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A common problem in data analysis is that the functional form, as well as the parameter values, of the underlying model which should describe a dataset is not known a priori. In these cases some extra uncertainty must be assigned to the…

Data Analysis, Statistics and Probability · Physics 2015-05-20 P. D. Dauncey , M. Kenzie , N. Wardle , G. J. Davies

Identifiability is a necessary condition for successful parameter estimation of dynamic system models. A major component of identifiability analysis is determining the identifiable parameter combinations, the functional forms for the…

Quantitative Methods · Quantitative Biology 2013-10-07 Marisa C. Eisenberg , Michael A. L. Hayashi

Interest in the study of in-host microbial communities has increased in recent years due to our improved understanding of the communities' significant role in host health. As a result, the ability to model these communities using…

Quantitative Methods · Quantitative Biology 2015-09-24 Matthias Chung , Justin Krueger , Mihai Pop

We discuss the use of symmetries for analysing the structural identifiability and observability of control systems. Special emphasis is put on the role of discrete symmetries, in contrast to the more commonly studied continuous or Lie…

Analysis of experimental kinetic dependences and results of the computer modeling of pairwise interactions in the heterogeneous system have shown that a character of its fractal property variation in the evolution process would be different…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 K. S. Baktybekov , S. G. Karstina , E. N. Vertyagina , A. A. Baratova

We show that dimensional theoretical properties of dynamical systems can considerably change because of number theoretical peculiarities of some parameter values

Dynamical Systems · Mathematics 2018-07-16 Jörg Neunhäuserer

We investigate differentially private estimators for individual parameters within larger parametric models. While generic private estimators exist, the estimators we provide repose on new local notions of estimand stability, and these…

Machine Learning · Computer Science 2025-03-24 Hilal Asi , John C. Duchi , Kunal Talwar

Parameter estimation based on uncertain data represented as belief structures is one of the latest problems in the Dempster-Shafer theory. In this paper, a novel method is proposed for the parameter estimation in the case where belief…

Artificial Intelligence · Computer Science 2014-02-18 Xinyang Deng , Yong Hu , Felix Chan , Sankaran Mahadevan , Yong Deng

The interpretation of the experimental data collected by testing systems across input datasets and model parameters is of strategic importance for system design and implementation. In particular, finding relationships between variables and…

Information Retrieval · Computer Science 2018-06-26 Massimo Melucci

Causal analyses of longitudinal data generally assume that the qualitative causal structure relating variables remains invariant over time. In structured systems that transition between qualitatively different states in discrete time steps,…

Methodology · Statistics 2020-11-11 Ranjani Srinivasan , Jaron Lee , Rohit Bhattacharya , Narges Ahmidi , Ilya Shpitser

Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…

Econometrics · Economics 2019-10-08 Victor Chernozhukov , Iván Fernández-Val , Whitney Newey , Sami Stouli , Francis Vella

We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable…

General Economics · Economics 2022-03-29 Ravi Kashyap

We develop estimation and inference methods for a stylized macroeconomic model with potentially multiple behavioural equilibria, where agents form expectations using a constant-gain learning rule. We first show geometric ergodicity of the…

Econometrics · Economics 2026-03-10 Alexander Mayer , Davide Raggi

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Performance metrics (error measures) are vital components of the evaluation frameworks in various fields. The intention of this study was to overview of a variety of performance metrics and approaches to their classification. The main goal…

Methodology · Statistics 2019-01-29 Alexei Botchkarev

This paper proposes a novel framework to test for slope heterogeneity between time-varying coefficients in panel data models. Our test not only allows us to detect whether the coefficient functions are the same across all units or not, but…

Econometrics · Economics 2025-11-18 Marina Khismatullina , Bernhard van der Sluis

Elimination of unknowns in a system of differential equations is often required when analysing (possibly nonlinear) dynamical systems models, where only a subset of variables are observable. One such analysis, identifiability, often relies…

Algebraic Geometry · Mathematics 2022-11-28 Ruiwen Dong , Christian Goodbrake , Heather A Harrington , Gleb Pogudin

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

The usual step-down and step-up multiple testing procedures most often lack an important intuitive, practical, and theoretical property called the interval property. In short, the interval property is simply that for an individual…

Methodology · Statistics 2012-07-25 Arthur Cohen , Harold Sackrowitz
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