统计方法学

Probabilities of causation (PoCs), such as the probability of necessity and sufficiency (PNS), are important tools for decision making but are generally not point identifiable. Existing work has derived bounds for these quantities using…

Generative modeling builds on and substantially advances the classical idea of simulating synthetic data from observed samples. This paper shows that this principle is not only natural but also theoretically well-founded for bootstrap…

Population-adjusted indirect comparisons (PAICs) are widely used to synthesize evidence when randomized controlled trials enroll different patient populations and head-to-head comparisons are unavailable. Although PAICs adjust for observed…

In this paper, we analyze a specific class of missing not at random (MNAR) assumptions called tree graphs, extending upon the work of pattern graphs. We build off previous work by introducing the idea of a conjugate odds family in which…

Modeling of longitudinal cohort data typically involves complex temporal dependencies between multiple variables. There, the transformer architecture, which has been highly successful in language and vision applications, allows us to…

The use of U-statistics in the change-point context has received considerable attention in the literature. We compare two approaches of constructing CUSUM-type change-point tests, which we call the first-vs-full and first-vs-last approach.…

Heterogeneity in multinomial choice data is often accounted for using logit models with random coefficients. Such models are called "mixed", but they can be difficult to estimate for large datasets. We review current Bayesian variational…

The knockoff filter is a powerful tool for controlled variable selection with false discovery rate (FDR) control. In this paper, we leverage e-values to allow the nominal FDR level to be switched post-hoc, after looking at the data and…

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…

Estimating risks or survival probabilities conditional on individual characteristics based on censored time-to-event data is a commonly faced task. This may be for the purpose of developing a prediction model or may be part of a wider…

Causal inference in the presence of intermediate variables is a challenging problem in many applications. Principal stratification (PS) provides a framework to estimate principal causal effects (PCE) in such settings. However, existing PS…

Heavy-tailed models are used as a way to gain robustness against outliers in Bayesian analyses. In frequentist analyses, M-estimators are often employed. In this paper, the two approaches are tentatively reconciled by considering…

Multiple hypothesis testing with false discovery rate (FDR) control is a fundamental problem in statistical inference, with broad applications in genomics, drug screening, and outlier detection. In many such settings, researchers may have…

This paper introduces a class of generalised linear models (GLMs) driven by latent processes for modelling count, real-valued, binary, and positive continuous time series. Extending earlier latent-process regression frameworks based on…

Identifying individual mediators is a central goal of high-dimensional mediation analysis, yet pervasive dependence among mediators can invalidate standard debiased inference and lead to substantial false discovery rate (FDR) inflation. We…

This paper motivates and develops a novel and focused approach to variable selection in linear regression models. For estimating the regression mean $\mu=\E\,(Y\midd x_0)$, for the covariate vector of a given individual, there is a list of…

Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…

In empirical research, when we have multiple estimators for the same parameter of interest, a central question arises: how do we combine unbiased but less precise estimators with biased but more precise ones to improve the inference? Under…

What assortments (subsets of items) should be offered, to collect data for estimating a choice model over $n$ total items? We propose a structured, non-adaptive experiment design requiring only $O(\log n)$ distinct assortments, each offered…

Network datasets appear across a wide range of scientific fields, including biology, physics, and the social sciences. To enable data-driven discoveries from these networks, statistical inference techniques like estimation and hypothesis…