Related papers: Generalized inferential models for censored data
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…
Under adaptive progressive Type-II censoring schemes, order restricted inference based on competing risks data is discussed in this article. The latent failure lifetimes for the competing causes are assumed to follow Weibull distributions,…
The paper concerns the probabilistic evaluation of plans in the presence of unmeasured variables, each plan consisting of several concurrent or sequential actions. We establish a graphical criterion for recognizing when the effects of a…
Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…
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…
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…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…
Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that…
We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the…
Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…
We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…
Biased sampling designs can be highly efficient when studying rare (binary) or low variability (continuous) endpoints. We consider longitudinal data settings in which the probability of being sampled depends on a repeatedly measured…
This paper introduces a new latent variable generative model able to handle high dimensional longitudinal data and relying on variational inference. The time dependency between the observations of an input sequence is modelled using…
A theory of martingales for censoring is developed. The Doob-Meyer martingale is shown to be inadequate in general, and a repaired martingale is proposed with a non-predictable centering term. Associated martingale transforms, variation…
We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…
This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…
Fuzzy data, prevalent in social sciences and other fields, capture uncertainties arising from subjective evaluations and measurement imprecision. Despite significant advancements in fuzzy statistics, a unified inferential regression-based…
Generalized causal effect estimands, including the Mann-Whitney parameter and causal net benefit, provide flexible summaries of treatment effects in randomized experiments with non-Gaussian or multivariate outcomes. We develop a unified…
When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…