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Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Methodology · Statistics 2023-03-20 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Machine Learning · Computer Science 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

Methodology · Statistics 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

In observational studies, covariates with substantial missing data are often omitted, despite their strong predictive capabilities. These excluded covariates are generally believed not to simultaneously affect both treatment and outcome,…

Methodology · Statistics 2024-02-23 Shanshan Luo , Mengchen Shi , Wei Li , Xueli Wang , Zhi Geng

In recommender systems, a common problem is the presence of various biases in the collected data, which deteriorates the generalization ability of the recommendation models and leads to inaccurate predictions. Doubly robust (DR) learning…

Information Retrieval · Computer Science 2022-12-20 Haoxuan Li , Quanyu Dai , Yuru Li , Yan Lyu , Zhenhua Dong , Xiao-Hua Zhou , Peng Wu

We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings,…

Methodology · Statistics 2026-03-27 Licheng Liu

With the evolution of single-cell RNA sequencing techniques into a standard approach in genomics, it has become possible to conduct cohort-level causal inferences based on single-cell-level measurements. However, the individual gene…

Methodology · Statistics 2025-04-23 Jin-Hong Du , Zhenghao Zeng , Edward H. Kennedy , Larry Wasserman , Kathryn Roeder

This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…

Statistics Theory · Mathematics 2025-06-16 Yu-Chien Bo Ning

Establishing the frequentist properties of Bayesian approaches widens their appeal and offers new understanding. In hypothesis testing, Bayesian model averaging addresses the problem that conclusions are sensitive to variable selection. But…

Methodology · Statistics 2025-05-12 Helen R. Fryer , Nicolas Arning , Daniel J. Wilson

In recommendation systems (RS), user behavior data is observational rather than experimental, resulting in widespread bias in the data. Consequently, tackling bias has emerged as a major challenge in the field of recommendation systems.…

Information Retrieval · Computer Science 2023-08-21 ZiJie Song , JiaWei Chen , Sheng Zhou , QiHao Shi , Yan Feng , Chun Chen , Can Wang

High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…

Methodology · Statistics 2017-10-10 Jacob Spertus , Sharon-Lise Normand

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Statistics Theory · Mathematics 2020-09-11 Abhik Ghosh , Tuhin Majumder , Ayanendranath Basu

We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on problems where calculating the posterior distribution is…

Optimization and Control · Mathematics 2021-09-13 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

Computation · Statistics 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

Propensity score matching has been a long-standing tradition for handling confounding in causal inference, however requiring stringent model assumptions. In this article, we propose double score matching(DSM) for general causal estimands…

Methodology · Statistics 2020-07-07 Shu Yang , Yunshu Zhang

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…