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We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

Methodology · Statistics 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

Mathematical models of the real world are simplified representations of complex systems. A caveat to using mathematical models is that predicted causal effects and conditional independences may not be robust under model extensions, limiting…

Methodology · Statistics 2022-08-30 Tineke Blom , Joris M. Mooij

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

This paper considers the problem of outlier detection in functional data analysis focusing particularly on the more difficult case of shape outliers. We present an inductive conformal anomaly detection method based on elastic functional…

Methodology · Statistics 2025-04-11 Jason Adams , Brandon Berman , Joshua Michalenko , J. Derek Tucker

In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…

Optimization and Control · Mathematics 2023-09-07 Romain Guillaume , Adam Kasperski , Pawel Zielinski

In model-based testing (MBT) we may have to deal with a non-deterministic model, e.g. because abstraction was applied, or because the software under test itself is non-deterministic. The same test case may then trigger multiple possible…

Software Engineering · Computer Science 2019-09-13 I. S. W. B. Prasetya , Rick Klomp

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

We study a novel outlier detection problem that aims to identify abnormal input-output associations in data, whose instances consist of multi-dimensional input (context) and output (responses) pairs. We present our approach that works by…

Artificial Intelligence · Computer Science 2017-08-04 Charmgil Hong , Siqi Liu , Milos Hauskrecht

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

Machine Learning · Statistics 2024-12-17 Georg Velev , Stefan Lessmann

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Systems and Control · Computer Science 2015-09-14 Sofie Haesaert , Paul M. J. Van den Hof , Alessandro Abate

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Sebastian Kersting , Michael Kohler

Interpretability research now offers a variety of techniques for identifying abstract internal mechanisms in neural networks. Can such techniques be used to predict how models will behave on out-of-distribution examples? In this work, we…

Machine Learning · Computer Science 2025-11-12 Jing Huang , Junyi Tao , Thomas Icard , Diyi Yang , Christopher Potts

In this note, we propose a novel approach for a class of autonomous dynamical systems that allows, given some observations of the solutions, to identify its parameters and reconstruct the state vector. This approach relies on proving the…

Dynamical Systems · Mathematics 2024-08-22 Alicja B Kubik , Alain Rapaport , Benjamin Ivorra , Ángel M Ramos

Methods of performing anomaly detection on high-dimensional data sets are needed, since algorithms which are trained on data are only expected to perform well on data that is similar to the training data. There are theoretical results on…

Machine Learning · Computer Science 2020-11-13 Forrest Laine , Claire Tomlin

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu

In science and medicine, model interpretations may be reported as discoveries of natural phenomena or used to guide patient treatments. In such high-stakes tasks, false discoveries may lead investigators astray. These applications would…

Machine Learning · Statistics 2020-08-18 Collin Burns , Jesse Thomason , Wesley Tansey

A knowledge system S describing a part of real world does in general not contain complete information. Reasoning with incomplete information is prone to errors since any belief derived from S may be false in the present state of the world.…

Artificial Intelligence · Computer Science 2011-05-20 Eliezer L. Lozinskii

The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…

Information Theory · Computer Science 2020-04-22 Bar Hemo , Tomer Gafni , Kobi Cohen , Qing Zhao
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