[ABE-L] Seminário de Probabilidade - IM-UFRJ - 11/12/2023 (último evento do ciclo de 2023)

[Maria Eulalia Vares]

Dear colleagues,

Our next seminar will be held on Monday, *December 11*, from *3:30 p.m. to
4:30 p.m*. (Rio de Janeiro local time).  This meeting will take place at
room *C116 - Bloco C - CT** – Instituto de Matemática – UFRJ. *There will
be no transmission online.



Speaker: * Widemberg da Silva Nobre (IM-UFRJ)*

Title: Causal Inference Under Mis-Specification: Adjustment Based on the
Propensity Score

Abstract: We study Bayesian approaches to causal inference via propensity
score regression. Much of Bayesian methodology relies on parametric and
distributional assumptions, with presumed correct specification, whereas
the extant propensity score methods in Bayesian literature have relied on
approaches that cannot be viewed as fully Bayesian in the context of
conventional ‘likelihood times prior’ posterior inference. We emphasize
that causal inference is typically carried out in settings of
mis-specification, and develop strategies for fully Bayesian inference that
reflect this. We focus on methods based on decision-theoretic arguments,
and show how inference based on loss-minimization can give valid and fully
Bayesian inference. We propose a computational approach to inference based
on the Bayesian bootstrap which has good Bayesian and frequentist
properties.

*Link of the paper: *https://doi.org/10.1214/22-BA1322





More complete information about the seminars can be found at

http://www.dme.ufrj.br/?page_id=3398

Sincerely,

Organizers: Giulio Iacobelli e Maria Eulalia Vares

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