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Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome…

Methodology · Statistics 2022-11-08 Andre F. Ribeiro , Frank Neffke , Ricardo Hausmann

Parametric Bayesian modeling offers a powerful and flexible toolbox for machine learning. Yet the model, however detailed, may still be wrong, and this can make inferences untrustworthy. In this paper we introduce a new class of…

Methodology · Statistics 2026-04-03 Bohan Wu , Eli N. Weinstein , Sohrab Salehi , Yixin Wang , David M. Blei

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

The literature for count modeling provides useful tools to conduct causal inference when outcomes take non-negative integer values. Applied to the potential outcomes framework, we link the Bayesian causal inference literature to statistical…

Methodology · Statistics 2020-08-10 Young Lee , Wicher P. Bergsma , Marie-Abele C. Bind

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…

Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of…

Methodology · Statistics 2022-11-04 Steven G. Xu , Shu Yang , Brian J. Reich

Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

Statistics Theory · Mathematics 2021-04-16 François Monard , Richard Nickl , Gabriel P. Paternain

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

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…

Methodology · Statistics 2025-09-09 Ellis Scharfenaker , Duncan K. Foley

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Historical data about disease outcomes can be integrated into the analysis of clinical trials in many ways. We build on existing literature that uses prognostic scores from a predictive model to increase the efficiency of treatment effect…

Methodology · Statistics 2020-12-25 David Walsh , Alejandro Schuler , Diana Hall , Jon Walsh , Charles Fisher

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Methodology · Statistics 2023-02-14 David T. Frazier , Robert Kohn , Christopher Drovandi , David Gunawan

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

The counterfactual distribution models the effect of the treatment in the untreated group. While most of the work focuses on the expected values of the treatment effect, one may be interested in the whole counterfactual distribution or…

Machine Learning · Statistics 2022-11-04 Diego Martinez-Taboada , Dino Sejdinovic

Latent confounders---unobserved variables that influence both treatment and outcome---can bias estimates of causal effects. In some cases, these confounders are shared across observations, e.g. all students taking a course are influenced by…

Methodology · Statistics 2020-07-15 Sam Witty , Kenta Takatsu , David Jensen , Vikash Mansinghka