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In this paper, we compare the performance of two methods for estimating Bayesian networks from data containing exogenous variables and random effects. The first method is fully Bayesian in which a prior distribution is placed on the…
We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…
Micro-randomized trials (MRTs) are increasingly utilized for optimizing mobile health interventions, with the causal excursion effect (CEE) as a central quantity for evaluating interventions under policies that deviate from the experimental…
We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity…
To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…
We consider a high-dimensional sparse normal means model where the goal is to estimate the mean vector assuming the proportion of non-zero means is unknown. We model the mean vector by a one-group global-local shrinkage prior belonging to a…
Transfer learning (TL) has emerged as a powerful tool to supplement data collected for a target task with data collected for a related source task. The Bayesian framework is natural for TL because information from the source data can be…
A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…
Model uncertainty is a central challenge in statistical models for binary outcomes such as logistic regression, arising when it is unclear which predictors should be included in the model. Many methods have been proposed to address this…
This paper develops new methods for causal inference in observational studies on a single large network of interconnected units, addressing two key challenges: long-range dependence among units and the presence of general interference. We…
We extend the empirical results from the structural equation model (SEM) published in the paper Assortment Planning for Retail Buying, Retail Store Operations, and Firm Performance [1] by implementing the directed acyclic graph as a causal…
This paper constructs improved estimators of the means in the Gaussian saturated one-way layout with an ordinal factor. The least squares estimator for the mean vector in this saturated model is usually inadmissible. The hybrid shrinkage…
We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…
A 'Winner's Curse' arises in large-scale online experimentation platforms when the same experiments are used to both select treatments and evaluate their effects. In these settings, classical difference-in-means estimators of treatment…
Finding the optimal design of experiments in the Bayesian setting typically requires estimation and optimization of the expected information gain functional. This functional consists of one outer and one inner integral, separated by the…
We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…
We discuss Bayesian methods for learning Bayesian networks when data sets are incomplete. In particular, we examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. We consider the Laplace…
This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…
We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…