3 papers
stat.ME2026
A Model-Robust G-Computation Method for Analyzing Hybrid Control Studies Without Assuming Exchangeability
Zhiwei Zhang, Peisong Han, Wei Zhang
There is growing interest in a hybrid control design for treatment evaluation, where a randomized controlled trial is augmented with external control data from a previous trial or…
stat.AP2024
Bayesian Dynamic Generalized Additive Model for Mortality during COVID-19 Pandemic
Wei Zhang, Antonietta Mira, Ernst C. Wit
While COVID-19 has resulted in a significant increase in global mortality rates, the impact of the pandemic on mortality from other causes remains uncertain. To gain insight into t…
econ.EM2024
Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series
Joshua C. C. Chan, Wei Zhang
We introduce a class of Bayesian dynamic factor models for matrix-valued time series, with autoregressive factor dynamics and idiosyncratic components that allow stochastic volatil…