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We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…

Methodology · Statistics 2018-02-16 Claudio Agostinelli

Propensity score weighting is a common method for estimating treatment effects with survey data. The method is applied to minimize confounding using measured covariates that are often different between individuals in treatment and control.…

Methodology · Statistics 2026-02-06 Yukang Zeng , Fan Li , Guangyu Tong

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon

LLMs' overconfidence, particularly when hallucinating, poses a significant challenge for the deployment of the models in safety-critical settings and makes a reliable estimation of uncertainty necessary. Existing approaches for uncertainty…

Machine Learning · Computer Science 2026-05-26 Hamed Karimi , Vaishali Meyappan , Reza Samavi

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

Multilevel regression and poststratification (MRP) is a popular method for addressing selection bias in subgroup estimation, with broad applications across fields from social sciences to public health. In this paper, we examine the…

Methodology · Statistics 2023-03-06 Yajuan Si

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

Estimation of the average treatment effect (ATE) is a central problem in causal inference. In recent times, inference for the ATE in the presence of high-dimensional covariates has been extensively studied. Among the diverse approaches that…

Statistics Theory · Mathematics 2022-11-01 Kuanhao Jiang , Rajarshi Mukherjee , Subhabrata Sen , Pragya Sur

The comparison of subnational areas is ubiquitous but survey samples of these areas are often biased or prohibitively small. Researchers turn to methods such as multilevel regression and poststratification (MRP) to improve the efficiency of…

Methodology · Statistics 2021-05-13 Shiro Kuriwaki , Soichiro Yamauchi

An innovative sampling strategy is proposed, which applies to large-scale population-based surveys targeting a rare trait that is unevenly spread over a geographical area of interest. Our proposal is characterised by the ability to tailor…

Methodology · Statistics 2020-04-07 Fulvia Mecatti , Charalambos Sismanidis , Emanuela Furfaro

Population size estimation from capture-recapture data is central for studying hard-to-reach populations, incorporating auxiliary covariates to account for heterogeneous capture probabilities and recapture dependencies. However, missing…

Methodology · Statistics 2026-02-11 Mateo Dulce Rubio , Edward H. Kennedy , Nicholas P. Jewell

Although prospective logistic regression is the standard method of analysis for case-control data, it has been recently noted that in genetic epidemiologic studies one can use the ``retrospective'' likelihood to gain major power by…

Methodology · Statistics 2010-10-25 Nilanjan Chatterjee , Yi-Hau Chen , Sheng Luo , Raymond J. Carroll

Integrating multiple observational studies to make unconfounded causal or descriptive comparisons of group potential outcomes in a large natural population is challenging. Moreover, retrospective cohorts, being convenience samples, are…

Methodology · Statistics 2024-07-19 Subharup Guha , Yi Li

Inverse probability weights are commonly used in epidemiology to estimate causal effects in observational studies. Researchers can typically focus on either the average treatment effect or the average treatment effect on the treated with…

Methodology · Statistics 2022-10-05 Eli Ben-Michael , Luke Keele

Semi-parametric methods are often used for the estimation of intervention effects on correlated outcomes in cluster-randomized trials (CRTs). When outcomes are missing at random (MAR), Inverse Probability Weighted (IPW) methods…

Methodology · Statistics 2016-01-27 Melanie Prague , Rui Wang , Alisa Stephens , Eric Tchetgen Tchetgen , Victor DeGruttola

We discuss a new weighted likelihood method for parametric estimation. The method is motivated by the need for generating a simple estimation strategy which provides a robust solution that is simultaneously fully efficient when the model is…

Methodology · Statistics 2019-08-29 Suman Majumder , Adhidev Biswas , Tania Roy , Subir Kumar Bhandari , Ayanendranath Basu

Background: Subgroup analyses are frequently conducted in randomized clinical trials to assess evidence of heterogeneous treatment effect across patient subpopulations. Although randomization balances covariates within subgroups in…

Methodology · Statistics 2021-05-27 Siyun Yang , Fan Li , Laine E. Thomas , Fan Li

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Integrating non-probability samples into finite-population inference typically requires modeling unknown selection probabilities under a missing-at-random (MAR) assumption that is difficult to verify. We propose a design-based alternative…

Methodology · Statistics 2026-05-08 Andrius Čiginas , Ieva Burakauskaitė , Jae Kwang Kim

The propensity score analysis is one of the most widely used methods for studying the causal treatment effect in observational studies. This paper studies treatment effect estimation with the method of matching weights. This method…

Methodology · Statistics 2011-05-17 Liang Li
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