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A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are…

Methodology · Statistics 2024-01-30 Samir Khan , Johan Ugander

Clicks on rankings suffer from position-bias: generally items on lower ranks are less likely to be examined - and thus clicked - by users, in spite of their actual preferences between items. The prevalent approach to unbiased click-based…

Machine Learning · Computer Science 2022-11-01 Harrie Oosterhuis

\citet{Rosenbaum83ps} introduced the notion of the propensity score and discussed its central role in causal inference with observational studies. Their paper, however, caused a fundamental incoherence with an early paper by…

Methodology · Statistics 2022-03-29 Peng Ding , Tianyu Guo

This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…

Statistics Theory · Mathematics 2010-01-13 Yuan Liao , Wenxin Jiang

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

Methodology · Statistics 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

Three critical issues for causal inference that often occur in modern, complicated experiments are interference, treatment nonadherence, and missing outcomes. A great deal of research efforts has been dedicated to developing causal…

Methodology · Statistics 2023-04-06 Yuki Ohnishi , Arman Sabbaghi

External information, such as prior information or expert opinions, can play an important role in the design, analysis and interpretation of clinical trials. However, little attention has been devoted thus far to incorporating external…

Applications · Statistics 2013-04-24 Minge Xie , Regina Y. Liu , C. V. Damaraju , William H. Olson

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

This paper provides clear and practical guidance on the specification of imputation models when multiple imputation is used in conjunction with doubly robust estimation methods for causal inference. Through theoretical arguments and…

Methodology · Statistics 2025-12-19 Lucy D'Agostino McGowan

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

Methodology · Statistics 2017-04-06 Iván Díaz , Mark J. van der Laan

Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of…

Methodology · Statistics 2022-11-04 Steven G. Xu , Shu Yang , Brian J. Reich

From a Bayesian perspective, score-based diffusion solves inverse problems through joint inference, embedding the likelihood with the prior to guide the sampling process. However, this formulation fails to explain its practical behavior:…

Artificial Intelligence · Computer Science 2026-05-13 Hao Chen , Renzheng Zhang , Scott S. Howard

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Econometrics · Economics 2025-01-28 Masahiro Kato

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

We propose a robust Bayesian formulation of random feature (RF) regression that accounts explicitly for prior and likelihood misspecification via Huber-style contamination sets. Starting from the classical equivalence between…

Machine Learning · Computer Science 2026-02-24 Michele Caprio , Katerina Papagiannouli , Siu Lun Chau , Sayan Mukherjee

The semiparametric estimation approach, which includes inverse-probability-weighted and doubly robust estimation using propensity scores, is a standard tool in causal inference, and it is rapidly being extended in various directions. On the…

Methodology · Statistics 2022-12-29 Takamichi Baba , Yoshiyuki Ninomiya

Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…

Statistics Theory · Mathematics 2024-09-18 Abhisek Chakraborty , Saptati Datta

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo