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Detecting anomalies in multivariate time series(MTS) data plays an important role in many domains. The abnormal values could indicate events, medical abnormalities,cyber-attacks, or faulty devices which if left undetected could lead to…
We propose and discuss a Bayesian procedure to estimate the average treatment effect (ATE) for multilevel observations in the presence of confounding. We focus on situations where the confounders may be latent (e.g., spatial latent…
Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…
Measurement error in observational datasets can lead to systematic bias in inferences based on these datasets. As studies based on observational data are increasingly used to inform decisions with real-world impact, it is critical that we…
Time-to-event analysis often relies on prior parametric assumptions, or, if a non-parametric approach is chosen, Cox's model. This is inherently tied to the assumption of proportional hazards, with the analysis potentially invalidated if…
Two-phase outcome dependent sampling (ODS) is widely used in many fields, especially when certain covariates are expensive and/or difficult to measure. For two-phase ODS, the conditional maximum likelihood (CML) method is very attractive…
Despite the simplicity and intuitive interpretation of Minimum Mean Squared Error (MMSE) estimators, their effectiveness in certain scenarios is questionable. Indeed, minimizing squared errors on average does not provide any form of…
This research was motivated by studying anti-drug antibody (ADA) formation and its potential impact on long-term benefit of a biologic treatment in a randomized controlled trial, in which ADA status was not only unobserved in the control…
Appropriate antithrombotic therapy for patients with atrial fibrillation (AF) requires assessment of ischemic stroke and bleeding risks. However, risk stratification schemas such as CHA2DS2-VASc and HAS-BLED have modest predictive capacity…
Predicting an individual's risk of experiencing a future clinical outcome is a statistical task with important consequences for both practicing clinicians and public health experts. Modern observational databases such as electronic health…
The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…
Interval designs are a class of phase I trial designs for which the decision of dose assignment is determined by comparing the observed toxicity rate at the current dose with a prespecified (toxicity tolerance) interval. If the observed…
Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…
Methods for causal inference are well developed for binary and continuous exposures, but in many settings, the exposure has a substantial mass at zero-such exposures are called semi-continuous. We propose a general causal framework for such…
High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…
Meta-analysis is a statistical method used in evidence synthesis for combining, analyzing and summarizing studies that have the same target endpoint and aims to derive a pooled quantitative estimate using fixed and random effects models or…
In meta-analysis with continuous outcomes, the use of effect sizes based on the means is the most common. It is often found, however, that only the quantile summary measures are reported in some studies, and in certain scenarios, a…
We consider the Bayesian active learning and experimental design problem, where the goal is to learn the value of some unknown target variable through a sequence of informative, noisy tests. In contrast to prior work, we focus on the…
An objective of phase I dose-finding trials is to find the maximum tolerated dose; the dose with a particular risk of toxicity. Frequently, this risk is assessed across the first cycle of therapy. However, in oncology, a course of treatment…
Causal mediation analysis is an important statistical method in social and medical studies, as it can provide insights about why an intervention works and inform the development of future interventions. Currently, most causal mediation…