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In scientific domains -- from biology to the social sciences -- many questions boil down to \textit{What effect will we observe if we intervene on a particular variable?} If the causal relationships (e.g.~a causal graph) are known, it is…

The inferential model (IM) framework offers an alternative to the classical probabilistic (e.g., Bayesian and fiducial) uncertainty quantification in statistical inference. A key distinction is that classical uncertainty quantification…

Statistics Theory · Mathematics 2025-07-15 Ryan Martin , Jonathan P. Williams

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

Unlike the commonly used parametric regression models such as mixed models, that can easily violate the required statistical assumptions and result in invalid statistical inference, target maximum likelihood estimation allows more realistic…

Applications · Statistics 2020-06-17 Chi Zhang , Jennifer Ahern , Mark J. van der Laan

In causal estimation problems, the parameter of interest is often only partially identified, implying that the parameter cannot be recovered exactly, even with infinite data. Here, we study Bayesian inference for partially identified…

Methodology · Statistics 2022-04-26 Jiajing Zheng , Alexander D'Amour , Alexander Franks

The quality of requirements specifications may impact subsequent, dependent software engineering (SE) activities. However, empirical evidence of this impact remains scarce and too often superficial as studies abstract from the phenomena…

Software Engineering · Computer Science 2024-02-19 Julian Frattini , Davide Fucci , Richard Torkar , Daniel Mendez

Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…

Methodology · Statistics 2019-02-19 Shu Yang , Karen Pieper , Frank Cools

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

In many areas of science, complex phenomena are modeled by stochastic parametric simulators, often featuring high-dimensional parameter spaces and intractable likelihoods. In this context, performing Bayesian inference can be challenging.…

Machine Learning · Computer Science 2021-11-10 François Rozet , Gilles Louppe

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…

Methodology · Statistics 2025-11-04 Easton Huch , Fred Feinberg , Walter Dempsey

We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing…

Methodology · Statistics 2026-05-01 Cory McCartan , Shiro Kuriwaki

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Methodology · Statistics 2021-05-17 Aaron Hudson , Marco Carone , Ali Shojaie

We consider the Bayesian estimation of the parameters of a finite mixture model from independent order statistics arising from imperfect ranked set sampling designs. As a cost-effective method, ranked set sampling enables us to incorporate…

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

Methodology · Statistics 2019-01-10 Ted Westling , Tyler H. McCormick

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Marginal structural models have been widely used in causal inference to estimate mean outcomes under either a static or a prespecified set of treatment decision rules. This approach requires imposing a working model for the mean outcome…

Methodology · Statistics 2024-02-27 Cuong Pham , Benjamin R. Baer , Ashkan Ertefaie

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Estimating causal effects from observational data remains a fundamental challenge in causal inference, especially in the presence of latent confounders. This paper focuses on estimating causal effects in Gaussian Linear Structural Causal…

Machine Learning · Computer Science 2026-01-09 Aurghya Maiti , Prateek Jain

We propose a doubly robust inference method for causal effects of continuous treatment variables, under unconfoundedness and with nonparametric or high-dimensional nuisance functions. Our double debiased machine learning (DML) estimators…

Econometrics · Economics 2023-10-02 Kyle Colangelo , Ying-Ying Lee

This paper presents a weighted optimization framework that unifies the binary,multi-valued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the…

Econometrics · Economics 2018-08-20 Chunrong Ai , Oliver Linton , Kaiji Motegi , Zheng Zhang