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Sensitivity Analysis is a framework to assess how conclusions drawn from missing outcome data may be vulnerable to departures from untestable underlying assumptions. We extend the E-value, a popular metric for quantifying robustness of…

Methodology · Statistics 2021-08-31 Wu Xue , Abbas Zaidi

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

Statistics Theory · Mathematics 2020-09-23 Kolyan Ray , Aad van der Vaart

While observational data are routinely used to estimate causal effects of biomedical treatments, doing so requires special methods to adjust for observed confounding. These methods invariably rely on untestable statistical and causal…

Methodology · Statistics 2026-03-02 Arman Oganisian

Most analyses of randomised trials with incomplete outcomes make untestable assumptions and should therefore be subjected to sensitivity analyses. However, methods for sensitivity analyses are not widely used. We propose a mean score…

Methodology · Statistics 2020-07-21 Ian R. White , James Carpenter , Nicholas J. Horton

In longitudinal studies, it is not uncommon to make multiple attempts to collect a measurement after baseline. Recording whether these attempts are successful provides useful information for the purposes of assessing missing data…

Methodology · Statistics 2023-05-10 Michael J. Daniels , Minji Lee , Wei Feng

Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. Prior specification is, however, relatively…

Methodology · Statistics 2021-10-27 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. However, due to the flexibility of these models,…

Methodology · Statistics 2022-01-27 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick

Causal inference, especially in observational studies, relies on untestable assumptions about the true data-generating process. Sensitivity analysis helps us determine how robust our conclusions are when we alter these underlying…

Machine Learning · Computer Science 2026-05-11 Nikita Dhawan , Daniel Shen , Leonardo Cotta , Chris J. Maddison

Prior sensitivity examination plays an important role in applied Bayesian analyses. This is especially true for Bayesian hierarchical models, where interpretability of the parameters within deeper layers in the hierarchy becomes…

Methodology · Statistics 2013-12-18 Malgorzata Roos , Thiago G. Martins , Leonhard Held , Havard Rue

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

Methodology · Statistics 2021-11-23 Edwin Fong , Chris Holmes , Stephen G. Walker

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

Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…

Methodology · Statistics 2026-03-12 Yushu Zou , Liangyuan Hu , Amanda Ricciuto , Mark Deneau , Kuan Liu

We introduce the BREASE framework for the Bayesian analysis of randomized controlled trials with a binary treatment and a binary outcome. Approaching the problem from a causal inference perspective, we propose parameterizing the likelihood…

Methodology · Statistics 2024-11-26 Nicholas J. Irons , Carlos Cinelli

In a smooth semiparametric model, the marginal posterior distribution of the finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of frequentist's efficient estimators. This is…

Statistics Theory · Mathematics 2015-10-20 Minwoo Chae

We propose a general Bayesian nonparametric (BNP) approach to causal inference in the point treatment setting. The joint distribution of the observed data (outcome, treatment, and confounders) is modeled using an enriched Dirichlet process.…

Methodology · Statistics 2017-03-01 Jason Roy , Kirsten J Lum , Michael J. Daniels , Bret Zeldow , Jordan Dworkin , Vincent Lo Re

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

Trial-based economic evaluations are typically performed on cross-sectional variables, derived from the responses for only the completers in the study, using methods that ignore the complexities of utility and cost data (e.g. skewness and…

Methodology · Statistics 2018-05-21 Andrea Gabrio , Michael J. Daniels , Gianluca Baio

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni
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