Browsing by Author "Roy, Samrat"

Now showing items 1-3 of 3

    • A Bayesian nonparametric approach for multiple mediators with applications in mental health studies 

      Roy, Samrat; Daniels, Michael J; Roy, Jason (Oxford University Press, 2024-02-09)
      Mediation analysis with contemporaneously observed multiple mediators is a significant area of causal inference. Recent approachesfor multiple mediators are often based on parametric models and thus may suffer from model ...

    • A Regularized Low Tubal-Rank Model for High-dimensional Time Series Data 

      Roy, Samrat; Michailidis, George (Institute of Statistical Science, Academia Sinica, 2024)
      High dimensional time series analysis has diverse applications in macroeconometrics and finance. Recent factor-type models employing tensor-based decompositions prove to be computationally involved due to the non-convex ...

    • Structural mean models for instrumented difference-in-differences 

      Vo, Tat-Thang; Ye, Ting; Ertefaie, Ashkan; Roy, Samrat; Flory, James; Hennessy, Sean; Vansteelandt, Stijn; Small, Dylan S (Project Euclid, 2024-12-13)
      In the standard difference-in-differences research design, the parallel trend assumption can be violated when the effect of some unmeasured confounders on the outcome trend is different between the treated and untreated ...