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Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

统计方法学 · 统计学 2023-10-17 Pan Zhao , Yifan Cui

We develop a method to perform model averaging in two-stage linear regression systems subject to endogeneity. Our method extends an existing Gibbs sampler for instrumental variables to incorporate a component of model uncertainty. Direct…

统计方法学 · 统计学 2012-03-20 Anna Karl , Alex Lenkoski

When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There exist both input model and simulation estimation…

统计方法学 · 统计学 2021-08-10 Wei Xie , Cheng Li , Yuefeng Wu , Pu Zhang

Detecting associations between microbial compositions and sample characteristics is one of the most important tasks in microbiome studies. Most of the existing methods apply univariate models to single microbial species separately, with…

统计方法学 · 统计学 2021-03-18 Boyu Ren , Sergio Bacallado , Stefano Favaro , Tommi Vatanen , Curtis Huttenhower , Lorenzo Trippa

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

统计方法学 · 统计学 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Mediation analysis with contemporaneously observed multiple mediators is an important area of causal inference. Recent approaches for multiple mediators are often based on parametric models and thus may suffer from model misspecification.…

统计方法学 · 统计学 2022-08-30 Samrat Roy , Michael J. Daniels , Brendan J. Kelly , Jason Roy

Dirichlet Process Mixture (DPM) models have been increasingly employed to specify random partition models that take into account possible patterns within the covariates. Furthermore, to deal with large numbers of covariates, methods for…

应用统计 · 统计学 2016-11-01 William Barcella , Maria De Iorio , Gianluca Baio

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

统计方法学 · 统计学 2022-07-01 Sai Li , Zijian Guo

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

统计方法学 · 统计学 2026-02-03 Magid Sabbagh , David A. Stephens

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed exactly but rather known to lie in an interval between two successive…

统计方法学 · 统计学 2016-03-02 Lu Mao , D. Y. Lin , Donglin Zeng

Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this…

统计方法学 · 统计学 2026-03-02 Gregor Steiner , Mark Steel

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

统计方法学 · 统计学 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen

In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…

计量经济学 · 经济学 2023-02-01 Ruochen Wu , Melvyn Weeks

Survival analysis aims to estimate a time-to-event distribution from data with censored observations. Many existing methods either impose structural assumptions on the hazard function or discretize the time axis, which may limit flexibility…

机器学习 · 计算机科学 2026-05-22 Stanislav R. Kirpichenko , Andrei V. Konstantinov , Lev V. Utkin

Recurrent event data are common in clinical studies when participants are followed longitudinally, and are often subject to a terminal event. With the increasing popularity of large pragmatic trials with a heterogeneous source population,…

统计方法学 · 统计学 2022-12-06 Xinyuan Tian , Maria Ciarleglio , Jiachen Cai , Erich Greene , Denise Esserman , Fan Li , Yize Zhao

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

机器学习 · 计算机科学 2024-09-13 Antti Pöllänen , Pekka Marttinen

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

概率论 · 数学 2026-01-13 Yumiharu Nakano

In a causal graphical model, an instrument for a variable X and its effect Y is a random variable that is a cause of X and independent of all the causes of Y except X. (Pearl (1995), Spirtes et al (2000)). Instrumental variables can be used…

统计方法学 · 统计学 2013-01-14 Tianjiao Chu , Richard Scheines , Peter L. Spirtes

While estimation of the marginal (total) causal effect of a point exposure on an outcome is arguably the most common objective of experimental and observational studies in the health and social sciences, in recent years, investigators have…

统计理论 · 数学 2012-10-18 Eric J. Tchetgen Tchetgen , Ilya Shpitser

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

机器学习 · 统计学 2014-11-05 Yordan P. Raykov , Alexis Boukouvalas , Max A. Little