Related papers: Markov basis for design of experiments with three-…
Factorial designs are widely used in agriculture, engineering, and the social sciences to study the causal effects of several factors simultaneously on a response. The objective of such a design is to estimate all factorial effects of…
Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…
We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…
We consider nonregular fractions of factorial experiments for a class of linear models. These models have a common general mean and main effects, however they may have different 2-factor interactions. Here we assume for simplicity that…
Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…
Causality plays an important role in understanding intelligent behavior, and there is a wealth of literature on mathematical models for causality, most of which is focused on causal graphs. Causal graphs are a powerful tool for a wide range…
We describe a design-based framework for drawing causal inference in general randomized experiments. Causal effects are defined as linear functionals evaluated at unit-level potential outcome functions. Assumptions about the potential…
This work introduces a novel cause-effect relation in Markov decision processes using the probability-raising principle. Initially, sets of states as causes and effects are considered, which is subsequently extended to regular path…
To calibrate Fourier analysis of $S_5$ ranking data by Markov chain Monte Carlo techniques, a set of moves (Markov basis) is needed. We calculate this basis, and use it to provide a new statistical analysis of two data sets. The calculation…
We develop an efficient Bayesian sequential inference framework for factor analysis models observed via various data types, such as continuous, binary and ordinal data. In the continuous data case, where it is possible to marginalise over…
Under the potential outcomes framework, we introduce matched-pair factorial designs, and propose the matched-pair estimator of the factorial effects. We also calculate the randomization-based covariance matrix of the matched-pair estimator,…
Feature selection is an important problem in machine learning, which aims to select variables that lead to an optimal predictive model. In this paper, we focus on feature selection for post-intervention outcome prediction from…
Multifactorial experimental designs allow us to assess the contribution of several factors, and potentially their interactions, to one or several responses of interests. Following the principles of the partition of the variance advocated by…
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…
Factor analysis is often used to assess whether a single univariate latent variable is sufficient to explain most of the covariance among a set of indicators for some underlying construct. When evidence suggests that a single factor is…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…
In finance, economics and many other fields, observations in a matrix form are often observed over time. For example, many economic indicators are obtained in different countries over time. Various financial characteristics of many…
We propose a new Markov chain Monte Carlo method in which trial configurations are generated by evolving a state, sampled from a prior distribution, using a Markov transition matrix. We present two prototypical algorithms and derive their…
Constraint-based methods are one of the main approaches for causal structure learning that are particularly valued as they are asymptotically guaranteed to find a structure that is Markov equivalent to the causal graph of the system. On the…