Year of Award
Master of Philosophy (MPhil)
Department of Mathematics
Mixture distributions (Probability theory) ; Expectation-maximization algorithms
In this thesis, we investigate the estimation problem of treatment effect from Bayesian perspective through which one can first obtain the posterior distribution of unobserved potential outcome from observed data, and then obtain the posterior distribution of treatment effect. We mainly consider how to represent a joint distribution of two potential outcomes - one from treated group and another from control group, which can give us an indirect impression of correlation, since the estimation of treatment effect depends on correlation between two potential outcomes. The first part of this thesis illustrates the effectiveness of adapting Gaussian mixture models in solving the treatment effect problem. We apply the mixture models - Gaussian Mixture Regression (GMR) and Gaussian Mixture Linear Regression (GMLR)- as a potentially simple and powerful tool to investigate the joint distribution of two potential outcomes. For GMR, we consider a joint distribution of the covariate and two potential outcomes. For GMLR, we consider a joint distribution of two potential outcomes, which linearly depend on covariate. Through developing an EM algorithm for GMLR, we find that GMR and GMLR are effective in estimating means and variances, but they are not effective in capturing correlation between two potential outcomes. In the second part of this thesis, GMLR is modified to capture unobserved covariance structure (correlation between outcomes) that can be explained by latent variables introduced through making an important model assumption. We propose a much more efficient Pre-Post EM Algorithm to implement our proposed GMLR model with unobserved covariance structure in practice. Simulation studies show that Pre-Post EM Algorithm performs well not only in estimating means and variances, but also in estimating covariance.
Includes bibliographical references (pages 45-49)
Wang, Juan, "Estimation of individual treatment effect via Gaussian mixture model" (2020). Open Access Theses and Dissertations. 839.