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Many Bayesian inference problems involve high dimensional models for which only a subset of the model variables are of actual interest. All other variables are just nuisance parameters that one would ideally like to integrate out…
Amortized Bayesian inference trains neural networks to solve stochastic inference problems using model simulations, thereby making it possible to rapidly perform Bayesian inference for any newly observed data. However, current…
Randomized experiments are a crucial tool for causal inference in many different fields. Rerandomization addresses any covariate imbalance in such experiments by resampling treatment assignments until certain balance criteria are satisfied.…
Estimating the causal effect of an exposure on an outcome is an important task in many economical and biological studies. Mendelian randomization, in particular, uses genetic variants as instruments to estimate causal effects in…
With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…
This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…
In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…
Under a multinormal distribution with an arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Bayesian, frequentist, and Fisher's reporting $p$-values,…
The widespread adoption of online randomized controlled experiments (A/B Tests) for decision-making has created ongoing capacity constraints which necessitate interim analyses. As a consequence, platform users are increasingly motivated to…
In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…
Clinical trials with longitudinal outcomes typically include missing data due to missed assessments or structural missingness of outcomes after intercurrent events handled with a hypothetical strategy. Approaches based on Bayesian random…
We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…
Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…
Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…
We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…
Scenarios requiring humans to choose from multiple seemingly optimal actions are commonplace, however standard imitation learning often fails to capture this behavior. Instead, an over-reliance on replicating expert actions induces…
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…
Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…
We aim to incorporate variable selection routines into variable-by-variable (or sequential) imputation in clustered data to achieve computational improvement in applications with large-scale health data. Specifically, we utilize variable…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…