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Continuous treatments have posed a significant challenge for causal inference, both in the formulation and identification of scientifically meaningful effects and in their robust estimation. Traditionally, focus has been placed on…

Methodology · Statistics 2022-06-29 Nima S. Hejazi , David Benkeser , Iván Díaz , Mark J. van der Laan

This paper develops a sparsity-inducing version of Bayesian Causal Forests, a recently proposed nonparametric causal regression model that employs Bayesian Additive Regression Trees and is specifically designed to estimate heterogeneous…

Methodology · Statistics 2021-11-17 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

Propensity score matching is a tool for causal inference in non-randomized studies that allows for conditioning on large sets of covariates. The use of propensity scores in the social sciences is currently experiencing a tremendous…

Applications · Statistics 2012-02-01 Felix Thoemmes

This paper investigates sparse high-dimensional linear regression, particularly examining the properties of the posterior under conditions of random design and unknown error variance. We provide consistency results for the posterior and…

Statistics Theory · Mathematics 2024-05-30 The Tien Mai

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Computation · Statistics 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

Bayesian $l_0$-regularized least squares is a variable selection technique for high dimensional predictors. The challenge is optimizing a non-convex objective function via search over model space consisting of all possible predictor…

Machine Learning · Statistics 2018-12-19 Nicholas G. Polson , Lei Sun

Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients. We propose a novel Bayesian model for estimating the rank of the coefficient matrix, which obviates the need for post-processing steps and allows…

Methodology · Statistics 2024-02-14 Maria F. Pintado , Matteo Iacopini , Luca Rossini , Alexander Y. Shestopaloff

In the sparse normal means model, coverage of adaptive Bayesian posterior credible sets associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…

Statistics Theory · Mathematics 2019-02-05 Ismael Castillo , Botond Szabo

The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…

Methodology · Statistics 2022-06-22 Chao Cheng , Fan Li , Laine Thomas , Fan Li

We investigate the estimation of subgroup treatment effects with observational data. Existing propensity score matching and weighting methods are mostly developed for estimating overall treatment effect. Although the true propensity score…

Methodology · Statistics 2017-07-20 Jing Dong , Junni L Zhang , Fan Li

This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that enables node-wise parallel computation resulting in reduced…

Methodology · Statistics 2019-10-21 Anwesha Bhattacharyya , Yves Atchade

This paper is about variable selection, clustering and estimation in an unsupervised high-dimensional setting. Our approach is based on fitting constrained Gaussian mixture models, where we learn the number of clusters $K$ and the set of…

Machine Learning · Statistics 2014-02-03 Stephane Gaiffas , Bertrand Michel

We study the use of spike and slab priors for consistent estimation of the number of change points and their locations. Leveraging recent results in the variable selection literature, we show that an estimator based on spike and slab priors…

Methodology · Statistics 2021-06-22 Lorenzo Cappello , Oscar Hernan Madrid Padilla , Julia A. Palacios

The horseshoe prior has proven to be a noteworthy alternative for sparse Bayesian estimation, but has previously suffered from two problems. First, there has been no systematic way of specifying a prior for the global shrinkage…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

We investigate the problem of deriving adaptive posterior rates of contraction on $\mathbb{L}^{\infty}$ balls in density estimation. Although it is known that log-density priors can achieve optimal rates when the true density is…

Statistics Theory · Mathematics 2021-07-02 Zacharie Naulet

We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

Methodology · Statistics 2025-02-28 Samhita Pal , Subhashis Ghoshal

Propensity score weighting is a common method for estimating treatment effects with survey data. The method is applied to minimize confounding using measured covariates that are often different between individuals in treatment and control.…

Methodology · Statistics 2026-02-06 Yukang Zeng , Fan Li , Guangyu Tong

We introduce a Bayesian prior distribution, the Logit-Normal continuous analogue of the spike-and-slab (LN-CASS), which enables flexible parameter estimation and variable/model selection in a variety of settings. We demonstrate its use and…

Applications · Statistics 2018-10-04 William Thomson , Sara Jabbari , Angela Taylor , Wiebke Arlt , David Smith

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

Consider the problem of high dimensional variable selection for the Gaussian linear model when the unknown error variance is also of interest. In this paper, we show that the use of conjugate shrinkage priors for Bayesian variable selection…

Methodology · Statistics 2025-04-17 Gemma E. Moran , Veronika Rockova , Edward I. George
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