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本库首次提交范围:2004-06-23 — 2026-10-14。
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Bagged Martingale Posteriors: Calibrated Uncertainty Quantification for Predictive Resampling

自助集成鞅后验:预测重采样的不确定性校准

Martingale posteriors and related predictive resampling methods replace the likelihood--prior pair used within Bayesian inference with a predictive model for future observations. These methods are simple to implement and increasingly popular due to their computational efficiency, but little is known about their ability to accurately quantify uncertainty. In this work, we study the concentration and calibration properties of the martingale posterior for general functionals,…

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Estimation of treatment effects in presence of differential use of post-randomization concomitant medication with time-to-event outcomes

随机化后伴随用药差异下的生存结局处理效应估计

In placebo-controlled randomized trials, the post-randomization use of concomitant medications may be higher in the placebo arm than in the treatment arm. This may dilute the full benefits of the randomized drug as estimated by the intention-to-treat analysis. We focus on cardiovascular outcomes trials in type-2 diabetes patients of glucose-lowering treatments where patients in the placebo arm are more likely to add other glucose-lowering agents with established…

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Causal-ICM: A Data Fusion Framework For Heterogeneous Treatment Effect Estimation With Multi-Task Gaussian Processes

Causal-ICM:用多任务高斯过程融合数据估计异质处理效应

Bridging the gap between internal and external validity is crucial for heterogeneous treatment effect estimation. Randomised controlled trials (RCTs), favoured for their internal validity due to randomisation, often encounter challenges in generalising findings due to strict eligibility criteria. Observational studies, on the other hand, may provide stronger external validity through larger and more representative samples but can suffer from compromised internal validity due…

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Semiparametric posterior corrections

半参数后验校正

We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate low-dimensional functionals of interest without being restricted by the holistic Bayesian formalism. Starting from a conventional nonparametric posterior, we target the functional of interest by transforming the entire distribution with a Bayesian…

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Causal predictive inference and target trial emulation

因果预测推断与目标试验模拟

Causal inference from observational data can be viewed as a missing data problem arising from a hypothetical population-scale randomized trial matched to the observational study. This links a target trial protocol with a corresponding generative predictive model for inference, providing a complete framework for transparent communication of causal assumptions and statistical uncertainty on treatment effects, without the need for counterfactuals. The intuitive foundation for…

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