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相关论文: A Semiparametric Bayesian Method for Instrumental …

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This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

计量经济学 · 经济学 2025-09-23 Christophe Bruneel-Zupanc

We propose a novel semiparametric model for the joint distribution of a continuous longitudinal outcome and the baseline covariates using an enriched Dirichlet process (EDP) prior. This joint model decomposes into a linear mixed model for…

统计方法学 · 统计学 2018-06-08 Bret Zeldow , James Flory , Alisa Stephens-Shields , Marsha Raebel , Jason Roy

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…

统计计算 · 统计学 2021-01-22 Samuel Wiqvist , Andrew Golightly , Ashleigh T. McLean , Umberto Picchini

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…

计算工程、金融与科学 · 计算机科学 2023-06-13 Yaroslav Kivva , Saber Salehkaleybar , Negar Kiyavash

Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…

统计方法学 · 统计学 2025-06-24 Julia C. Thome , Andrew J. Spieker , Peter F. Rebeiro , Chun Li , Tong Li , Bryan E. Shepherd

A mixed Gaussian fractional process $\{Y(t)\}_{t \in {\Bbb R}} = \{PX(t)\}_{t \in {\Bbb R}}$ is a multivariate stochastic process obtained by pre-multiplying a vector of independent, Gaussian fractional process entries $X$ by a nonsingular…

统计理论 · 数学 2017-08-14 Patrice Abry , Gustavo Didier , Hui Li

We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…

统计方法学 · 统计学 2022-08-05 Giorgio Paulon , Peter Müller , Abhra Sarkar

Outliers can seriously distort statistical inference by inducing excessive sensitivity in the likelihood function, thereby compromising the reliability of Bayesian estimation. To address this issue, we develop a robust Bayesian estimation…

统计理论 · 数学 2026-02-09 Jeongho Lee , Junmo Song

We propose a general Bayesian nonparametric (BNP) approach to causal inference in the point treatment setting. The joint distribution of the observed data (outcome, treatment, and confounders) is modeled using an enriched Dirichlet process.…

统计方法学 · 统计学 2017-03-01 Jason Roy , Kirsten J Lum , Michael J. Daniels , Bret Zeldow , Jordan Dworkin , Vincent Lo Re

We develop a Bayesian nonparametric (BNP) approach to evaluate the causal effect of treatment in a randomized trial where a nonterminal event may be censored by a terminal event, but not vice versa (i.e., semi-competing risks). Based on the…

统计方法学 · 统计学 2019-07-23 Yanxun Xu , Daniel Scharfstein , Peter Müller , Michael Daniels

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

统计方法学 · 统计学 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Diffusion Probabilistic Models (DPM) have shown remarkable efficacy in the synthesis of high-quality images. However, their inference process characteristically requires numerous, potentially hundreds, of iterative steps, which could…

计算机视觉与模式识别 · 计算机科学 2024-06-18 Mingxiao Li , Tingyu Qu , Ruicong Yao , Wei Sun , Marie-Francine Moens

In this paper, a Bayesian semiparametric copula approach is used to model the underlying multivariate distribution $F_{true}$. First, the Dirichlet process is constructed on the unknown marginal distributions of $F_{true}$. Then a Gaussian…

统计方法学 · 统计学 2019-07-05 Luai Al-Labadi , Forough Fazeli Asl , Zahra Saberi

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

机器学习 · 统计学 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

This paper discusses endogenous treatment models with duration outcomes, competing risks and random right censoring. The endogeneity issue is solved using a discrete instrumental variable. We show that the competing risks model generates a…

统计方法学 · 统计学 2021-05-04 Jad Beyhum , Jean-Pierre Florens , Ingrid Van Keilegom

This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation. We propose a neural network architecture that is adapted to the double machine learning (DML)…

Structural Nested Mean Models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at pre-fixed time points for all subjects, which,…

统计方法学 · 统计学 2020-01-13 Shu Yang

This work aims efficiently estimating the posterior distribution of kinetic parameters for dynamic positron emission tomography (PET) imaging given a measurement of time of activity curve. Considering the inherent information loss from…

医学物理 · 物理学 2023-10-25 Xiaofeng Liu , Thibault Marin , Tiss Amal , Jonghye Woo , Georges El Fakhri , Jinsong Ouyang

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

数值分析 · 数学 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

统计方法学 · 统计学 2018-08-14 Heng Shu , Zhiqiang Tan