Related papers: Local Identification of Nonparametric and Semipara…
Identification in errors-in-variables regression models was recently extended to wide models classes by S. Schennach (Econometrica, 2007) (S) via use of generalized functions. In this paper the problems of non- and semi- parametric…
Latent feature models (LFM)s are widely employed for extracting latent structures of data. While offering high, parameter estimation is difficult with LFMs because of the combinational nature of latent features, and non-identifiability is a…
Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…
We study identifiability of the parameters in autoregressions defined on a network. Most identification conditions that are available for these models either rely on the network being observed repeatedly, are only sufficient, or require…
A parameter of a mathematical model is structurally identifiable if it can be determined from noiseless experimental data. Here, we examine the identifiability properties of two important classes of linear compartmental models:…
We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…
We introduce a logical framework for the specification and verification of component-based systems, in which finitely many component instances are active, but the bound on their number is not known. Besides specifying and verifying…
The increasing availability of experimental data has intensified interest in calibrating stochastic models, raising fundamental questions about parameter identifiability. Structural identifiability determines whether parameters can be…
Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…
Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…
This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…
When employing mechanistic models to study biological phenomena, practical parameter identifiability is important for making accurate predictions across wide range of unseen scenarios, as well as for understanding the underlying mechanisms.…
We show nonparametric identification of the parameters in the dynamic stochastic block model as recently introduced in Matias and Miele (2017) in case of binary, finitely weighted and general edge states. We formulate conditions on the true…
This paper studies observability for non-uniform hypergraphs with inputs and outputs. To capture higher-order interactions, we define a canonical non-homogeneous dynamical system with nonlinear outputs on hypergraphs. We then construct…
Identifying latent variables and causal structures from observational data is essential to many real-world applications involving biological data, medical data, and unstructured data such as images and languages. However, this task can be…
We present new constraint qualification conditions for nonlinear semidefinite programming that extend some of the constant rank-type conditions from nonlinear programming. As an application of these conditions, we provide a unified global…
In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish a novel characterization of the identified set for the true…
To comprehend complex systems with multiple states, it is imperative to reveal the identity of these states by system outputs. Nevertheless, the mathematical models describing these systems often exhibit nonlinearity so that render the…
Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or…
In this paper, an original result in terms of a sufficient condition to test identifiability of nonlinear delayed-differential models with constant delays and multi-inputs is given. The identifiability is studied for the linearized system…