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We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…

Machine Learning · Statistics 2021-02-03 Robert E. McCulloch , Rodney A. Sparapani , Brent R. Logan , Purushottam W. Laud

In observational studies, instrumental variable (IV) methods are commonly applied when there exists some unmeasured covariates. In Mendelian Randomization (MR), constructing an allele score by using many single nucleotide polymorphisms…

Methodology · Statistics 2022-08-22 Shunichiro Orihara

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-10 A. Spurio Mancini , M. M. Docherty , M. A. Price , J. D. McEwen

Statistical models often require inputs that are not completely known. This can occur when inputs are measured with error, indirectly, or when they are predicted using another model. In environmental epidemiology, air pollution exposure is…

Methodology · Statistics 2025-12-23 Konstantin Larin , Daniel R. Kowal

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Causal inference on populations embedded in social networks poses technical challenges, since the typical no interference assumption frequently does not hold. Existing methods developed in the context of network interference rely upon the…

Methodology · Statistics 2024-04-12 Vanessa McNealis , Erica E. M. Moodie , Nema Dean

Predicated on the increasing abundance of electronic health records, we investi- gate the problem of inferring individualized treatment effects using observational data. Stemming from the potential outcomes model, we propose a novel multi-…

Machine Learning · Computer Science 2017-05-30 Ahmed M. Alaa , Mihaela van der Schaar

This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive…

Econometrics · Economics 2025-01-08 Gianluca Cubadda , Francesco Giancaterini , Stefano Grassi

To estimate causal effects from observational data, an applied researcher must impose beliefs. The instrumental variables exclusion restriction, for example, represents the belief that the instrument has no direct effect on the outcome of…

Econometrics · Economics 2020-11-17 Francis J. DiTraglia , Camilo Garcia-Jimeno

The recently published ICH E9 addendum on estimands in clinical trials provides a framework for precisely defining the treatment effect that is to be estimated, but says little about estimation methods. Here we report analyses of a clinical…

Applications · Statistics 2023-09-25 Camila Olarte Parra , Rhian M. Daniel , David Wright , Jonathan W. Bartlett

Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…

Methodology · Statistics 2024-06-18 Xiao Yao , Ning Jianhui , Qin Hong

We propose a kernel-based nonparametric estimator for the causal effect when the cause is corrupted by error. We do so by generalizing estimation in the instrumental variable setting. Despite significant work on regression with measurement…

Machine Learning · Computer Science 2022-06-22 Yuchen Zhu , Limor Gultchin , Arthur Gretton , Matt Kusner , Ricardo Silva

To investigate intervention effects on rare events, meta-analysis techniques are commonly applied in order to assess the accumulated evidence. When it comes to adverse effects in clinical trials, these are often most adequately handled…

Methodology · Statistics 2026-04-03 Christian Röver , Qiong Wu , Anja Loos , Tim Friede

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

Methodology · Statistics 2025-04-17 Jing Zou , Wei Li , Wei Lin

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

Mendelian randomization (MR) uses genetic variants as instrumental variables to make causal claims. Standard MR approaches typically report a single population-averaged estimate, limiting their ability to explore effect heterogeneity or…

Methodology · Statistics 2025-07-16 Stephen Burgess , Benjamin A R Woolf , Amy M Mason

Meta-analysis, by synthesizing effect estimates from multiple studies conducted in diverse settings, stands at the top of the evidence hierarchy in clinical research. Yet, conventional approaches based on fixed- or random-effects models…

Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…

Methodology · Statistics 2021-08-17 Xiuwen Duan

Standard Mendelian randomization analysis can produce biased results if the genetic variant defining the instrumental variable (IV) is confounded and/or has a horizontal pleiotropic effect on the outcome of interest not mediated by the…

Methodology · Statistics 2021-03-31 Zhonghua Liu , Ting Ye , Baoluo Sun , Mary Schooling , Eric Tchetgen Tchetgen