Biometrika

Volume 57 - 112

Current editor(s): Paul Fearnhead

From Biometrika Trust
Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
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Volume 112, issue 4, 2025

Russian roulette: the need for stochastic potential outcomes when utilities depend on counterfactuals pp. .

Andrew Gelman and Jonas M Mikhaeil

High-dimensional factor analysis for network-linked data pp. asaf012

Jinming Li, Gongjun Xu and Ji Zhu

Powerful partial conjunction hypothesis testing via conditioning pp. asaf036

B Liang, L Zhang and L Janson

Aggregating dependent signals with heavy-tailed combination tests pp. asaf038

Lin Gui, Yuchao Jiang and Jingshu Wang

Robust functional principal component analysis for non-Euclidean random objects pp. asaf040

Jiazhen Xu, Andrew T A Wood and Tao Zou

Nonsense associations in Markov random fields with pairwise dependence pp. asaf041

Sohom Bhattacharya, Rajarshi Mukherjee and Elizabeth L Ogburn

A semiparametric instrumented difference-in-differences approach to policy learning pp. asaf043

Pan Zhao and Yifan Cui

Goodness-of-fit tests for linear non-Gaussian structural equation models pp. asaf046

D Schkoda and M Drton

Simulating diffusion bridges with score matching pp. asaf048

J Heng, V De Bortoli, A Doucet and J Thornton

Dimension estimation in a spiked covariance model using high-dimensional data augmentation pp. asaf052

U Radojičić and J Virta

A more robust approach to multivariable Mendelian randomization pp. asaf053

Yinxiang WuBy, Hyunseung Kang and Ting Ye

The inverse Kalman filter pp. asaf054

Xinyi Fang and Mengyang Gu

Infinite joint species distribution models pp. asaf055

F Stolf and D B Dunson

Factor pretraining in Bayesian multivariate logistic models pp. asaf056

L Mauri and D B Dunson

Existence and applications of finite-population samples that are exactly balanced pp. asaf058

Yves Tillé and Louis-Paul Rivest

Resampling methods with multiply imputed data pp. asaf059

Michael W Robbins and Lane Burgette

Multivariate Gaussian cumulative distribution functions as the marginal likelihood of their dual Bayesian probit models pp. asaf060

Augusto Fasano and Francesco Denti

Fast convergence of the expectation-maximization algorithm under a logarithmic Sobolev inequality pp. asaf061

R Caprio and A M Johansen

Supervised contamination detection, with application to flow cytometry data pp. asaf063

S Gaucher, G Blanchard and F Chazal

Information lost by conditioning on the random margins in a two-by-two table pp. asaf064

M J Schervish, J B Kadane, T Seidenfeld and R B Stern

On the asymptotic validity of confidence sets for linear functionals of solutions to integral equations pp. asaf067

E Smucler, J M Robins and A Rotnitzky

Volume 112, issue 3, 2025

A spike-and-slab prior for dimension selection in generalized linear network eigenmodels pp. asaf014.

Joshua D Loyal and Yuguo Chen

Transfer learning for piecewise-constant mean estimation: optimality, ℓ1 and ℓ0 penalization pp. asaf018.

F Wang and Y Yu

A general condition for bias attenuation by a nondifferentially mismeasured confounder pp. asaf026.

Jeffrey Zhang and Junu Lee

Improving efficiency in transporting average treatment effects pp. asaf027.

K E Rudolph, N T Williams, E A Stuart and I Díaz

Dynamic factor analysis of high-dimensional recurrent events pp. asaf028.

F Chen, Y Chen, Z Ying and K Zhou

A general form of covariate adjustment in clinical trials under covariate-adaptive randomization pp. asaf029.

Marlena S Bannick, Jun Shao, Jingyi Liu, Yu Du, Yanyao Yi and Ting Ye

Towards a turnkey approach for unbiased Monte Carlo estimation of smooth functions of expectations pp. asaf030.

Nicolas Chopin, Francesca R Crucinio and Sumeetpal S Singh

Integer programming for learning directed acyclic graphs from nonidentifiable Gaussian models pp. asaf032.

Tong Xu, Armeen Taeb, Simge Küçükyavuz and Ali Shojaie

Bias correction of quadratic spectral estimators pp. asaf033.

Lachlan C Astfalck, Adam M Sykulski and Edward J Cripps

Predictive performance of power posteriors pp. asaf034.

Y McLatchie, E Fong, D T Frazier and J Knoblauch

Consistent and scalable composite likelihood estimation of probit models with crossed random effects pp. asaf037.

