Arman Oganisian

@stablemarkets.bsky.social

Statistician | Assistant professor @ Brown University Dept of Biostatistics | Developing nonparametric Bayesian methods for causal inference. Research site: stablemarkets.netlify.app #statsky

Happy to see this paper out. It deals with a practical question in Bayesian causal inference: “𝘈𝘳𝘦 𝘺𝘰𝘶 𝘳𝘦𝘢𝘭𝘭𝘺 𝘤𝘰𝘮𝘱𝘶𝘵𝘪𝘯𝘨 𝘦𝘴𝘵𝘪𝘮𝘢𝘵𝘦𝘴 𝘰𝘧 𝘵𝘩𝘦 𝘤𝘢𝘶𝘴𝘢𝘭 𝘦𝘴𝘵𝘪𝘮𝘢𝘯𝘥 𝘺𝘰𝘶 𝘵𝘩𝘪𝘯𝘬 𝘺𝘰𝘶 𝘢𝘳𝘦 𝘢𝘯𝘥 𝘶𝘯𝘥𝘦𝘳 𝘵𝘩𝘦 𝘢𝘴𝘴𝘶𝘮𝘱𝘵𝘪𝘰𝘯𝘴 𝘺𝘰𝘶 𝘵𝘩𝘪𝘯𝘬 𝘺𝘰𝘶'𝘳𝘦 𝘮𝘢𝘬𝘪𝘯𝘨?” Short answer: you may not be. www.degruyterbrill.com/document/doi...

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Teaching regression in my Bayes class and one thing I don’t like is language about whether we “treat X as fixed” or “treat X as random”. Both X and Y are random draws from a joint F_{X,Y}. It’s just that we factorize it as F_{X,Y}= F_{Y|X} F_{X} w/interest in E[Y|X] = ∫y dF_{Y|X}.

The critique of unmeasured confounding is often levied in a lazy/broad way. It is trivially true in any observational study. But if the critic can't think of a plausible such confounder and posit a reasonable direction/magnitude of its bias then they're not doing productive science.

Arman Oganisian@stablemarkets.bsky.social · 5mo ago

We really do need to get away from the binary. It should be "is there unmeasured confounding or not." Almost certainty there is - it's a matter of how much and what direction.

Why I find Bayesian nonparametric causal inference compelling in one figure. The key distinction is btwn (1) "known" vs (2) "unknown" quantities: Make inferences about (2) conditional on (1). Want cond. avg trt effects? Condition on data, make inferences about regression lines

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I originally wrote to share with trainees but was encouraged to post it online. I address a lot of subtleties: Why does sample-level inference need stronger assumptions? When should/n’t we impute counterfactuals? How does this differ from g-computation? Do we really need to Bayesian bootstrap?

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Adam L@adam-lg.bsky.social · 12mo ago

A cool-looking paper from @stablemarkets.bsky.social: "Untangling Sample and Population Level Estimands in Bayesian Causal Inference" Paper: arxiv.org/abs/2508.15016 Code: github.com/stablemarket... #statssky #mlsky

     Bayesian inference for causal estimands has been growing in popularity, however many misconceptions and implementation errors arise from conflating sample and population-level estimands. We have anecdotally witnessed these at conference talks, in the course of peer review service, and even in published and arXiv-ed papers. Our goal here is to elucidate the crucial differences between sample and population-level quantities when it comes to identification, modeling, Bayesian computation, and interpretation. For example, common sample-level estimands require cross-world assumptions for identification, whereas common population-level estimands do not. Similarly, the former requires explicit imputation of counterfactuals from their joint posterior, whereas the latter typically only requires a posterior distribution over parameters. We start by defining some examples of both types of estimands, then discuss the full joint posterior over all unknowns (both missing counterfactuals and population distribution parameters). We continue to outline how inference for different estimands are derived from different marginals of this joint posterior. Because the differences are conceptually subtle but can be practically substantial, we provide an illustration of using synthetic data in Stan. We also provide a detailed appendix with derivations and computational tips along with a discussion of common implementation errors. The overarching message here is to always engage in first-principles thinking about which marginal of the joint posterior is of interest in a particular application, then follow the strict logic of Bayes' theorem and probability to avoid common implementation errors.

Another distinction between imputation of counterfactuals versus monte carlo simulations used to approximate expectations in the g-formula: In the latter, you want the variance across sims (ie approx. error) to be ≈0. In the former, variance imputation should propagate to reflect uncertainty.

I’ve seen so many instances of conflating sample and population estimands when doing Bayesian causal inference in conference talks, papers on arxiv, papers i’ve reviewed, and even published papers. People often claim to be doing one when actually doing the other.

I’m teaching a 3-hour session on Bayesian causal inference at this year’s Penn Causal Inference Summer Institute, 5/27-5/30. Virtual registration/attendance options are available. There are sessions on a lot of other great topics - see full agenda here: dbei.med.upenn.edu/news-events/... #statsky

2025 Penn Causal Inference Summer Institute - Penn DBEI

Discover the latest news, research breakthroughs, and expert insights from Penn’s DBEI, advancing biostatistics, epidemiology, and informatics to shape population health.

dbei.med.upenn.edu

Reminder to self to post my lecture notes on first-order equivalence between bayesian bootstrap SEs, frequentist bootstrap SEs, and sandwich SEs for a linear model with heteroskedastic errors

Dr Mircea Zloteanu 🌺🌞🍃@mzloteanu.bsky.social · last yr.

#statstab #293 The Bayesian Bootstrap Thoughts: I need to think more on where bootstrapping makes sense in a bayesian setting. But here's a tutorial. #stats #bayesian #bayes #bootstrap #resampling towardsdatascience.com/the-bayesian...

Academia is cool because if you're doing it right, every paper you published in the last 3 years feels inadequate now that you understand the topic better, but it'll take 3 years to get out the version where you get it more right, and you get to do that until one day you die! Isn't that cool

Finished drafting lecture notes on two of my favorite results in Bayesian inference: 1) The empirical Bayes derivation of the James-Stein Estimator 2) the (first order) equivalence of Bayesian bootstrap covariance, Efron’s bootstrap covariance, and the robust sandwich covariance estimators

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