Related papers: Sharp hypotheses and bispatial inference
It is recognised that the Bayesian approach to inference can not adequately cope with all the types of pre-data beliefs about population quantities of interest that are commonly held in practice. In particular, it generally encounters…
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…
Estimating the difference between two binomial proportions will be investigated, where Bayesian, frequentist and fiducial (BFF) methods will be considered. Three vague priors will be used, the Jeffreys prior, a divergence prior and the…
An inferential model (IM) is a model describing the construction of provably reliable, data-driven uncertainty quantification and inference about relevant unknowns. IMs and Fisher's fiducial argument have similar objectives, but a…
When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…
Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…
Causal inference from observational data can be viewed as a missing data problem arising from a hypothetical population-scale randomized trial matched to the observational study. This links a target trial protocol with a corresponding…
High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…
When interpreting A/B tests, we typically focus only on the statistically significant results and take them by face value. This practice, termed post-selection inference in the statistical literature, may negatively affect both point…
Prediction, where observed data is used to quantify uncertainty about a future observation, is a fundamental problem in statistics. Prediction sets with coverage probability guarantees are a common solution, but these do not provide…
It is common practice in statistical data analysis to perform data-driven variable selection and derive statistical inference from the resulting model. Such inference enjoys none of the guarantees that classical statistical theory provides…
Inferring the effect of interventions within complex systems is a fundamental problem of statistics. A widely studied approach employs structural causal models that postulate noisy functional relations among a set of interacting variables.…
Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…
Inferring causal effects of treatments is a central goal in many disciplines. The potential outcomes framework is a main statistical approach to causal inference, in which a causal effect is defined as a comparison of the potential outcomes…
Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…
We propose a way to construct fiducial distributions for a multidimensional parameter using a step-by-step conditional procedure related to the inferential importance of the components of the parameter. For discrete models, in which the…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…
We derive inferential procedures for large sample sizes that remain valid under data-dependent significance levels (so-called "post-hoc valid inference"). Classical statistical tools require that the significance level -- the "type-I error"…
Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…
Spurred on by recent successes in causal inference competitions, Bayesian nonparametric (and high-dimensional) methods have recently seen increased attention in the causal inference literature. In this paper, we present a comprehensive…