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The estimation of an f-divergence between two probability distributions based on samples is a fundamental problem in statistics and machine learning. Most works study this problem under very weak assumptions, in which case it is provably…

Machine Learning · Statistics 2019-10-25 Paul K. Rubenstein , Olivier Bousquet , Josip Djolonga , Carlos Riquelme , Ilya Tolstikhin

The abundance of fine-grained spatio-temporal data, such as traffic sensor networks, offers vast opportunities for scientific discovery. However, inferring causal relationships from such observational data remains challenging, particularly…

Machine Learning · Statistics 2025-12-01 Xintong Li , Haoran Zhang , Xiao Zhou

Causal inference is central to many areas of artificial intelligence, including complex reasoning, planning, knowledge-base construction, robotics, explanation, and fairness. An active community of researchers develops and enhances…

Artificial Intelligence · Computer Science 2019-11-05 Amanda Gentzel , Dan Garant , David Jensen

Prediction models are used amongst others to inform medical decisions on interventions. Typically, individuals with high risks of adverse outcomes are advised to undergo an intervention while those at low risk are advised to refrain from…

A powerful tool for the analysis of nonrandomized observational studies has been the potential outcomes model. Utilization of this framework allows analysts to estimate average treatment effects. This article considers the situation in…

Statistics Theory · Mathematics 2019-05-31 Debashis Ghosh , Efrén Cruz-Cortés

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

A common assumption in causal inference from observational data is that there is no hidden confounding. Yet it is, in general, impossible to verify this assumption from a single dataset. Under the assumption of independent causal mechanisms…

Methodology · Statistics 2023-11-07 Rickard K. A. Karlsson , Jesse H. Krijthe

Joint modelling of longitudinal observations and event times continues to remain a topic of considerable interest in biomedical research. For example, in HIV studies, the longitudinal bio-marker such as CD4 cell count in a patient's blood…

Methodology · Statistics 2024-07-19 Srimanti Dutta , Arindom Chakraborty , Dipankar Bandyopadhyay

We define dynamic treatment regimes and associated potential outcomes for data described by marked point processes (MPPs). These definitions motivate MPP analogues of the commonly used consistency, exchangeability, and positivity conditions…

Methodology · Statistics 2026-04-15 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…

Methodology · Statistics 2024-03-11 Haodong Tian , Ashish Patel , Stephen Burgess

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of…

Machine Learning · Statistics 2021-10-05 Martin Emil Jakobsen

Classical distributed estimation scenarios typically assume timely and reliable exchanges of information over the sensor network. This paper, in contrast, considers single time-scale distributed estimation via a sensor network subject to…

Systems and Control · Electrical Eng. & Systems 2021-09-08 Mohammadreza Doostmohammadian , Usman A. Khan , Mohammad Pirani , Themistoklis Charalambous

We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…

Statistics Theory · Mathematics 2019-12-23 Hai Shu , Bin Nan

This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…

Machine Learning · Statistics 2025-06-25 Galen Reeves , Henry D. Pfister

N-of-1 experiments, where a unit serves as its own control and treatment in different time windows, have been used in certain medical contexts for decades. However, due to effects that accumulate over long time windows and interventions…

Methodology · Statistics 2025-02-25 Tengyuan Liang , Benjamin Recht

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

Discovering causal relationships from observational data is a challenging task that relies on assumptions connecting statistical quantities to graphical or algebraic causal models. In this work, we focus on widely employed assumptions for…

Methodology · Statistics 2024-03-20 Jonas Wahl , Urmi Ninad , Jakob Runge

The standard approach to answering an identifiable causal-effect query (e.g., $P(Y|do(X)$) when given a causal diagram and observational data is to first generate an estimand, or probabilistic expression over the observable variables, which…

Artificial Intelligence · Computer Science 2024-08-28 Anna Raichev , Alexander Ihler , Jin Tian , Rina Dechter

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…

Machine Learning · Computer Science 2023-07-11 Tomas Geffner , George Papamakarios , Andriy Mnih