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We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate association due to endogeneity of treatment selection from…
We consider the problem of defining the effect of an intervention on a time-varying risk factor or treatment for a disease or a physiological marker; we develop here the latter case. So, the system considered is $(Y,A,C)$, where $Y=(Y_t)$,…
Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of…
Repeated measures of biomarkers have the potential of explaining hazards of survival outcomes. In practice, these measurements are intermittently measured and are known to be subject to substantial measurement error. Joint modelling of…
A fundamental difficulty of causal learning is that causal models can generally not be fully identified based on observational data only. Interventional data, that is, data originating from different experimental environments, improves…
We consider the task of determining a football player's ability for a given event type, for example, scoring a goal. We propose an interpretable Bayesian model which is fit using variational inference methods. We implement a Poisson model…
The paper addresses general aspects of experimental data analysis, dealing with the separation of ``signal vs. background''. It consists of two parts. Part I is a tutorial on statistical event classification, Bayesian inference, and test…
Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…
We study causal inference in settings characterized by interference with a bipartite structure. There are two distinct sets of units: intervention units to which an intervention can be applied and outcome units on which the outcome of…
We consider testing and learning problems on causal Bayesian networks as defined by Pearl (Pearl, 2009). Given a causal Bayesian network $\mathcal{M}$ on a graph with $n$ discrete variables and bounded in-degree and bounded `confounded…
Methods that rely on proxies, without imposing strong parametric structure, are increasingly used to deal with unobserved variables in causal inference. One influential line of this work reconstructs latent distributions used to identify…
We study the problem of learning robust discriminative representations of causally related latent variables given the underlying causal graph and a training set comprising passively collected observational data and interventional data…
The advantages of adaptive experiments have led to their rapid adoption in economics, other fields, as well as among practitioners. However, adaptive experiments pose challenges for causal inference. This note suggests a BOLS (batched…
This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…
We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise…
While the utilisation of different methods of outliers correction has been shown to counteract the inferential error produced by the presence of contaminating data not belonging to the studied population; the effects produced by their…
The ability to conduct interventions plays a pivotal role in learning causal relationships among variables, thus facilitating applications across diverse scientific disciplines such as genomics, economics, and machine learning. However, in…
Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…
Substantial advances in Bayesian methods for causal inference have been developed in recent years. We provide an introduction to Bayesian inference for causal effects for practicing statisticians who have some familiarity with Bayesian…
It has recently become popular to define treatment effects for subsets of the target population characterized by variables not observable at the time a treatment decision is made. Characterizing and estimating such treatment effects is…