Related papers: Synthetic control method with convex hull restrict…
The synthetic control method (SCM) estimates causal effects in panel data with a single-treated unit by constructing a counterfactual outcome as a weighted combination of untreated control units that matches the pre-treatment trajectory. In…
Synthetic control methods are commonly used in panel data settings to evaluate the effect of an intervention. In many of these cases, the treated and control units correspond to spatial units such as regions or neighborhoods. Our approach…
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data and prior knowledge into stochastic optimization problems.…
We propose a generalization of the synthetic control and interventions methods to the setting with dynamic treatment effects. We consider the estimation of unit-specific treatment effects from panel data collected under a general treatment…
This article presents the guided Bayesian optimization algorithm as an efficient data-driven method for iteratively tuning closed-loop controller parameters using an event-triggered digital twin of the system based on available closed-loop…
We consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. We study three variants of the control problem: Bayesian control, in which we have a prior belief about…
Synthetic control (SC) methods are widely used to estimate the effects of policy interventions, especially those targeting specific geographic regions, referred to as units. These methods construct a weighted combination of untreated units,…
The connections between optimal control and Bayesian inference have long been recognised, with the field of stochastic (optimal) control combining these frameworks for the solution of partially observable control problems. In particular,…
Recently, we and several other authors have written about the possibilities of using stochastic approximation techniques for fitting variational approximations to intractable Bayesian posterior distributions. Naive implementations of…
Observational healthcare data offer the potential to estimate causal effects of medical products on a large scale. However, the confidence intervals and p-values produced by observational studies only account for random error and fail to…
Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…
Bayesian optimization is a promising methodology for analog circuit synthesis. However, the sequential nature of the Bayesian optimization framework significantly limits its ability to fully utilize real-world computational resources. In…
It is not always clear how to adjust for control data in causal inference, balancing the goals of reducing bias and variance. We show how, in a setting with repeated experiments, Bayesian hierarchical modeling yields an adaptive procedure…
Generating synthetic data, with or without differential privacy, has attracted significant attention as a potential solution to the dilemma between making data easily available, and the privacy of data subjects. Several works have shown…
Cascaded controller tuning is a multi-step iterative procedure that needs to be performed routinely upon maintenance and modification of mechanical systems. An automated data-driven method for cascaded controller tuning based on Bayesian…
Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…
The synthetic control method (SCM) is widely used for constructing the counterfactual of a treated unit based on data from control units in a donor pool. Allowing the donor pool contains more control units than time periods, we propose a…
Modeled along the truncated approach in Panigrahi (2016), selection-adjusted inference in a Bayesian regime is based on a selective posterior. Such a posterior is determined together by a generative model imposed on data and the selection…
Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…
Estimating causal effects on time-to-event outcomes from observational data is particularly challenging due to censoring, limited sample sizes, and non-random treatment assignment. The need for answering such "when-if" questions--how the…