Related papers: Bayesian Estimation Under Informative Sampling wit…
Bayesian likelihood-free methods implement Bayesian inference using simulation of data from the model to substitute for intractable likelihood evaluations. Most likelihood-free inference methods replace the full data set with a summary…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…
Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying…
Survey data typically have missing values due to unit and item nonresponse. Sometimes, survey organizations know the marginal distributions of certain categorical variables in the survey. As shown in previous work, survey organizations can…
The asymptotic validity of a resampling method for two sequential processes constructed from non-degenerate $U$-statistics is established under mixing conditions. The resampling schemes, referred to as {\em dependent multiplier bootstraps},…
Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…
In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…
The two-stage process of propensity score analysis (PSA) includes a design stage where propensity scores are estimated and implemented to approximate a randomized experiment and an analysis stage where treatment effects are estimated…
We introduce a novel approach called the Bayesian Jackknife empirical likelihood method for analyzing survey data obtained from various unequal probability sampling designs. This method is particularly applicable to parameters described by…
We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…
A flexible representation of uncertainty that remains within the standard framework of probabilistic measure theory is presented along with a study of its properties. This representation relies on a specific type of outer measure that is…
The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian…
Reinforcement learning can learn amortised design policies for designing sequences of experiments. However, current amortised methods rely on estimators of expected information gain (EIG) that require an exponential number of samples on the…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…
Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…
Bayesian model selection is premised on the assumption that the data are generated from one of the postulated models. However, in many applications, all of these models are incorrect (that is, there is misspecification). When the models are…
Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…
The prevalence of one-shot devices is quite prolific in engineering and medical domains. Unlike typical one-shot devices, nondestructive one-shot devices (NOSD) may survive multiple tests and offer additional data for reliability…
We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…
In this paper we propose a Bayesian approach for inference about dependence of high throughput gene expression. Our goals are to use prior knowledge about pathways to anchor inference about dependence among genes; to account for this…