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Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…
Despite their cost, randomized controlled trials (RCTs) are widely regarded as gold-standard evidence in disciplines ranging from social science to medicine. In recent decades, researchers have increasingly sought to reduce the resource…
Most computational approaches to Bayesian experimental design require making posterior calculations repeatedly for a large number of potential designs and/or simulated datasets. This can be expensive and prohibit scaling up these methods to…
Most approaches in algorithmic fairness constrain machine learning methods so the resulting predictions satisfy one of several intuitive notions of fairness. While this may help private companies comply with non-discrimination laws or avoid…
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…
We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us…
Predicting the future is an important component of decision making. In most situations, however, there is not enough information to make accurate predictions. In this paper, we develop a theory of causal reasoning for predictive inference…
Identifying the effects of new interventions from data is a significant challenge found across a wide range of the empirical sciences. A well-known strategy for identifying such effects is Pearl's front-door (FD) criterion (Pearl, 1995).…
The fundamental challenge of drawing causal inference is that counterfactual outcomes are not fully observed for any unit. Furthermore, in observational studies, treatment assignment is likely to be confounded. Many statistical methods have…
Assume that cause-effect relationships between variables can be described as a directed acyclic graph and the corresponding linear structural equation model.We consider the identification problem of total effects in the presence of latent…
Latent factor models have achieved great success in personalized recommendations, but they are also notoriously difficult to explain. In this work, we integrate regression trees to guide the learning of latent factor models for…
Nonregular fractional factorial designs such as Plackett-Burman designs and other orthogonal arrays are widely used in various screening experiments for their run size economy and flexibility. The traditional analysis focuses on main…
In many stochastic service systems, decision-makers find themselves making a sequence of decisions, with the number of decisions being unpredictable. To enhance these decisions, it is crucial to uncover the causal impact these decisions…
Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…
With reference to a baseline parametrization, we explore highly efficient fractional factorial designs for inference on the main effects and, perhaps, some interactions. Our tools include approximate theory together with certain carefully…
Modern data science applications often involve complex relational data with dynamic structures. An abrupt change in such dynamic relational data is typically observed in systems that undergo regime changes due to interventions. In such a…
Factor analysis acts a pivotal role in enhancing maritime safety. Most previous studies conduct factor analysis within the framework of incident-related label prediction, where the developed models can be categorized into short-term and…
A general theory of stochastic decision forests is developed to bridge two concepts of information flow: decision trees and refined partitions on the one side, filtrations from probability theory on the other. Instead of the traditional…
Factor analysis is a critical component of high dimensional biological data analysis. However, modern biological data contain two key features that irrevocably corrupt existing methods. First, these data, which include longitudinal,…
Fractional factorial designs are widely used for designing screening experiments. Nonregular fractional factorial designs can have better properties than regular designs, but their construction is challenging. Current research on the…