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Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

计算工程、金融与科学 · 计算机科学 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

计量经济学 · 经济学 2024-10-21 Nadja van 't Hoff

Estimating causal effects from observational data informs us about which factors are important in an autonomous system, and enables us to take better decisions. This is important because it has applications in selecting a treatment in…

机器学习 · 计算机科学 2021-10-29 Plabon Shaha , Talha Islam Zadid , Ismat Rahman , Md. Mosaddek Khan

Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…

统计方法学 · 统计学 2021-05-17 Peng Tang , Huijing Jiang , Heeyoung Kim , Xinwei Deng

We consider the problem of variable selection in Bayesian multivariate linear regression models, involving multiple response and predictor variables, under multivariate normal errors. In the absence of a known covariance structure,…

统计方法学 · 统计学 2025-07-25 Joyee Ghosh , Xun Li

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

统计理论 · 数学 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional…

统计方法学 · 统计学 2022-02-01 David A. Stephens , Widemberg S. Nobre , Erica E. M. Moodie , Alexandra M. Schmidt

Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…

机器学习 · 统计学 2019-05-10 Artem Sobolev , Dmitry Vetrov

Blockwise missing data occurs frequently when we integrate multisource or multimodality data where different sources or modalities contain complementary information. In this paper, we consider a high-dimensional linear regression model with…

统计方法学 · 统计学 2023-06-30 Fei Xue , Rong Ma , Hongzhe Li

We develop a fast and accurate grouped penalized credible region approach for variable selection and prediction in Bayesian high-dimensional linear regression. Most existing Bayesian methods either are subject to high computational costs…

统计方法学 · 统计学 2026-01-26 Weichang Yu , Khue-Dung Dang

There is currently a dearth of appropriate methods to estimate the causal effects of multiple treatments when the outcome is binary. For such settings, we propose the use of nonparametric Bayesian modeling, Bayesian Additive Regression…

统计方法学 · 统计学 2020-03-02 Chenyang Gu , Michael J. Lopez , Liangyuan Hu

We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-prone testing outcomes instead of the true values of the…

统计方法学 · 统计学 2025-04-17 Qinyan Shen , Karl Gregory , Xianzheng Huang

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

统计方法学 · 统计学 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

统计方法学 · 统计学 2020-09-22 Baoluo Sun , Zhiqiang Tan

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

机器学习 · 统计学 2023-05-02 Aliaksandr Hubin , Geir Storvik

We propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant…

机器学习 · 统计学 2019-04-01 Sohail Bahmani

This paper presents a weighted optimization framework that unifies the binary,multi-valued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the…

计量经济学 · 经济学 2018-08-20 Chunrong Ai , Oliver Linton , Kaiji Motegi , Zheng Zhang

Covariate balancing is a popular technique for controlling confounding in observational studies. It finds weights for the treatment group which are close to uniform, but make the group's covariate means (approximately) equal to those of the…

统计方法学 · 统计学 2025-03-07 Shiva Kaul , Min-Gyu Kim

High-dimensional linear models have been widely studied, but the developments in high-dimensional generalized linear models, or GLMs, have been slower. In this paper, we propose an empirical or data-driven prior leading to an empirical…

统计理论 · 数学 2025-07-09 Yiqi Tang , Ryan Martin

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

统计方法学 · 统计学 2021-11-16 Xiaotian Dai , Guifang Fu , Randall Reese , Shaofei Zhao , Zuofeng Shang