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Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Experimental and observational studies often lead to spurious association between the outcome and independent variables describing the intervention, because of confounding to third-party factors. Even in randomized clinical trials,…

Methodology · Statistics 2023-12-04 Orestis Loukas , Ho Ryun Chung

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

Methodology · Statistics 2014-10-17 Georgios Papageorgiou , Sylvia Richardson , Nicky Best

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…

Statistics Theory · Mathematics 2012-05-02 David R. Bickel

A common assumption in causal inference from observational data is that there is no hidden confounding. Yet it is, in general, impossible to verify this assumption from a single dataset. Under the assumption of independent causal mechanisms…

Methodology · Statistics 2023-11-07 Rickard K. A. Karlsson , Jesse H. Krijthe

We introduce a general framework that extends Bayesian inference by allowing the researcher to explicitly encode confidence in each source of uncertainty within the model. This mechanism provides a new handle for model design and…

Methodology · Statistics 2026-05-06 Rafael Mouallem Rosa , Julyan Arbel , Hien Duy Nguyen

Observational studies are the primary source of data for causal inference, but it is challenging when existing unmeasured confounding. Missing data problems are also common in observational studies. How to obtain the causal effects from the…

Methodology · Statistics 2023-05-15 Renzhong Zheng

Predicting outcomes in external domains is challenging due to hidden confounders that potentially influence both predictors and outcomes. Well-established methods frequently rely on stringent assumptions, explicit knowledge about the…

Methodology · Statistics 2025-10-14 Carlos García Meixide , David Ríos Insua

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

While observational data are routinely used to estimate causal effects of biomedical treatments, doing so requires special methods to adjust for observed confounding. These methods invariably rely on untestable statistical and causal…

Methodology · Statistics 2026-03-02 Arman Oganisian

Confounding matters in almost all observational studies that focus on causality. In order to eliminate bias caused by connfounders, oftentimes a substantial number of features need to be collected in the analysis. In this case, large p…

Statistics Theory · Mathematics 2019-12-30 Shinyuu Lee , Yuru Zhu

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

Methodology · Statistics 2020-10-14 Jingjing He , Xuefei Guan

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

Long-term causal inference is an important but challenging problem across various scientific domains. To solve the latent confounding problem in long-term observational studies, existing methods leverage short-term experimental data.…

Machine Learning · Computer Science 2025-10-23 Weilin Chen , Ruichu Cai , Yuguang Yan , Zhifeng Hao , José Miguel Hernández-Lobato

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

Machine Learning · Computer Science 2026-03-17 Wentao Gao , Xiaojing Du , Wenjun Yu , Xiongren Chen , Yifan Guo , Feiyu Yang