Related papers: Bayesian Doubly Robust Causal Inference via Poster…
Estimation of causal parameters from observational data requires complete confounder adjustment, as well as positivity of the propensity score for each treatment arm. There is often a trade-off between these two assumptions: confounding…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
We target the problem of accuracy and robustness in causal inference from finite data sets. Some state-of-the-art algorithms produce clear output complete with solid theoretical guarantees but are susceptible to propagating erroneous…
Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…
Estimating causal effects with propensity scores relies upon the availability of treated and untreated units observed at each value of the estimated propensity score. In settings with strong confounding, limited so-called "overlap" in…
We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…
In many scientific domains, clustering aims to reveal interpretable latent structure that reflects relevant subpopulations or processes. Widely used Bayesian mixture models for model-based clustering often produce overlapping or redundant…
Doubly Robust (DR) estimation of treatment effect relies on an untestable assumption that is the absence of unobserved confounding. This assumption is par- ticularly problematic in the context of healthcare research, where variables like…
In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…
We introduce a new framework, Bayesian Distributionally Robust Optimization (Bayesian-DRO), for data-driven stochastic optimization where the underlying distribution is unknown. Bayesian-DRO contrasts with most of the existing DRO…
In observational study, the propensity score has the central role to estimate causal effects. Since the propensity score is usually unknown, estimating by appropriate procedures is an indispensable step. A point to note that a causal effect…
Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parameterized models in causal inference, including synthetic control with many control units. In such models, there may be so…
This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on…
Simulation-based inference with neural posterior estimation (NPE) often yields overconfident and unreliable posteriors under limited simulation budgets. To address this, we propose DRO-NPE, a distributionally robust approach that replaces…
Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…
This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…
The Regression Discontinuity (RD) design is a quasi-experimental design which emulates a randomised study by exploiting situations where treatment is assigned according to a continuous variable as is common in many drug treatment…
Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…
We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…
Causal inference has been increasingly reliant on observational studies with rich covariate information. To build tractable causal procedures, such as the doubly robust estimators, it is imperative to first extract important features from…