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The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
Causal inference requires evaluating models on balanced distributions between treatment and control groups, while training data often exhibits imbalance due to historical decision-making policies. Most conventional statistical methods…
Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that…
We provide a unified approach to MM-estimation with auxiliary scale for balanced linear models with structured covariance matrices. This approach leads to estimators that are highly robust against outliers and highly efficient for normal…
We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…
Comparative meta-analyses of groups of subjects by integrating multiple observational studies rely on estimated propensity scores (PSs) to mitigate covariate imbalances. However, PS estimation grapples with the theoretical and practical…
Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…
We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…
Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…
Researchers would often like to leverage data from a collection of sources (e.g., primary studies in a meta-analysis) to estimate causal effects in a target population of interest. However, traditional meta-analytic methods do not produce…
Unobserved confounding prevents standard covariate adjustment from identifying causal response functions in observational studies. Proxy causal learning addresses this problem through bridge equations involving treatment- and…
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…
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…
We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…
We propose a Multi-vAlue Rule Set (MRS) model for in-hospital predicting patient mortality. Compared to rule sets built from single-valued rules, MRS adopts a more generalized form of association rules that allows multiple values in a…
We investigate the finite sample performance of causal machine learning estimators for heterogeneous causal effects at different aggregation levels. We employ an Empirical Monte Carlo Study that relies on arguably realistic data generation…
We study multiply robust (MR) estimators of the longitudinal g-computation formula of Robins (1986). In the first part of this paper we review and extend the recently proposed parametric multiply robust estimators of Tchetgen-Tchetgen…
In this article, we propose the outcome-adjusted balance measure to perform model selection for the generalized propensity score (GPS), which serves as an essential component in estimation of the pairwise average treatment effects (ATEs) in…
Longitudinal studies are often subject to missing data. The ICH E9(R1) addendum addresses the importance of defining a treatment effect estimand with the consideration of intercurrent events. Jump-to-reference (J2R) is one classically…