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In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…

Econometrics · Economics 2024-06-26 Dmitry Arkhangelsky , Guido Imbens

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

Causal or unconfounded descriptive comparisons between multiple groups are common in observational studies. Motivated from a racial disparity study in health services research, we propose a unified propensity score weighting framework, the…

Methodology · Statistics 2019-07-10 Fan Li , Fan Li

We demonstrate how Hahn et al.'s Bayesian Causal Forests model (BCF) can be used to estimate conditional average treatment effects for the longitudinal dataset in the 2022 American Causal Inference Conference Data Challenge. Unfortunately,…

Applications · Statistics 2023-05-15 Ajinkya H. Kokandakar , Hyunseung Kang , Sameer K. Deshpande

Many marketing applications, including credit card incentive programs, offer rewards to customers who exceed specific spending thresholds to encourage increased consumption. Quantifying the causal effect of these thresholds on customers is…

Methodology · Statistics 2026-01-19 Kohsuke Kubota , Shonosuke Sugasawa

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

Nonresponse weighting adjustment using propensity score is a popular method for handling unit nonresponse. However, including all available auxiliary variables into the propensity model can lead to inefficient and inconsistent estimation,…

Methodology · Statistics 2018-07-31 Hejian Sang , Gyuhyeong Goh , Jae Kwang Kim

Penalized B-splines are routinely used in additive models to describe smooth changes in a response with quantitative covariates. It is typically done through the conditional mean in the exponential family using generalized additive models…

Methodology · Statistics 2020-05-12 Philippe Lambert

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

Methodology · Statistics 2021-10-06 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , Xiao-Hua Zhou

Self-selected samples are frequently obtained due to different levels of survey participation propensity of the survey individuals. When the survey participation is related to the survey topic of interest, propensity score weighting…

Applications · Statistics 2014-11-24 Sixia Chen , Jae-Kwang Kim

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

Methodology · Statistics 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Spurious association arises from covariance between propensity for the treatment and individual risk for the outcome. For sensitivity analysis with stochastic counterfactuals we introduce a methodology to characterize uncertainty in causal…

Methodology · Statistics 2021-03-11 Brian Knaeble , Braxton Osting , Placede Tshiaba

We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…

Systems and Control · Computer Science 2016-09-26 Giulia Prando , Diego Romeres , Alessandro Chiuso

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

Two key challenges in modern statistical applications are the large amount of information recorded per individual, and that such data are often not collected all at once but in batches. These batch effects can be complex, causing…

Applications · Statistics 2019-05-21 Alejandra Avalos-Pacheco , David Rossell , Richard S. Savage

Modelling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model, and thus to obtain better predictions about the behavior of the corresponding…

Computational Physics · Physics 2015-11-24 Massimiliano Bonomi , Carlo Camilloni , Andrea Cavalli , Michele Vendruscolo

Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…

Statistics Theory · Mathematics 2020-04-28 Hui Guo , Philip Dawid , Giovanni Berzuini

Motivated by inferring cellular signaling networks using noisy flow cytometry data, we develop procedures to draw inference for Bayesian networks based on error-prone data. Two methods for inferring causal relationships between nodes in a…

Methodology · Statistics 2020-02-11 Xianzheng Huang , Hongmei Zhang

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

Motivated by examples from genetic association studies, this paper considers the model selection problem in a general complex linear model system and in a Bayesian framework. We discuss formulating model selection problems and incorporating…

Methodology · Statistics 2014-03-14 Xiaoquan Wen