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We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Methodology · Statistics 2022-07-21 Heejun Shin , Joseph Antonelli

This paper focuses on the Bayesian Network Propensity Score (BNPS), a novel approach for estimating treatment effects in observational studies characterized by unknown (and likely unbalanced) designs and complex dependency structures among…

Given the joint chances of a pair of random variables one can compute quantities of interest, like the mutual information. The Bayesian treatment of unknown chances involves computing, from a second order prior distribution and the data…

Machine Learning · Computer Science 2007-05-23 Marcus Hutter , Marco Zaffalon

Three critical issues for causal inference that often occur in modern, complicated experiments are interference, treatment nonadherence, and missing outcomes. A great deal of research efforts has been dedicated to developing causal…

Methodology · Statistics 2023-04-06 Yuki Ohnishi , Arman Sabbaghi

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Machine Learning · Computer Science 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional…

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

Statistics Theory · Mathematics 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

Methodology · Statistics 2024-08-21 Jing Li

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

Computation · Statistics 2015-03-13 Daniel Yekutieli

We introduce a novel Bayesian estimator for the class proportion in an unlabeled dataset, based on the targeted learning framework. Our procedure requires the specification of a prior (and outputs a posterior) only for the target of…

Methodology · Statistics 2019-11-26 Iván Díaz , Oleksander Savenkov , Hooman Kamel

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. Unlike most existing methods developed under the assumption of Gaussian measurement error, the proposed strategy exploits hypercomplex…

Methodology · Statistics 2025-05-06 Nicholas W. Woolsey , Xianzheng Huang

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

Counterfactual analysis is intuitively performed by humans on a daily basis eg. "What should I have done differently to get the loan approved?". Such counterfactual questions also steer the formulation of scientific hypotheses. More…

Machine Learning · Computer Science 2023-09-18 Juliane Weilbach , Sebastian Gerwinn , Melih Kandemir , Martin Fraenzle

Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalised form, with computationally intractable normalisation constants. Bayesian inference then typically requires direct approximation…

Bayesian causal inference offers a principled approach to policy evaluation of proposed interventions on mediators or time-varying exposures. We outline a general approach to the estimation of causal quantities for settings with…

Methodology · Statistics 2019-02-28 Leah Comment , Brent A. Coull , Corwin Zigler , Linda Valeri

An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process…

Machine Learning · Statistics 2018-04-02 Anqi Wu , Mikio C. Aoi , Jonathan W. Pillow