Related papers: Causal inference under mis-specification: adjustme…
As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…
We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…
Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…
Whether a variable is the cause of another, or simply associated with it, is often an important scientific question. Causal Inference is the name associated with the body of techniques for addressing that question in a statistical setting.…
Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…
Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…
We present a general framework for Bayesian inference of causal effects that delivers provably robust inferences founded on design-based randomization of treatments. The framework involves fixing the observed potential outcomes and forming…
What is the difference of a prediction that is made with a causal model and a non-causal model? Suppose we intervene on the predictor variables or change the whole environment. The predictions from a causal model will in general work as…
Propensity score methods were proposed by Rosenbaum and Rubin [Biometrika 70 (1983) 41--55] as central tools to help assess the causal effects of interventions. Since their introduction more than two decades ago, they have found wide…
Causal discovery and inference from observational data is an essential problem in statistics posing both modeling and computational challenges. These are typically addressed by imposing strict assumptions on the joint distribution such as…
The traditional two-stage approach to causal inference first identifies a single causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In…
Causal inference plays an important role in explanatory analysis and decision making across various fields like statistics, marketing, health care, and education. Its main task is to estimate treatment effects and make intervention…
In many scenarios, the observational data needed for causal inferences are spread over two data files. In particular, we consider scenarios where one file includes covariates and the treatment measured on one set of individuals, and a…
The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…
This is a review of asymptotic and non-asymptotic behaviour of Bayesian methods under model specification. In particular we focus on consistency, i.e. convergence of the posterior distribution to the point mass at the best parametric…
Causal inference with observational data can be performed under an assumption of no unobserved confounders (unconfoundedness assumption). There is, however, seldom clear subject-matter or empirical evidence for such an assumption. We…
In epidemiology and social sciences, propensity score methods are popular for estimating treatment effects using observational data, and multiple imputation is popular for handling covariate missingness. However, how to appropriately use…
We study the problem of conditional predictive inference on multiple outcomes missing at random (MAR) -- or equivalently, under covariate shift. While the weighted conformal prediction offers a tool for inference under covariate shift with…