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Estimation of Causal Effects via Principal Stratification When Some Outcomes are Truncated by “Death”
The topic of “truncation by death” in randomized experiments arises in many fields, such as medicine, economics and education. Traditional approaches addressing this issue ignore the fact that theExpand
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Likelihood-Based Analysis of Causal Effects of Job-Training Programs Using Principal Stratification
Government-sponsored job-training programs must be subject to evaluation to assess whether their effectiveness justifies their cost to the public. The evaluation usually focuses on employment andExpand
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Evaluating the effects of job training programs on wages through principal stratification
In an evaluation of a job training program, the causal effects of the program on wages are often of more interest to economists than the program's effects on employment or on income. The reason isExpand
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The Bayesian Additive Classification Tree applied to credit risk modelling
We propose a new nonlinear classification method based on a Bayesian ''sum-of-trees'' model, the Bayesian Additive Classification Tree (BACT), which extends the Bayesian Additive Regression TreeExpand
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Independent Particle Filters
Sequential Monte Carlo methods, especially the particle filter (PF) and its various modifications, have been used effectively in dealing with stochastic dynamic systems. The standard PF samples theExpand
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A new sequential importance sampling method and its application to the two-dimensional hydrophobic-hydrophilic model
The sequential importance sampling method and its various modifications have been developed intensively and used effectively in diverse research areas ranging from polymer simulation to signalExpand
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Bayesian Clustering with Variable and Transformation Selections
SUMMARY The clustering problem has attracted much attention from both statisticians and computer scientists in the past fifty years. Methods such as hierarchical clustering and the K-means method areExpand
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Distillation of News Flow Into Analysis of Stock Reactions
The gargantuan plethora of opinions, facts, and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It alsoExpand
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Comparative investigation of three Bayesian p values
  • J. L. Zhang
  • Mathematics, Computer Science
  • Comput. Stat. Data Anal.
  • 1 November 2014
Bayesian p values are a popular and important class of approaches for Bayesian model checking. They are used to quantify the degree of surprise from the observed data given the specified data modelExpand
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The traditional variable selection problem has attracted renewed atten- tion from statistical researchers due to the recent advances in data collection, es- pecially in fields such as bioinformaticsExpand
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