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stat.ME2015
Combining matching and linear regression: Introducing a mathematical framework and software for simulations, diagnostics and calibration
Alireza S. Mahani, Mansour T. A. Sharabiani
Combining matching and regression for causal inference provides double-robustness in removing treatment effect estimation bias due to confounding variables. In most real-world appl…
stat.ME2013
Metropolis-Hastings Sampling Using Multivariate Gaussian Tangents
Alireza S. Mahani, Mansour T. A. Sharabiani
We present MH-MGT, a multivariate technique for sampling from twice-differentiable, log-concave probability density functions. MH-MGT is Metropolis-Hastings sampling using asymmetr…