Related papers: Causal inference under mis-specification: adjustme…
We describe the interface between measure theoretic probability and causal inference by constructing causal models on probability spaces within the potential outcomes framework. We find that measure theory provides a precise and instructive…
Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…
We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…
We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
Bayesian inference can often be sensitive to the choice of hyperparameters of the prior or likelihood, yet defining and quantifying this sensitivity in a principled and computationally feasible way remains challenging in practice.…
A probabilistic expert system emulates the decision-making ability of a human expert through a directional graphical model. The first step in building such systems is to understand data generation mechanism. To this end, one may try to…
The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…
We consider bootstrap inference for estimators which are (asymptotically) biased. We show that, even when the bias term cannot be consistently estimated, valid inference can be obtained by proper implementations of the bootstrap.…
Policy inference plays an essential role in the contextual bandit problem. In this paper, we use empirical likelihood to develop a Bayesian inference method for the joint analysis of multiple contextual bandit policies in finite sample…
Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…
Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…
The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are…
In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider…
This paper develops a methodology for approximating the posterior first two moments of the posterior distribution in Bayesian inference. Partially specified probability models, which are defined only by specifying means and variances, are…
Causal inference studies whether the presence of a variable influences an observed outcome. As measured by quantities such as the "average treatment effect," this paradigm is employed across numerous biological fields, from vaccine and drug…
Feature selection is an important but challenging task in causal inference for obtaining unbiased estimates of causal quantities. Properly selected features in causal inference not only significantly reduce the time required to implement a…
We study Bayesian discriminative inference given a model family $p(c,\x, \theta)$ that is assumed to contain all our prior information but still known to be incorrect. This falls in between "standard" Bayesian generative modeling and…
Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts.…
We propose a new perspective for the evaluation of matching procedures by considering the complexity of the function class they belong to. Under this perspective we provide theoretical guarantees on post-matching covariate balance through a…