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We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional…

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

Commonly used methods to analyze incomplete longitudinal clinical trial data include complete case analysis (CC) and last observation carried forward (LOCF). However, such methods rest on strong assumptions, including missing completely at…

Statistics Theory · Mathematics 2007-06-13 Ivy Jansen , Caroline Beunckens , Geert Molenberghs , Geert Verbeke , Craig Mallinckrodt

In observational studies, the identification of causal estimands depends on the no unmeasured confounding (NUC) assumption. As this assumption is not testable from observed data, sensitivity analysis plays an important role in observational…

Methodology · Statistics 2023-09-28 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

This paper considers a semiparametric approach within the general Bayesian linear model where the innovations consist of a stationary, mean zero Gaussian time series. While a parametric prior is specified for the linear model coefficients,…

Statistics Theory · Mathematics 2024-09-25 Claudia Kirch , Alexander Meier , Renate Meyer , Yifu Tang

We develop simple methods for constructing likelihoods and parameter priors for learning about the parameters and structure of a Bayesian network. In particular, we introduce several assumptions that permit the construction of likelihoods…

Machine Learning · Computer Science 2021-07-01 David Heckerman , Dan Geiger

This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on…

Methodology · Statistics 2018-02-19 M. González , C. Minuesa , I. del Puerto , A. N. Vidyashankar

Robust statistical data modelling under potential model mis-specification often requires leaving the parametric world for the nonparametric. In the latter, parameters are infinite dimensional objects such as functions, probability…

For nonlinear supervised learning models, assessing the importance of predictor variables or their interactions is not straightforward because it can vary in the domain of the variables. Importance can be assessed locally with sensitivity…

Methodology · Statistics 2021-12-14 Topi Paananen , Michael Riis Andersen , Aki Vehtari

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

External information, such as prior information or expert opinions, can play an important role in the design, analysis and interpretation of clinical trials. However, little attention has been devoted thus far to incorporating external…

Applications · Statistics 2013-04-24 Minge Xie , Regina Y. Liu , C. V. Damaraju , William H. Olson

We consider the problem where a modeller conducts sensitivity analysis of a model consisting of random input factors, a corresponding random output of interest, and a baseline probability measure. The modeller seeks to understand how the…

Risk Management · Quantitative Finance 2022-06-01 Silvana M. Pesenti

We develop a general theory of omitted variable bias for a wide range of common causal parameters, including (but not limited to) averages of potential outcomes, average treatment effects, average causal derivatives, and policy effects from…

Econometrics · Economics 2024-05-28 Victor Chernozhukov , Carlos Cinelli , Whitney Newey , Amit Sharma , Vasilis Syrgkanis

In this work we apply the methodology of integral priors to handle Bayesian model selection in binomial regression models with a general link function. These models are very often used to investigate associations and risks in…

Methodology · Statistics 2013-07-01 Diego Salmeron , Juan Antonio Cano , C. P. Robert

We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…

Artificial Intelligence · Computer Science 2021-06-29 Dan Geiger , David Heckerman

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables.…

Logic in Computer Science · Computer Science 2015-07-01 Johannes Borgström , Andrew D Gordon , Michael Greenberg , James Margetson , Jurgen Van Gael

When eliciting probability models from experts, knowledge engineers may compare the results of the model with expert judgment on test scenarios, then adjust model parameters to bring the behavior of the model more in line with the expert's…

Artificial Intelligence · Computer Science 2013-03-08 Kathryn Blackmond Laskey