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Model-based geostatistical design involves the selection of locations to collect data to minimise an expected loss function over a set of all possible locations. The loss function is specified to reflect the aim of data collection, which,…

Computation · Statistics 2021-12-03 S. G. Jagath Senarathne , Werner G. Müller , James M. McGree

A causal query will commonly not be identifiable from observed data, in which case no estimator of the query can be contrived without further assumptions or measured variables, regardless of the amount or precision of the measurements of…

Methodology · Statistics 2021-12-09 Michael C Sachs , Gustav Jonzon , Arvid Sjölander , Erin E Gabriel

Bayesian modelling for cost-effectiveness data has received much attention in both the health economics and the statistical literature in recent years. Cost-effectiveness data are characterised by a relatively complex structure of…

Statistics Theory · Mathematics 2013-07-22 Gianluca Baio

The interplay between missing data and model uncertainty -- two classic statistical problems -- leads to primary questions that we formally address from an objective Bayesian perspective. For the general regression problem, we discuss the…

Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…

Machine Learning · Computer Science 2024-03-07 Zhun Deng , Thomas P. Zollo , Jake C. Snell , Toniann Pitassi , Richard Zemel

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…

A key goal of empirical research in software engineering is to assess practical significance, which answers whether the observed effects of some compared treatments show a relevant difference in practice in realistic scenarios. Even though…

Software Engineering · Computer Science 2024-10-03 Richard Torkar , Carlo A. Furia , Robert Feldt , Francisco Gomes de Oliveira Neto , Lucas Gren , Per Lenberg , Neil A. Ernst

Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…

Methodology · Statistics 2025-07-23 Saideep Nannapaneni , Joseph Sakaya , Kyle Caron , Pedro HM Albuquerque , Zaid Tashman

Importance sampling (IS) is often used to perform off-policy policy evaluation but is prone to several issues, especially when the behavior policy is unknown and must be estimated from data. Significant differences between the target and…

Machine Learning · Computer Science 2021-11-23 Anton Matsson , Fredrik D. Johansson

Policy decisions often depend on evidence generated elsewhere. We take a Bayesian decision-theoretic approach to choosing where to experiment to optimize external validity. We frame external validity through a policy lens, developing a…

A treatment policy defines when and what treatments are applied to affect some outcome of interest. Data-driven decision-making requires the ability to predict what happens if a policy is changed. Existing methods that predict how the…

Machine Learning · Computer Science 2023-06-21 Çağlar Hızlı , ST John , Anne Juuti , Tuure Saarinen , Kirsi Pietiläinen , Pekka Marttinen

Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…

Machine Learning · Computer Science 2023-11-21 Gundeep Arora , Srujana Merugu , Anoop Saladi , Rajeev Rastogi

In the past two decades, psychological science has experienced an unprecedented replicability crisis which uncovered several issues. Among others, statistical inference is too often viewed as an isolated procedure limited to the analysis of…

We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are…

Econometrics · Economics 2024-07-29 Phillip Heiler

Sensitivity Analysis is a framework to assess how conclusions drawn from missing outcome data may be vulnerable to departures from untestable underlying assumptions. We extend the E-value, a popular metric for quantifying robustness of…

Methodology · Statistics 2021-08-31 Wu Xue , Abbas Zaidi

We describe and contrast two distinct problem areas for statistical causality: studying the likely effects of an intervention ("effects of causes"), and studying whether there is a causal link between the observed exposure and outcome in an…

Statistics Theory · Mathematics 2021-04-02 A. Philip Dawid , Monica Musio

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy…

It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…

Statistics Theory · Mathematics 2021-03-24 Allard Hendriksen , Rianne de Heide , Peter Grünwald

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

In experiments that study social phenomena, such as peer influence or herd immunity, the treatment of one unit may influence the outcomes of others. Such "interference between units" violates traditional approaches for causal inference, so…

Methodology · Statistics 2023-08-30 David Choi