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Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…

统计方法学 · 统计学 2024-03-11 Haodong Tian , Ashish Patel , Stephen Burgess

In public health management there is a need to produce subnational estimates of health outcomes. Often, however, funds are not available to collect samples large enough to produce traditional survey sample estimates for each subnational…

应用统计 · 统计学 2008-12-18 Donald Malec , Peter Müller

The endogeneity issue is fundamentally important as many empirical applications may suffer from the omission of explanatory variables, measurement error, or simultaneous causality. Recently, \cite{hllt17} propose a "Deep Instrumental…

统计理论 · 数学 2020-05-01 Ruiqi Liu , Zuofeng Shang , Guang Cheng

During the semiconductor manufacturing process, predicting the yield of the semiconductor is an important problem. Early detection of defective product production in the manufacturing process can save huge production cost. The data…

应用统计 · 统计学 2021-08-03 Sewon Park , Kyeongwon Lee , Da-Eun Jeong , Heung-Kook Ko , Jaeyong Lee

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

统计方法学 · 统计学 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

机器学习 · 计算机科学 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…

统计理论 · 数学 2010-02-26 Minjung Kyung , Jeff Gill , George Casella

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

统计方法学 · 统计学 2022-10-14 Erik Spånberg

In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…

统计方法学 · 统计学 2020-11-30 Adel Bedoui , Ori Rosen

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

统计方法学 · 统计学 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

Randomized clinical trials are considered the gold standard for estimating causal effects. Nevertheless, in studies that are aimed at examining adverse effects of interventions, such trials are often impractical because of ethical and…

统计方法学 · 统计学 2020-01-20 Anthony D. Scotina , Andrew R. Zullo , Robert J. Smith , Roee Gutman

Double (debiased) machine learning (DML) has seen widespread use in recent years for learning causal/structural parameters, in part due to its flexibility and adaptability to high-dimensional nuisance functions as well as its ability to…

统计方法学 · 统计学 2024-09-12 Abhinandan Dalal , Patrick Blöbaum , Shiva Kasiviswanathan , Aaditya Ramdas

Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…

统计方法学 · 统计学 2007-10-30 Y. Pokern , A. M. Stuart , P. Wiberg

We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide variety of applications in finance, such as high-frequency…

统计方法学 · 统计学 2025-03-04 Ajay Jasra , Kengo Kamatani , Amin Wu

Many trials are designed to collect outcomes at or around pre-specified times after randomization. If there is variability in the times when participants are actually assessed, this can pose a challenge to learning the effect of treatment,…

统计方法学 · 统计学 2024-10-28 Bonnie B. Smith , Yujing Gao , Shu Yang , Ravi Varadhan , Andrea J. Apter , Daniel O. Scharfstein

We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly continuous) exogenous covariables. By making a rank invariance…

计量经济学 · 经济学 2023-09-06 Lorenzo Tedesco , Jad Beyhum , Ingrid Van Keilegom

Querying causal effects from time-series data is important across various fields, including healthcare, economics, climate science, and epidemiology. However, this task becomes complex in the existence of time-varying latent confounders,…

机器学习 · 计算机科学 2024-11-28 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc duy Le , Xudong Guo , Shichao Zhang

Objective. We establish a principled method for inferring mental health related psychometric variables from neural and behavioral data using the Implicit Association Test (IAT) as the data generation engine, aiming to overcome the limited…

Targeting to understand the underlying explainable factors behind observations and modeling the conditional generation process on these factors, we connect disentangled representation learning to Diffusion Probabilistic Models (DPMs) to…

计算机视觉与模式识别 · 计算机科学 2023-10-31 Tao Yang , Yuwang Wang , Yan Lv , Nanning Zheng

As a statistical tool to assist formative assessments in educational settings, diagnostic classification models (DCMs) have been increasingly used to provide diagnostic information regarding examinees' attributes. DCMs often adopt a…

统计计算 · 统计学 2022-08-24 Motonori Oka , Shun Saso , Kensuke Okada