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作者:Simon, Horst; Azz, Mohammed El-Amine; El Moukari, Roy; Porcu, Emilio
作者单位:Khalifa University of Science & Technology
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作者:Tang, Yanbo
作者单位:Imperial College London
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作者:Zhu, Fukang; Guo, Xiangyu
作者单位:Jilin University; Hebei University of Economics & Business
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作者:Fong, Edwin; Yiu, Andrew
作者单位:University of Hong Kong; University of Southampton
摘要:Quantile estimation and regression within the Bayesian framework is challenging as the choice of likelihood and prior is not obvious. In this paper, we introduce a novel Bayesian nonparametric method for quantile estimation and regression based on the recently introduced martingale posterior (MP) framework. The core idea of the MP is that posterior sampling is equivalent to predictive imputation, which allows us to break free of the stringent likelihood-prior specification. We demonstrate that...
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作者:Cheng, Bing; Tong, Howell
作者单位:Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; University of London; London School Economics & Political Science
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作者:Sanna Passino, Francesco; Heard, Nicholas A.
作者单位:Imperial College London
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作者:Liu, Lin
作者单位:Shanghai Jiao Tong University
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作者:Bennett, Andrew; Kallus, Nathan; Mao, Xiaojie; Newey, Whitney K.; Syrgkanis, Vasilis; Uehara, Masatoshi
作者单位:Morgan Stanley; Cornell University; Netflix, Inc.; Tsinghua University; Tsinghua University; Massachusetts Institute of Technology (MIT); Stanford University; Chan Zuckerberg Initiative (CZI)
摘要:In a variety of applications, including nonparametric instrumental variable (NPIV) analysis, proximal causal inference under unmeasured confounding, and analysis of missing-not-at-random data with shadow variables, we are interested in inference on a continuous linear functional (e.g. average causal effects) of nuisance functions (e.g. NPIV regression) defined by conditional moment restrictions. These nuisance functions are often weakly identified, meaning the moment restrictions are ill-posed...
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作者:Wu, Peng; Mao, Xiaojie
作者单位:Beijing Technology & Business University; Tsinghua University; Tsinghua University
摘要:Typical causal effects are defined based on the marginal distribution of potential outcomes. However, many real-world applications require causal estimands involving the joint distribution of potential outcomes to enable nuanced treatment evaluation and selection. In this article, we propose a novel framework for identifying and estimating the joint distribution of potential outcomes using multiple experimental datasets. We introduce the assumption of transportability of state transition proba...
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作者:Whiteley, Nick; Gray, Annie; Rubin-Delanchy, Patrick
作者单位:University of Bristol; Alan Turing Institute; University of Edinburgh; Heriot Watt University; University of Edinburgh