exposure on an outcome of interest along different causal pathways. Using the assumption of sequential…

Methodology · Statistics 2021-11-09 Lexi Rene , Antonio R. Linero , Elizabeth Slate

In estimating the causal effect of a continuous exposure or treatment, it is important to control for all confounding factors. However, most existing methods require parametric specification for how control variables influence the outcome…

Applications · Statistics 2020-07-21 Spencer Woody , Carlos M. Carvalho , P. Richard Hahn , Jared S. Murray

In this work we apply the methodology of integral priors to handle Bayesian model selection in binomial regression models with a general link function. These models are very often used to investigate associations and risks in…

Methodology · Statistics 2013-07-01 Diego Salmeron , Juan Antonio Cano , C. P. Robert

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

Statistics Theory · Mathematics 2019-06-05 Paulo Orenstein

This work presents a Bayesian approach for the estimation of Beta Autoregressive Moving Average ($\beta$ARMA) models. We discuss standard choice for the prior distributions and employ a Hamiltonian Monte Carlo algorithm to sample from the…

Methodology · Statistics 2023-07-17 Aline Foerster Grande , Guilherme Pumi , Gabriela Bettella Cybis

We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The…

Machine Learning · Statistics 2011-05-05 Stevenn Volant , Marie-Laure Martin Magniette , Stéphane Robin

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…

Methodology · Statistics 2014-02-11 George Karabatsos , Stephen G. Walker

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…

Machine Learning · Statistics 2019-09-27 Kolyan Ray , Botond Szabo

ReRecent studies in machine learning are based on models in which parameters or state variables are bounded restricted. These restrictions are from prior information to ensure the validity of scientific theories or structural consistency…

Methodology · Statistics 2024-01-26 Solmaz Seifollahi , Hossein Bevrani , Kristofer Mansson

This paper proposes a new Bayesian approach for analysing moment condition models in the situation where the data may be contaminated by outliers. The approach builds upon the foundations developed by Schennach (2005) who proposed the…

Methodology · Statistics 2018-01-03 Zhichao Liu , Catherine S. Forbes , Heather M. Anderson

We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Statistics Theory · Mathematics 2010-08-03 R. Casarin , L. Dalla Valle , F. Leisen

The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…

Data Analysis, Statistics and Probability · Physics 2012-08-28 Diego Casadei

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

Machine Learning · Statistics 2018-11-05 S. P. Lyddon , S. G. Walker , C. C. Holmes

External data borrowing in clinical trial designs has increased in recent years. This is accomplished in the Bayesian framework by specifying informative prior distributions. To mitigate the impact of potential inconsistency (bias) between…

The models used to describe the kinetics of ruminal degradation are usually nonlinear models where the dependent variable is the proportion of degraded food. The method of least squares is the standard approach used to estimate the unknown…

Applications · Statistics 2021-07-21 Diego Salmerón