Related papers: On the detectability of different forms of interac…
Dynamical systems across many disciplines are modeled as interacting particles or agents, with interaction rules that depend on a very small number of variables (e.g. pairwise distances, pairwise differences of phases, etc...), functions of…
Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…
This paper proposes asymptotically distribution-free inference methods for comparing a broad range of welfare indices across dependent samples, including those employed in inequality, poverty, and risk analysis. Two distinct situations are…
Scalar-on-function linear models are commonly used to regress functional predictors on a scalar response. However, functional models are more difficult to estimate and interpret than traditional linear models, and may be unnecessarily…
Knowledge about existence, strength, and dominant direction of causal influences is of paramount importance for understanding complex systems. With limited amounts of realistic data, however, current methods for investigating causal links…
This paper proposes a model of interactions between two point processes, ruled by a reproduction function h, which is considered as the intensity of a Poisson process. In particular, we focus on the context of neurosciences to detect…
In observational studies for the interaction between exposures on dichotomous outcome of a population, one usually uses one parameter of a regression model to describe the interaction, leading to one measure of the interaction. In this…
We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…
In physics we often use very simple models to describe systems with many degrees of freedom, but it is not clear why or how this success can be transferred to the more complex biological context. We consider models for the joint…
Modeling social interactions is a challenging task that requires flexible frameworks. For instance, dissimulation and externalities are relevant features influencing such systems -- elements that are often neglected in popular models. This…
In this paper, we consider tests for ultrahigh-dimensional partially linear regression models. The presence of ultrahigh-dimensional nuisance covariates and unknown nuisance function makes the inference problem very challenging. We adopt…
The quality of generalized linear models (GLMs), frequently used by insurance companies, depends on the choice of interacting variables. The search for interactions is time-consuming, especially for data sets with a large number of…
We present a comprehensive examination of learning methodologies employed for the structural identification of dynamical systems. These techniques are designed to elucidate emergent phenomena within intricate systems of interacting agents.…
Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…
The task of distribution generalization concerns making reliable prediction of a response in unseen environments. The structural causal models are shown to be useful to model distribution changes through intervention. Motivated by the…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…
This paper develops a framework to study the statistical power of revealed-preference tests. With randomly sampled budgets and mild smoothness of demand, statistical learning implies that any model consistent with the data must approximate…
Homophily based on observables is widespread in networks. Therefore, homophily based on unobservables (fixed effects) is also likely to be an important determinant of the interaction outcomes. Failing to properly account for latent…
We consider three problems in high-dimensional Gaussian linear mixed models. Without any assumptions on the design for the fixed effects, we construct an asymptotic $F$-statistic for testing whether a collection of random effects is zero,…
We show that density models describing multiple observables with (i) hard boundaries and (ii) dependence on external parameters may be created using an auto-regressive Gaussian mixture model. The model is designed to capture how observable…