Bayesian estimation of the mean response in a missing data model
- đ¤ Speaker: Kolyan Ray (King's College London)
- đ Date & Time: Friday 18 May 2018, 16:00 - 17:00
- đ Venue: MR12
Abstract
We study semiparametric Bayesian estimation of the mean response in a binary regression model with missing observations. We allow some dependence between the missingness and response mechanisms, which we assume are conditionally independent given some measured covariates (i.e. unconfoundedness). This model has applications in biostatistics and causal inference. We show that the marginal posterior distribution for the mean response arising from product priors on the different model parameters satisfies a semiparametric Bernstein-von Mises theorem under some conditions. We also propose a more involved prior geared towards estimating this specific functional.
This is joint work with Aad van der Vaart.
Series This talk is part of the Statistics series.
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Kolyan Ray (King's College London)
Friday 18 May 2018, 16:00-17:00