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Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…
Formal disclosure avoidance techniques are necessary to ensure that published data can not be used to identify information about individuals. The addition of statistical noise to unpublished data can be implemented to achieve differential…
A primary challenge facing modern scientific research is the limited availability of gold-standard data which can be costly, labor-intensive, or invasive to obtain. With the rapid development of machine learning (ML), scientists can now…
Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…
Information extracted from electrohysterography recordings could potentially prove to be an interesting additional source of information to estimate the risk on preterm birth. Recently, a large number of studies have reported near-perfect…
In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…
Machine learning predictions are increasingly used to supplement incomplete or costly-to-measure outcomes in fields such as biomedical research, environmental science, and social science. However, treating predictions as ground truth…
Parameter estimates in misspecified models converge to pseudo-true parameter values, which minimize a population objective function. Pseudo-true values often differ from quantities of economic interest, raising questions of how, if at all,…
Inference for the parameters indexing generalised linear models is routinely based on the assumption that the model is correct and a priori specified. This is unsatisfactory because the chosen model is usually the result of a data-adaptive…
We derive inferential procedures for large sample sizes that remain valid under data-dependent significance levels (so-called "post-hoc valid inference"). Classical statistical tools require that the significance level -- the "type-I error"…
Real-world time series data that commonly reflect sequential human behavior are often uniquely irregularly sampled and sparse, with highly nonuniform sampling over time and entities. Yet, commonly-used pretraining and augmentation methods…
Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…
This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental…
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
Analyzing the health status of patients based on Electronic Health Records (EHR) is a fundamental research problem in medical informatics. The presence of extensive missing values in EHR makes it challenging for deep neural networks (DNNs)…
Peer prediction mechanisms are typically proposed and analyzed under the assumption that the report and signal spaces are identical. In practice, however, agents often observe richer information which they then map to a coarser report…
We discuss Bayesian inference for parameters selected using the data. First, we provide a critical analysis of the existing positions in the literature regarding the correct Bayesian approach under selection. Second, we propose two types of…
The power-expected-posterior (PEP) prior is an objective prior for Gaussian linear models, which leads to consistent model selection inference, under the M-closed scenario, and tends to favor parsimonious models. Recently, two new forms of…
Recent trends in planning research have led to empirical comparison becoming commonplace. The field has started to settle into a methodology for such comparisons, which for obvious practical reasons requires running a subset of planners on…
Power-expected-posterior (PEP) methodology, which borrows ideas from the literature on power priors, expected-posterior priors and unit information priors, provides a systematic way to construct objective priors. The basic idea is to use…