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Mendelian Randomization (MR) is a popular method in epidemiology and genetics that uses genetic variation as instrumental variables for causal inference. Existing MR methods usually assume most genetic variants are valid instrumental…

Applications · Statistics 2022-06-15 Daniel Iong , Qingyuan Zhao , Yang Chen

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

Econometrics · Economics 2020-06-29 Qingliang Fan , Yaqian Wu

Several variational bounds involving importance weighting ideas generalize the Evidence Lower BOund (ELBO) for marginal likelihood optimization, such as the Importance-weighted Auto-Encoder (IWAE), Variational R\'enyi (VR) and VR-IWAE…

Machine Learning · Statistics 2026-05-28 Kamélia Daudel , François Roueff

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

Machine Learning · Computer Science 2025-11-04 Jianqiao Mao , Max A. Little

Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the…

Methodology · Statistics 2010-11-03 Vanessa Didelez , Sha Meng , Nuala A. Sheehan

We expand Mendelian Randomization (MR) methodology to deal with randomly missing data on either the exposure or the outcome variable, and furthermore with data from nonindependent individuals (eg components of a family). Our method rests on…

This paper considers an endogenous binary response model with many weak instruments. We employ a control function approach and a regularization scheme to obtain better estimation results for the endogenous binary response model in the…

Econometrics · Economics 2024-07-02 Dakyung Seong

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

Machine Learning · Computer Science 2016-06-02 Andriy Mnih , Danilo J. Rezende

The recent availability of huge, many-dimensional data sets, like those arising from genome-wide association studies (GWAS), provides many opportunities for strengthening causal inference. One popular approach is to utilize these…

Machine Learning · Statistics 2020-12-21 Ioan Gabriel Bucur , Tom Claassen , Tom Heskes

Inverse probability (IP) weighting of marginal structural models (MSMs) can provide consistent estimators of time-varying treatment effects under correct model specifications and identifiability assumptions, even in the presence of…

Methodology · Statistics 2026-04-15 Nodoka Seya , Masataka Taguri , Takeo Ishii

Many methods for estimating conditional average treatment effects (CATEs) can be expressed as weighted pseudo-outcome regressions (PORs). Previous comparisons of POR techniques have paid careful attention to the choice of pseudo-outcome…

Methodology · Statistics 2024-02-06 Aaron Fisher

Many studies run two-way fixed effects instrumental variable (TWFEIV) regressions, leveraging variation in the timing of policy adoption across units as an instrument for treatment. This paper studies the properties of the TWFEIV estimator…

Econometrics · Economics 2024-05-28 Sho Miyaji

We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under minimal…

Statistics Theory · Mathematics 2020-02-25 Gabor Lugosi , Shahar Mendelson

Omics biomarkers play a pivotal role in personalized medicine by providing molecular-level insights into the etiology of diseases, guiding precise diagnostics, and facilitating targeted therapeutic interventions. Recent advancements in…

Applications · Statistics 2024-02-21 Minhao Yao , Zhonghua Liu

Joint misclassification of exposure and outcome variables can lead to considerable bias in epidemiological studies of causal exposure-outcome effects. In this paper, we present a new maximum likelihood based estimator for the marginal…

Methodology · Statistics 2019-01-16 Bas B. L. Penning de Vries , Maarten van Smeden , Rolf H. H. Groenwold

Multivariate meta-analysis (MMA) is a powerful tool for jointly estimating multiple outcomes' treatment effects. However, the validity of results from MMA is potentially compromised by outcome reporting bias (ORB), or the tendency for…

Applications · Statistics 2021-10-19 Ray Bai , Xiaokang Liu , Lifeng Lin , Yulun Liu , Stephen E. Kimmel , Haitao Chu , Yong Chen

Network meta-analysis (NMA) is a useful tool to compare multiple interventions simultaneously in a single meta-analysis, it can be very helpful for medical decision making when the study aims to find the best therapy among several active…

Methodology · Statistics 2024-02-02 Ao Huang , Yi Zhou , Satoshi Hattori

In the analysis of observational studies, inverse probability weighting (IPW) is commonly used to consistently estimate the average treatment effect (ATE) or the average treatment effect in the treated (ATT). The variance of the IPW ATE…

Methodology · Statistics 2020-11-25 Sarah A. Reifeis , Michael G. Hudgens

The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…

Machine Learning · Statistics 2025-05-20 Sven Klaassen , Jan Rabenseifner , Jannis Kueck , Philipp Bach
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