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This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

Econometrics · Economics 2025-05-08 Yuehao Bai , Xun Huang , Joseph P. Romano , Azeem M. Shaikh , Max Tabord-Meehan

This paper addresses the problem of estimating causal effects when adjustment variables in the back-door or front-door criterion are partially observed. For such scenarios, we derive bounds on the causal effects by solving two non-linear…

Methodology · Statistics 2021-06-24 Ang Li , Judea Pearl

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

Faced with data-driven policies, individuals will manipulate their features to obtain favorable decisions. While earlier works cast these manipulations as undesirable gaming, recent works have adopted a more nuanced causal framing in which…

Machine Learning · Computer Science 2023-02-22 Tom Yan , Shantanu Gupta , Zachary Lipton

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

We consider the problem of estimating fold-changes in the expected value of a multivariate outcome observed with unknown sample-specific and category-specific perturbations. This challenge arises in high-throughput sequencing studies of the…

Methodology · Statistics 2026-04-24 David S Clausen , Sarah Teichman , Amy D Willis

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

The validity of two-step or plug-in inference methods is questioned in the Bayesian framework. We study semi-parametric models where the plug-in of a non-parametrically modelled nuisance component is used. We show that when the nuisance and…

Statistics Theory · Mathematics 2026-02-25 Magid Sabbagh , David A. Stephens

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

Methodology · Statistics 2025-12-03 Ruoqi Yu , Peng Ding

Unmeasured confounding is a threat to causal inference and gives rise to biased estimates. In this article, we consider the problem of individualized decision-making under partial identification. Firstly, we argue that when faced with…

Methodology · Statistics 2021-10-22 Yifan Cui

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

The Bayesian decision-theoretic approach to design of experiments involves specifying a design (values of all controllable variables) to maximise the expected utility function (expectation with respect to the distribution of responses and…

Statistics Theory · Mathematics 2021-09-24 Antony M. Overstall

Most existing binary classification methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of…

Machine Learning · Statistics 2015-08-18 Anqi Zhao , Yang Feng , Lie Wang , Xin Tong

A theoretical framework for non-negative matrix factorization based on generalized dual Kullback-Leibler divergence, which includes members of the exponential family of models, is proposed. A family of algorithms is developed using this…

Machine Learning · Statistics 2019-05-20 Karthik Devarajan

We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…

Optimization and Control · Mathematics 2020-06-23 Alen Alexanderian , Noemi Petra , Georg Stadler , Isaac Sunseri

In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models. We study this problem and offer several…

Econometrics · Economics 2022-03-08 Matthew Harding , Carlos Lamarche , Chris Muris

We consider reusing established non-probabilistic output analyses (either forward or backwards) that yield over-approximations of a program's pre-image or image relation, e.g., interval analyses. We assume a probability measure over the…

Programming Languages · Computer Science 2020-01-22 Maja Hanne Kirkeby

This note describes the optimal policy rule, according to the local asymptotic minimax regret criterion, for best arm identification when there are only two treatments. It is shown that the optimal sampling rule is the Neyman allocation,…

Econometrics · Economics 2022-08-29 Karun Adusumilli

Recent work on weighted model counting has been very successfully applied to the problem of probabilistic inference in Bayesian networks. The probability distribution is encoded into a Boolean normal form and compiled to a target language,…

Artificial Intelligence · Computer Science 2016-10-19 Giso H. Dal , Peter J. F. Lucas

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi