统计方法学
This study proposes the novel Bayesian and inverse Bayesian (BIB) inference framework that incorporates symmetry bias into the Bayesian updating process to perform both conventional and inverse Bayesian updates concurrently. Conventional…
Qini curves are a widely used tool for assessing treatment policies under allocation constraints as they visualize the incremental gain of a new treatment policy versus the cost of its implementation. Standard Qini curve estimation assumes…
Scholars from diverse fields increasingly rely on high-frequency spatio-temporal data. Yet, causal inference with these data remains challenging due to spatial spillover and temporal carryover effects. We develop methods to estimate…
P-splines provide a flexible setting for modeling nonlinear model components based on a discretized penalty structure with a relatively simple computational backbone. Under a Bayesian inferential framework based on Markov chain Monte Carlo,…
Despite the common occurrence of interference in Difference-in-Differences (DiD) applications, standard DiD methods rely on an assumption that interference is absent, and comparatively little work has considered how to accommodate and learn…
We address the inverse problem for the mean-field Ising model with two- and three-body interactions using a Bayesian framework. Parameter recovery in this setting is notoriously difficult, particularly near phase transitions, at…
This paper studies decision-making and statistical inference for two-sided matching markets via matrix completion. In contrast to the independent sampling assumed in classical matrix completion literature, the observed entries, which arise…
This paper introduces a unified family of smoothed quantile estimators that continuously interpolate between classical empirical quantiles and the sample mean. The estimators q(z, h) are defined as minimizers of a regularized objective…
Characterizing the genetic basis of survival traits, such as age at disease onset, is critical for risk stratification, early intervention, and elucidating biological mechanisms that can inform therapeutic development. However,…
Spatial regression models have a variety of applications in several fields ranging from economics to public health. Typically, it is of interest to select important exogenous predictors of the spatially autocorrelated response variable. In…
This paper reinterprets the Synthetic Control (SC) framework through the lens of weighting philosophy, arguing that the contrast between traditional SC and Difference-in-Differences (DID) reflects two distinct modeling mindsets: sparse…
Clinical risk prediction is a valuable tool for guiding healthcare interventions toward those most likely to benefit. Yet, evaluating the pairing of a risk prediction model with an intervention using randomized controlled trials presents…
In regression and causal inference, controlled subgroup selection aims to identify, with inferential guarantees, a subgroup (defined as a subset of the covariate space) on which the average response or treatment effect is above a given…
This study introduces an integrated framework for predictive causal inference designed to overcome limitations inherent in conventional single model approaches. Specifically, we combine a Hidden Markov Model (HMM) for spatial health state…
Canonical Correlation Analysis, CCA, is a widely used multivariate method in omics research for integrating high dimensional datasets. CCA identifies hidden links by deriving linear projections of features maximally correlating datasets.…
We study the problem of variable selection in convex nonparametric least squares (CNLS). Whereas the least absolute shrinkage and selection operator (Lasso) is a popular technique for least squares, its variable selection performance is…
We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…
In modern industrial settings, advanced acquisition systems allow for the collection of data in the form of profiles, that is, as functional relationships linking responses to explanatory variables. In this context, statistical process…
The partial correlation graphical LASSO (PCGLASSO) is a penalised likelihood method for Gaussian graphical models which provides scale invariant sparse estimation of the precision matrix and improves upon the popular graphical LASSO method.…
We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…