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This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…

Statistics Theory · Mathematics 2014-11-03 Lucien Birgé

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

Statistics Theory · Mathematics 2009-09-01 Elizabeth S. Allman , Catherine Matias , John A. Rhodes

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the…

Statistics Theory · Mathematics 2008-04-04 Xiaohong Chen , Han Hong , Alessandro Tarozzi

Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…

Methodology · Statistics 2025-02-11 Yicong Jiang , Lucas Janson

Recent methods to improve generalizations from nonrandom samples typically invoke assumptions such as the strong ignorability of sample selection that are often controversial in practice to derive point estimates. Rather than focus on the…

Applications · Statistics 2017-01-06 Wendy Chan

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…

Machine Learning · Statistics 2022-02-04 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet

Nonignorable missingness and noncompliance can occur even in well-designed randomized experiments making the intervention effect that the experiment was designed to estimate nonidentifiable. Nonparametric causal bounds provide a way to…

Statistics Theory · Mathematics 2020-10-13 Erin E. Gabriel , Arvid Sjölander , Michael C. Sachs

We present a randomization-based inferential framework for experiments characterized by a strongly ignorable assignment mechanism where units have independent probabilities of receiving treatment. Previous works on randomization tests often…

Methodology · Statistics 2019-02-01 Zach Branson , Marie-Abele Bind

Multi-category data arise in diverse fields including marketing, chemistry, public policy, genomics, political science, and ecology. We consider the problem of estimating ratios of category-specific means in a fully nonparametric setting,…

Methodology · Statistics 2025-10-29 Grant Hopkins , Sarah Teichman , Ellen Graham , Amy D Willis

We derive asymptotic properties of penalized estimators for singular models for which identifiability may break and the true parameter values can lie on the boundary of the parameter space. Selection consistency of the estimators is also…

Statistics Theory · Mathematics 2023-01-24 Junichiro Yoshida , Nakahiro Yoshida

The statistical matching problem is a data integration problem with structured missing data. The general form involves the analysis of multiple datasets that only have a strict subset of variables jointly observed across all datasets. The…

Methodology · Statistics 2019-04-01 Daniel Ahfock , Saumyadipta Pyne , Geoffrey J. McLachlan

When a missing-data mechanism is NMAR or non-ignorable, missingness is itself vital information and it must be taken into the likelihood, which, however, needs to introduce additional parameters to be estimated. The incompleteness of the…

Methodology · Statistics 2014-05-15 Kosuke Morikawa , Yutaka Kano

Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…

Methodology · Statistics 2021-03-02 Eva Cantoni , Xavier de Luna

We introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a set membership question, we leverage the separating…

Econometrics · Economics 2024-12-31 Irene Botosaru , Isaac Loh , Chris Muris

Ranked data appear in many different applications, including voting and consumer surveys. There often exhibits a situation in which data are partially ranked. Partially ranked data is thought of as missing data. This paper addresses…

Methodology · Statistics 2019-03-01 Kento Nakamura , Keisuke Yano , Fumiyasu Komaki

Randomized benchmarking (RB) protocols are standard tools for characterizing quantum devices. Prior analyses of RB protocols have not provided a complete method for analyzing realistic data, resulting in a variety of ad-hoc methods. The…

Quantum Physics · Physics 2018-02-02 Ian Hincks , Joel J. Wallman , Chris Ferrie , Chris Granade , David G. Cory

Causal inference often hinges on strong assumptions - such as no unmeasured confounding or perfect compliance - that are rarely satisfied in practice. Partial identification offers a principled alternative: instead of relying on…

Machine Learning · Computer Science 2025-08-20 Tobias Maringgele

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

Methodology · Statistics 2022-07-01 Sai Li , Zijian Guo

We consider the problem of model choice for stochastic epidemic models given partial observation of a disease outbreak through time. Our main focus is on the use of Bayes factors. Although Bayes factors have appeared in the epidemic…

Computation · Statistics 2017-10-16 Muteb Alharthi , Theodore Kypraios , Philip D. O'Neill
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