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Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Methodology · Statistics 2024-06-21 Graham Tierney , Christoph Hellmayr , Greg Barkimer , Kevin Li , Mike West

The pseudo-observations approach has been gaining popularity as a method to estimate covariate effects on censored survival data. It is used regularly to estimate covariate effects on quantities such as survival probabilities, restricted…

Methodology · Statistics 2024-12-06 Yael Travis-Lumer , Micha Mandel , Rebecca A. Betensky

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

Methodology · Statistics 2017-07-11 Simon H. Tindemans , Goran Strbac

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

Meta-analysis is a powerful tool for assessing drug safety by combining treatment-related toxicological findings across multiple studies, as clinical trials are typically underpowered for detecting adverse drug effects. However, incomplete…

We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…

Statistics Theory · Mathematics 2022-11-24 Kang Wang , Subhashis Ghosal

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

Methodology · Statistics 2024-11-06 Michelle Leeberg , Xianghua Luo , Thomas A. Murray

Learning causal effects of a binary exposure on time-to-event endpoints can be challenging because survival times may be partially observed due to censoring and systematically biased due to truncation. In this work, we present debiased…

Methodology · Statistics 2024-11-15 Eric R. Morenz , Charles J. Wolock , Marco Carone

The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…

Methodology · Statistics 2012-05-02 David R. Bickel

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

Bayesian inference for survival regression modeling offers numerous advantages, especially for decision-making and external data borrowing, but demands the specification of the baseline hazard function, which may be a challenging task. We…

Although continuous density estimation has received abundant attention in the Bayesian nonparametrics literature, there is limited theory on multivariate mixed scale density estimation. In this note, we consider a general framework to…

Statistics Theory · Mathematics 2014-05-26 Antonio Canale , David B. Dunson

Analysing non-Gaussian spatial-temporal data requires introducing spatial as well as temporal dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference…

Methodology · Statistics 2025-12-29 Soumyakanti Pan , Lu Zhang , Jonathan R. Bradley , Sudipto Banerjee

Non-representative surveys are commonly used and widely available but suffer from selection bias that generally cannot be entirely eliminated using weighting techniques. Instead, we propose a Bayesian method to synthesize longitudinal…

Methodology · Statistics 2024-07-08 Nathaniel Dyrkton , Paul Gustafson , Harlan Campbell

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

Missing values in covariates due to censoring by signal interference or lack of sensitivity in the measuring devices are common in industrial problems. We propose a full Bayesian solution to the prediction problem with an efficient Markov…

Methodology · Statistics 2022-01-21 Caroline Svahn , Mattias Villani

The limit distribution of the nonparametric maximum likelihood estimator for interval censored data with more than one observation time per unobservable observation, is still unknown in general. For the so-called separated case, where one…

Statistics Theory · Mathematics 2026-02-12 Piet Groeneboom