Related papers: A Semiparametric Bayesian Method for Instrumental …
Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…
In public health management there is a need to produce subnational estimates of health outcomes. Often, however, funds are not available to collect samples large enough to produce traditional survey sample estimates for each subnational…
The endogeneity issue is fundamentally important as many empirical applications may suffer from the omission of explanatory variables, measurement error, or simultaneous causality. Recently, \cite{hllt17} propose a "Deep Instrumental…
During the semiconductor manufacturing process, predicting the yield of the semiconductor is an important problem. Early detection of defective product production in the manufacturing process can save huge production cost. The data…
Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…
The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…
We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…
To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…
Randomized clinical trials are considered the gold standard for estimating causal effects. Nevertheless, in studies that are aimed at examining adverse effects of interventions, such trials are often impractical because of ethical and…
Double (debiased) machine learning (DML) has seen widespread use in recent years for learning causal/structural parameters, in part due to its flexibility and adaptability to high-dimensional nuisance functions as well as its ability to…
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…
We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide variety of applications in finance, such as high-frequency…
Many trials are designed to collect outcomes at or around pre-specified times after randomization. If there is variability in the times when participants are actually assessed, this can pose a challenge to learning the effect of treatment,…
We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly continuous) exogenous covariables. By making a rank invariance…
Querying causal effects from time-series data is important across various fields, including healthcare, economics, climate science, and epidemiology. However, this task becomes complex in the existence of time-varying latent confounders,…
Objective. We establish a principled method for inferring mental health related psychometric variables from neural and behavioral data using the Implicit Association Test (IAT) as the data generation engine, aiming to overcome the limited…
Targeting to understand the underlying explainable factors behind observations and modeling the conditional generation process on these factors, we connect disentangled representation learning to Diffusion Probabilistic Models (DPMs) to…
As a statistical tool to assist formative assessments in educational settings, diagnostic classification models (DCMs) have been increasingly used to provide diagnostic information regarding examinees' attributes. DCMs often adopt a…