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We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

Machine Learning · Statistics 2022-06-17 Meyer Scetbon , Laurent Meunier , Yaniv Romano

Multistate models can be used to describe transitions over time across states. In the presence of interval-censored times for transitions, the likelihood is constructed using transition probabilities. Models are specified using proportional…

Methodology · Statistics 2018-01-22 Robson J. M. Machado , Ardo van den Hout , Giampiero Marra

Constraint-based structure learning algorithms infer the causal structure of multivariate systems from observational data by determining an equivalent class of causal structures compatible with the conditional independencies in the data.…

Machine Learning · Statistics 2019-05-22 Daniel Chicharro , Stefano Panzeri , Ilya Shpitser

There has been increased interest in devising learning techniques that combine unlabeled data with labeled data ? i.e. semi-supervised learning. However, to the best of our knowledge, no study has been performed across various techniques…

Machine Learning · Computer Science 2011-09-12 N. V. Chawla , Grigoris Karakoulas

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

Self-training methods have proven to be effective in exploiting abundant unlabeled data in semi-supervised learning, particularly when labeled data is scarce. While many of these approaches rely on a cross-entropy loss function (CE), recent…

Machine Learning · Computer Science 2024-09-12 Aurelien Gauffre , Julien Horvat , Massih-Reza Amini

We demonstrate how supervised learning can be decomposed into a two-stage procedure, where (1) all model parameters are selected in an unsupervised manner, and (2) the outputs y are added to the model, without changing the parameter values.…

Machine Learning · Statistics 2026-03-30 Oskar Allerbo , Thomas B. Schön

This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…

Econometrics · Economics 2025-11-25 Oguzhan Akgun , Ryo Okui

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…

Machine Learning · Statistics 2016-08-11 Aditi Raghunathan , Roy Frostig , John Duchi , Percy Liang

In this paper we revisit the risk bounds of the lasso estimator in the context of transductive and semi-supervised learning. In other terms, the setting under consideration is that of regression with random design under partial labeling.…

Statistics Theory · Mathematics 2016-11-09 Pierre C. Bellec , Arnak S. Dalalyan , Edwin Grappin , Quentin Paris

We derive mean-unbiased estimators for the structural parameter in instrumental variables models with a single endogenous regressor where the sign of one or more first stage coefficients is known. In the case with a single instrument, there…

Applications · Statistics 2016-12-05 Isaiah Andrews , Timothy B. Armstrong

After a model is deployed on edge devices, it is desirable for these devices to learn from unlabeled data to continuously improve accuracy. Contrastive learning has demonstrated its great potential in learning from unlabeled data. However,…

Machine Learning · Computer Science 2021-06-08 Yawen Wu , Zhepeng Wang , Dewen Zeng , Yiyu Shi , Jingtong Hu

Most of the existing methods for anomaly detection use only positive data to learn the data distribution, thus they usually need a pre-defined threshold at the detection stage to determine whether a test instance is an outlier.…

Machine Learning · Computer Science 2019-03-19 Kai Tian , Shuigeng Zhou , Jianping Fan , Jihong Guan

Conditional independence testing is a fundamental problem underlying causal discovery and a particularly challenging task in the presence of nonlinear and high-dimensional dependencies. Here a fully non-parametric test for continuous data…

Machine Learning · Statistics 2017-09-06 Jakob Runge

We consider a linear regression model and propose an omnibus test to simultaneously check the assumption of independence between the error and the predictor variables, and the goodness-of-fit of the parametric model. Our approach is based…

Methodology · Statistics 2014-05-06 Arnab Sen , Bodhisattva Sen

We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…

Statistics Theory · Mathematics 2020-10-23 F. Richard Guo , Thomas S. Richardson

Independence and conditional independence are fundamental concepts for reasoning about groups of random variables in probabilistic programs. Verification methods for independence are still nascent, and existing methods cannot handle…

Logic in Computer Science · Computer Science 2021-05-04 Jialu Bao , Simon Docherty , Justin Hsu , Alexandra Silva

In contrast to the standard learning paradigm where all classes can be observed in training data, learning with augmented classes (LAC) tackles the problem where augmented classes unobserved in the training data may emerge in the test…

Machine Learning · Computer Science 2023-06-13 Senlin Shu , Shuo He , Haobo Wang , Hongxin Wei , Tao Xiang , Lei Feng

Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…

Machine Learning · Statistics 2023-07-19 Chih-Yuan Chiu , Kshitij Kulkarni , Shankar Sastry