Related papers: Causal Inference under Threshold Manipulation: Bay…
Simulation methods are among the most ubiquitous methodological tools in statistical science. In particular, statisticians often is simulation to explore properties of statistical functionals in models for which developed statistical theory…
We present a Bayesian mixture model for estimating the joint distribution of mixed ordinal, nominal, and continuous data conditional on a set of fixed variables. The model uses multivariate normal and categorical mixture kernels for the…
In causal estimation problems, the parameter of interest is often only partially identified, implying that the parameter cannot be recovered exactly, even with infinite data. Here, we study Bayesian inference for partially identified…
This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…
Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…
In many applications, there is a need to predict the effect of an intervention on different individuals from data. For example, which customers are persuadable by a product promotion? which patients should be treated with a certain type of…
Bayesian hierarchical models are a methodology for aggregation and synthesis of data from heterogeneous settings, used widely in statistics and other disciplines. I apply this framework to the evidence from 7 randomized experiments of…
This tutorial provides a concise introduction to modern causal modeling by integrating potential outcomes and graphical methods. We motivate causal questions such as counterfactual reasoning under interventions and define binary treatments…
Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…
In most real-world systems units are interconnected and can be represented as networks consisting of nodes and edges. For instance, in social systems individuals can have social ties, family or financial relationships. In settings where…
This paper develops a generalized framework for identifying causal impacts in a reduced-form manner under kinked settings when agents can manipulate their choices around the threshold. The causal estimation using a bunching framework was…
Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…
Background: Mendelian randomization (MR) is a useful approach to causal inference from observational studies when randomised controlled trials are not feasible. However, study heterogeneity of two association studies required in MR is often…
Causal inference in cue combination is to decide whether the cues have a single cause or multiple causes. Although the Bayesian causal inference model explains the problem of causal inference in cue combination successfully, how causal…
Comparing counterfactual distributions can provide more nuanced and valuable measures for causal effects, going beyond typical summary statistics such as averages. In this work, we consider characterizing causal effects via distributional…
We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…
Quantifying causal effects in the presence of complex and multivariate outcomes remains a key challenge in treatment evaluation. For hierarchical multivariate outcomes, the FDA recommends the Win Ratio and Generalized Pairwise Comparisons…
Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…
When inferring the causal effect of one variable on another from correlational data, a common practice by professional researchers as well as lay decision makers is to control for some set of exogenous confounding variables. Choosing an…
Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…