Related papers: Regression approaches for Approximate Bayesian Com…

Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's…

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

In regression modelling approach, the main step is to fit the regression line as close as possible to the target variable. In this process most algorithms try to fit all of the data in a single line and hence fitting all parts of target…

Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of…

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

We investigate two empirical Bayes methods and a hierarchical Bayes method for adapting the scale of a Gaussian process prior in a nonparametric regression model. We show that all methods lead to a posterior contraction rate that adapts to…

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any…

Nonparametric regression and regression-discontinuity designs suffer from smoothing bias that distorts conventional confidence intervals. Solutions based on robust bias correction (RBC) are now central to the economist's toolbox. In this…

We consider the asymptotic properties of Approximate Bayesian Computation (ABC) for the realistic case of summary statistics with heterogeneous rates of convergence. We allow some statistics to converge faster than the ABC tolerance, other…

Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.'s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al.…

Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…

Amortized Bayesian inference (ABI) offers fast, scalable approximations to posterior densities by training neural surrogates on data simulated from the statistical model. However, ABI methods are highly sensitive to model misspecification:…

Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for…

Approximate Bayesian computation (ABC) has gained popularity in recent years owing to its easy implementation, nice interpretation and good performance. Its advantages are more visible when one encounters complex models where maximum…

Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…

We study regression adjustment with general function class approximations for estimating the average treatment effect in the design-based setting. Standard regression adjustment involves bias due to sample re-use, and this bias leads to…

A new Approximate Bayesian Computation (ABC) algorithm for Bayesian updating of model parameters is proposed in this paper, which combines the ABC principles with the technique of Subset Simulation for efficient rare-event simulation, first…

This paper develops a methodology for approximating the posterior first two moments of the posterior distribution in Bayesian inference. Partially specified probability models, which are defined only by specifying means and variances, are…