Overcoming Selection Bias in Statistical Studies With Amortized Bayesian Inference
arXiv stat.ML / 4/21/2026
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Key Points
- The paper addresses selection bias in statistical studies, where sample inclusion depends on variables related to the quantities of interest, distorting both estimates and uncertainty quantification.
- It proposes a bias-aware simulation-based inference framework that embeds the selection mechanism into the generative simulator to enable amortized Bayesian inference without requiring tractable likelihoods.
- Unlike simulation-based inference methods that assume missingness at random, the approach is designed to handle cases where selection depends on unobserved outcomes or covariates.
- The method provides diagnostics to detect discrepancies between simulated and observed data and to check posterior calibration, allowing researchers to test whether bias is present.
- Experiments across three statistical applications with different selection mechanisms show the framework produces well-calibrated, debiased posteriors, including scenarios where likelihood-based corrections fail.
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