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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:Zhang, Yichi; Yang, Shu
作者单位:Indiana University System; Indiana University Bloomington; North Carolina State University
摘要:Principal stratification is essential for revealing causal mechanisms involving post-treatment intermediate variables, in real-world applications like surrogate marker evaluation. Principal stratification analysis with continuous intermediate variables is increasingly common but challenging due to the infinite principal strata and the nonidentifiability and nonregularity of principal causal effects (PCEs). Inspired by recent research, we resolve these challenges by first using a flexible copul...
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作者:Lin, Xiaotong; Li, Weihao; Tian, Fangqiao; Huang, Dongming
作者单位:National University of Singapore; National University of Singapore
摘要:We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on sufficient statistics. This framework provides exact finite-sample error control regardless of the dimension and allows flexible choices of test statistics to improve power. We explore several candidate test statistics and conduct extensive simulation studies ...
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作者:Dombowsky, Alexander; Dunson, David B.
作者单位:Duke University; Duke University
摘要:While there is an immense literature on Bayesian methods for clustering, the multiview case has received little attention. This problem focuses on obtaining distinct but statistically dependent clusterings in a common set of entities for different data types. For example, clustering patients into subgroups with subgroup membership varying according to the domain of the patient variables. A challenge is how to model the across-view dependence between the partitions of patients into subgroups. T...
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作者:Wei, Waverly; Ma, Xinwei; Wang, Jingshen
作者单位:University of Southern California; University of California System; University of California San Diego
摘要:Understanding treatment effect heterogeneity has become an increasingly popular task in various fields, as it helps design personalized advertisements in e-commerce or targeted treatment in biomedical studies. However, most of the existing work in this research area focused on either analysing observational data based on strong causal assumptions or conducting post hoc analyses of randomized controlled trial data, and there has been limited effort dedicated to the design of randomized experime...
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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...