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We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate association due to endogeneity of treatment selection from…

统计方法学 · 统计学 2021-03-02 Helga Wagner , Sylvia Frühwirth-Schnatter , Liana Jacobi

We consider the problem of defining the effect of an intervention on a time-varying risk factor or treatment for a disease or a physiological marker; we develop here the latter case. So, the system considered is $(Y,A,C)$, where $Y=(Y_t)$,…

统计方法学 · 统计学 2019-07-31 Daniel Commenges , Mélanie Prague

Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of…

人工智能 · 计算机科学 2015-05-18 Charmgil Hong , Milos Hauskrecht

Repeated measures of biomarkers have the potential of explaining hazards of survival outcomes. In practice, these measurements are intermittently measured and are known to be subject to substantial measurement error. Joint modelling of…

应用统计 · 统计学 2019-12-12 Lisa McFetridge , Ozgur Asar , Jonas Wallin

A fundamental difficulty of causal learning is that causal models can generally not be fully identified based on observational data only. Interventional data, that is, data originating from different experimental environments, improves…

统计方法学 · 统计学 2021-11-04 Juan L. Gamella , Christina Heinze-Deml

We consider the task of determining a football player's ability for a given event type, for example, scoring a goal. We propose an interpretable Bayesian model which is fit using variational inference methods. We implement a Poisson model…

应用统计 · 统计学 2020-09-24 Gavin A. Whitaker , Ricardo Silva , Daniel Edwards , Ioannis Kosmidis

The paper addresses general aspects of experimental data analysis, dealing with the separation of ``signal vs. background''. It consists of two parts. Part I is a tutorial on statistical event classification, Bayesian inference, and test…

数据分析、统计与概率 · 物理学 2023-06-30 Rudolf Frühwirth , Winfried Mitaroff

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

统计方法学 · 统计学 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin

We study causal inference in settings characterized by interference with a bipartite structure. There are two distinct sets of units: intervention units to which an intervention can be applied and outcome units on which the outcome of…

统计方法学 · 统计学 2025-07-29 Georgia Papadogeorgou , Zhaoyan Song , Guido Imbens , Fabrizia Mealli

We consider testing and learning problems on causal Bayesian networks as defined by Pearl (Pearl, 2009). Given a causal Bayesian network $\mathcal{M}$ on a graph with $n$ discrete variables and bounded in-degree and bounded `confounded…

数据结构与算法 · 计算机科学 2018-05-25 Jayadev Acharya , Arnab Bhattacharyya , Constantinos Daskalakis , Saravanan Kandasamy

Methods that rely on proxies, without imposing strong parametric structure, are increasingly used to deal with unobserved variables in causal inference. One influential line of this work reconstructs latent distributions used to identify…

统计方法学 · 统计学 2026-05-12 Helen Guo , Ilya Shpitser , Elizabeth L. Ogburn

We study the problem of learning robust discriminative representations of causally related latent variables given the underlying causal graph and a training set comprising passively collected observational data and interventional data…

机器学习 · 计算机科学 2025-12-16 Gautam Sreekumar , Vishnu Naresh Boddeti

The advantages of adaptive experiments have led to their rapid adoption in economics, other fields, as well as among practitioners. However, adaptive experiments pose challenges for causal inference. This note suggests a BOLS (batched…

计量经济学 · 经济学 2025-12-12 Jan Kemper , Davud Rostam-Afschar

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

计量经济学 · 经济学 2019-10-03 Martin Huber

We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise…

数值分析 · 数学 2015-05-30 Bangti Jin

While the utilisation of different methods of outliers correction has been shown to counteract the inferential error produced by the presence of contaminating data not belonging to the studied population; the effects produced by their…

统计方法学 · 统计学 2019-10-02 Marjorie Fonnesu , Nicola Kuczewski

The ability to conduct interventions plays a pivotal role in learning causal relationships among variables, thus facilitating applications across diverse scientific disciplines such as genomics, economics, and machine learning. However, in…

机器学习 · 统计学 2024-11-04 Abhinav Kumar , Kirankumar Shiragur , Caroline Uhler

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

统计理论 · 数学 2018-01-31 Zhiqiang Tan

Substantial advances in Bayesian methods for causal inference have been developed in recent years. We provide an introduction to Bayesian inference for causal effects for practicing statisticians who have some familiarity with Bayesian…

统计方法学 · 统计学 2023-12-12 Arman Oganisian , Jason A. Roy

It has recently become popular to define treatment effects for subsets of the target population characterized by variables not observable at the time a treatment decision is made. Characterizing and estimating such treatment effects is…

统计理论 · 数学 2007-08-30 Marshall M. Joffe , Dylan Small , Chi-Yuan Hsu