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We devise survey-weighted pseudo posterior distribution estimators under two-stage informative sampling of both primary clusters and secondary nested units for a one-way analysis of variance (ANOVA) population generating model as a simple…

Methodology · Statistics 2023-05-16 Terrance D. Savitsky , Matthew R. Williams , Sanvesh Srivastava

Multiple data sources are becoming increasingly available for statistical analyses in the era of big data. As an important example in finite-population inference, we consider an imputation approach to combining a probability sample with big…

Methodology · Statistics 2018-07-10 Shu Yang , Jae Kwang Kim

We introduce a new method for inference in stochastic epidemic models which uses recursive multinomial approximations to integrate over unobserved variables and thus circumvent likelihood intractability. The method is applicable to a class…

Methodology · Statistics 2021-02-24 Nick Whiteley , Lorenzo Rimella

The use of non-probability data sources for statistical purposes and for official statistics has become increasingly popular in recent years. However, statistical inference based on non-probability samples is made more difficult by nature…

Methodology · Statistics 2025-01-10 Maciej Beręsewicz , Marcin Szymkowiak , Piotr Chlebicki

During the past few decades, missing-data problems have been studied extensively, with a focus on the ignorable missing case, where the missing probability depends only on observable quantities. By contrast, research into non-ignorable…

Methodology · Statistics 2019-08-06 Yukun Liu , Pengfei Li , Jing Qin

We consider the problem of estimating the mean of a random variable Y subject to non-ignorable missingness, i.e., where the missingness mechanism depends on Y . We connect the auxiliary proxy variable framework for non-ignorable missingness…

Methodology · Statistics 2023-10-30 Andrew C. Miller , Joseph Futoma

An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population…

Methodology · Statistics 2018-06-29 Matthew R. Williams , Terrance D. Savitsky

Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…

Methodology · Statistics 2021-11-25 Yoshiyuki Ninomiya , Yuta Umezu , Ichiro Takeuchi

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes…

Methodology · Statistics 2021-12-21 Shuxi Zeng , Fan Li , Liangyuan Hu , Fan Li

Suppose we are interested in the mean of an outcome that is subject to nonignorable nonresponse. This paper develops new semiparametric estimation methods with instrumental variables which affect nonresponse, but not the outcome. The…

Methodology · Statistics 2024-08-20 Baoluo Sun , Wang Miao , Deshanee S. Wickramarachchi

In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…

Methodology · Statistics 2017-10-10 Xiaohui Yuan , Xiaogang Dong

Inverse probability weighting (IPW) methods are commonly used to analyze non-ignorable missing data under the assumption of a logistic model for the missingness probability. However, solving IPW equations numerically may involve…

Methodology · Statistics 2025-07-24 Pengfei Li , Jing Qin , Yukun Liu

In this paper we study predictive mean matching mass imputation estimators to integrate data from probability and non-probability samples. We consider two approaches: matching predicted to predicted ($\hat{y}-\hat{y}$~matching; PMM A) and…

Methodology · Statistics 2024-06-18 Piotr Chlebicki , Łukasz Chrostowski , Maciej Beręsewicz

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

Methodology · Statistics 2021-07-06 Ashkan Ertefaie , Nima S. Hejazi , Mark J. van der Laan

Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…

Econometrics · Economics 2019-05-28 Xinwei Ma , Jingshen Wang

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…

Statistics Theory · Mathematics 2026-05-06 Yannick Baraud

This paper is concerned with Bayesian inference when the likelihood is analytically intractable but can be unbiasedly estimated. We propose an annealed importance sampling procedure for estimating expectations with respect to the posterior.…

Methodology · Statistics 2014-02-26 M. -N. Tran , C. Strickland , M. K. Pitt , R. Kohn

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…

Statistics Theory · Mathematics 2016-06-07 Terrance D. Savitsky , Daniell Toth

The aim of survey statistics is to produce estimates with a minimal bias and a corresponding acceptable variance given a specific budget, preferable with a minor response burden for the participants. In recent years, considerable efforts…

Methodology · Statistics 2026-04-02 Martin Hyllienmark , Gustaf Strandell