Related papers: Unbiased estimation and asymptotically valid infer…
We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…
Instrumental variable (IV) methods play a central role in causal inference, particularly in settings where treatment assignment is confounded by unobserved variables. IV methods have been extensively developed in recent years and applied…
Scientific and business practices are increasingly resulting in large collections of randomized experiments. Analyzed together, these collections can tell us things that individual experiments in the collection cannot. We study how to learn…
This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple…
Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…
The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…
Deep latent variable models have become a popular model choice due to the scalable learning algorithms introduced by (Kingma & Welling, 2013; Rezende et al., 2014). These approaches maximize a variational lower bound on the intractable log…
In quantum mechanics, observation actively shapes the system, paralleling the statistical notion of Missing Not At Random (MNAR). This study introduces a unified framework for \textbf{robust causal directionality inference} in quantum…
Regression calibration as developed by Rosner, Spiegelman and Willet is used to correct the bias in effect estimates due to measurement error in continuous exposures. The method involves two models: a measurement error model (MEM) relating…
Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…
Propensity score methods are an important tool to help reduce confounding in non-experimental studies. Most propensity score methods assume that covariates are measured without error. However, covariates are often measured with error, which…
Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…
Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…
We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…
Across health applications, researchers model outcomes as a function of time to an event, but the event time is right-censored for participants who exit the study or otherwise do not experience the event during follow-up. When censoring…
Observational epidemiological studies commonly seek to estimate the causal effect of an exposure on an outcome. Adjustment for potential confounding bias in modern studies is challenging due to the presence of high-dimensional confounding,…
Multivariate matched proportions (MMP) data appears in a variety of contexts including post-market surveillance of adverse events in pharmaceuticals, disease classification, and agreement between care providers. It consists of multiple sets…
In two-sample Mendelian randomization (MR), Egger regression is widely used as a sensitivity analysis when directional pleiotropy is detected. However, the increasing complexity of modern MR studies, characterized by many weak instruments,…
Several variational bounds involving importance weighting ideas generalize the Evidence Lower BOund (ELBO) for marginal likelihood optimization, such as the Importance-weighted Auto-Encoder (IWAE), Variational R\'enyi (VR) and VR-IWAE…
Causal inference requires evaluating models on balanced distributions between treatment and control groups, while training data often exhibits imbalance due to historical decision-making policies. Most conventional statistical methods…