R Bellio, S Ghosh, A B Owen and C Varin

Pseudolikelihood estimators for graphical models: existence and uniqueness pp. asaf045.

B Roycraft and B Rajaratnam

Identifying and bounding the probability of necessity for causes of effects with ordinal outcomes pp. asaf049.

Chao Zhang, Zhi Geng, Wei Li and Peng Ding

Debiased learning of the causal net benefit with censored event time data pp. asaf051.

Torben Martinussen and Stijn Vansteelandt

Volume 112, issue 2, 2025

Two-sample distribution tests in high dimensions via max-sliced Wasserstein distance and bootstrapping pp. 41-54

Xiaoyu Hu and Zhenhua Lin

Fast and reliable confidence intervals for a variance component pp. 107-22

Yiqiao Zhang, Karl Oskar Ekvall and Aaron J Molstad

Semiparametric local variable selection under misspecification pp. 192-225

D Rossell, A K Seong, I Saez and M Guindani

Assessing variable importance in survival analysis using machine learning pp. 333-43

C J Wolock, P B Gilbert, N Simon and M Carone

Semiparametric sieve estimation for survival data with two-layer censoring pp. 447-63

Yudong Wang, Jiayi Tong, Xiangbin Hu, Zhi-Sheng Ye, Cheng Yong Tang and Yong Chen

Anytime-valid and asymptotically efficient inference driven by predictive recursion pp. 545-607

Vaidehi Dixit and Ryan Martin

Bayesian clustering of high-dimensional data via latent repulsive mixtures pp. 551-8

L Ghilotti, M Beraha and A Guglielmi

Improving randomized controlled trial analysis via data-adaptive borrowing pp. 723-34

Chenyin Gao, Shu Yang, Mingyang Shan, Wenyu Ye, Ilya Lipkovich and Douglas Faries

Consistency of common spatial estimators under spatial confounding pp. 945-61

Brian Gilbert, Elizabeth L Ogburn and Abhirup Datta

Testable implications of outcome-independent missingness not at random in covariates pp. 1171-6

A Sjölander and S Hägg

Large-scale multiple testing of composite null hypotheses under heteroskedasticity pp. 2055-85

B Gang and T Banerjee

Super-efficient estimation of future conditional hazards based on time-homogeneous high-quality marker information pp. 3484-509

D Bagkavos, A Isakson, E Mammen, J P Nielsen and C Proust–Lima

Volume 112, issue 1, 2025

With random regressors, least squares inference is robust to correlated errors with unknown correlation structure pp. 1-35

Zifeng Zhang, Peng Ding, Wen Zhou and Haonan Wang

Multiple conditional randomization tests for lagged and spillover treatment effects pp. 3-16

Yao Zhang and Qingyuan Zhao

Studies in the history of probability and statistics, LI: the first conditional logistic regression pp. 89-100

J A Hanley

A robust covariate-balancing method for learning optimal individualized treatment regimes pp. 133-61

Canhui Li, Donglin Zeng and Wensheng Zhu

An adaptive null proportion estimator for false discovery rate control pp. 149-78

Zijun Gao

Estimating causal effects under non-individualistic treatments due to network entanglement pp. 235-67

P Toulis, A Volfovsky and E M Airoldi

Variance-based sensitivity analysis for weighting estimators results in more informative bounds pp. 235-40

Melody Huang and Samuel D Pimentel

The phase diagram of kernel interpolation in large dimensions pp. 242-52

Haobo Zhang, Weihao Lu and Qian Lin

Testing the mean and variance by e-processes pp. 289-300

Yixuan Fan, Zhanyi Jiao and Ruodu Wang

Axiomatization of interventional probability distributions pp. 507-56

Kayvan Sadeghi and Terry Soo

Semi-supervised distribution learning pp. 669-74

Mengtao Wen, Yinxu Jia, Haojie Ren, Zhaojun Wang and Changliang Zou

Boosting the power of kernel two-sample tests pp. 1148-59

A Chatterjee and B B Bhattacharya

Semiparametric efficiency gains from parametric restrictions on propensity scores pp. 1747-85

Haruki Kono

A note on e-values and multiple testing pp. 2055-85

Guanxun Li and Xianyang Zhang

Sensitivity models and bounds under sequential unmeasured confounding in longitudinal studies pp. 2645-57

Zhiqiang Tan

A simple bootstrap for Chatterjee’s rank correlation pp. 3070-102

H Dette and M Kroll

Causal inference with hidden mediators pp. 5633-751

Amiremad Ghassami, Alan Yang, Ilya Shpitser and Eric Tchetgen Tchetgen