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Related papers: Bayesian Causal Forests & the 2022 ACIC Data Chall…

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In longitudinal observational studies with time-to-event outcomes, a common objective in causal analysis is to estimate the causal survival curve under hypothetical intervention scenarios. The g-formula is a useful tool for this analysis.…

Methodology · Statistics 2025-04-14 Xinyuan Chen , Liangyuan Hu , Fan Li

Data scarcity is a tremendous challenge in causal effect estimation. In this paper, we propose to exploit additional data sources to facilitate estimating causal effects in the target population. Specifically, we leverage additional source…

Machine Learning · Computer Science 2021-06-01 Thanh Vinh Vo , Pengfei Wei , Trong Nghia Hoang , Tze-Yun Leong

We propose novel Bayesian Dynamic Clustering Factor Models (BDCFM) for the analysis of multivariate longitudinal data. BDCFM combines factor models with hidden Markov models to concomitantly perform dimension reduction, clustering, and…

Methodology · Statistics 2025-05-28 Tsering Dolkar , Marco A. R. Ferreira , Hwasoo Shin , Allison N. Tegge

Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is…

Machine Learning · Computer Science 2022-10-18 Christian Toth , Lars Lorch , Christian Knoll , Andreas Krause , Franz Pernkopf , Robert Peharz , Julius von Kügelgen

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.…

Methodology · Statistics 2026-05-28 Arina Odnoblyudova , Charita Dellaporta , François-Xavier Briol

We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…

Machine Learning · Computer Science 2026-02-04 Vahan Arsenyan , Antoine Grosnit , Haitham Bou-Ammar , Arnak Dalalyan

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…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

The Bayesian Context Trees (BCT) framework is a recently introduced, general collection of statistical and algorithmic tools for modelling, analysis and inference with discrete-valued time series. The foundation of this development is built…

Information Theory · Computer Science 2023-09-06 Ioannis Kontoyiannis

Identifying predictive factors for an outcome of interest via a multivariable analysis is often difficult when the data set is small. Combining data from different medical centers into a single (larger) database would alleviate this…

Applications · Statistics 2024-03-12 Marianne A. Jonker , Hassan Pazira , Anthony CC Coolen

Inferences about hypotheses are ubiquitous in the cognitive sciences. Bayes factors provide one general way to compare different hypotheses by their compatibility with the observed data. Those quantifications can then also be used to choose…

We develop a Bayesian tree ensemble model to estimate heterogeneous treatment effects in censored survival data with high-dimensional covariates. Instead of imposing sparsity through the tree structure, we place a horseshoe prior directly…

Methodology · Statistics 2026-05-08 Tijn Jacobs , Wessel N. van Wieringen , Stéphanie L. van der Pas

Varying coefficient models have numerous applications in a wide scope of scientific areas. While enjoying nice interpretability, they also allow flexibility in modeling dynamic impacts of the covariates. But, in the new era of big data, it…

Methodology · Statistics 2014-10-27 Ming-Yen Cheng , Toshio Honda , Jin-Ting Zhang

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops estimation and inference procedures for multiple treatment…

Econometrics · Economics 2022-09-09 Michael Lechner , Jana Mareckova

Causal inference for observational longitudinal studies often requires the accurate estimation of treatment effects on time-to-event outcomes in the presence of time-dependent patient history and time-dependent covariates. To tackle this…

Machine Learning · Statistics 2022-06-17 Jie Zhu , Blanca Gallego

While the Bayesian Information Criterion (BIC) and Akaike Information Criterion (AIC) are powerful tools for model selection in linear regression, they are built on different prior assumptions and thereby apply to different data generation…

Methodology · Statistics 2017-12-15 MB de Kock , HC Eggers

The problem of adaptive sampling for estimating probability mass functions (pmf) uniformly well is considered. Performance of the sampling strategy is measured in terms of the worst-case mean squared error. A Bayesian variant of the…

Methodology · Statistics 2020-12-09 Dhruva Kartik , Neeraj Sood , Urbashi Mitra , Tara Javidi

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner

To mitigate unfair and unethical discrimination over sensitive features (e.g., gender, age, or race), fairness testing plays an integral role in engineering systems that leverage AI models to handle tabular data. A key challenge therein is…

Software Engineering · Computer Science 2025-10-22 Chengwen Du , Tao Chen

Complex data features, such as unmodelled censored event times and variables with time-dependent effects, are common in cancer recurrence studies and pose challenges for Bayesian survival modelling. Current methodologies for predictive…

Methodology · Statistics 2026-01-12 Saku Suorsa , Aki Vehtari
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