Related papers: Non-testability of instrument validity under conti…
Knockoffs are a popular statistical framework that addresses the challenging problem of conditional variable selection in high-dimensional settings with statistical control. Such statistical control is essential for the reliability of…
Robustness is a basic property of any control system. In the context of linear output regulation, it was proved that embedding an internal model of the exogenous signals is necessary and sufficient to achieve tracking of the desired…
We develop a method to perform model averaging in two-stage linear regression systems subject to endogeneity. Our method extends an existing Gibbs sampler for instrumental variables to incorporate a component of model uncertainty. Direct…
Taking a rigorous formal approach, we consider sequential decision problems involving observable variables, unobservable variables, and action variables. We can typically assume the property of extended stability, which allows…
Treatment effect estimation from observational data is a fundamental problem in causal inference. There are two very different schools of thought that have tackled this problem. On one hand, Pearlian framework commonly assumes structural…
We develop sensitivity analyses for weak nulls in matched observational studies while allowing unit-level treatment effects to vary. The methods may be applied to studies using any optimal without-replacement matching algorithm. In contrast…
We propose a weak-identification-robust test for linear instrumental variable (IV) regressions with high-dimensional instruments, whose number is allowed to exceed the sample size. In addition, our test is robust to general error…
Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…
We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…
Observational data is increasingly used as a means for making individual-level causal predictions and intervention recommendations. The foremost challenge of causal inference from observational data is hidden confounding, whose presence…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…
Instrumental variable (IV) methods are central to causal inference from observational data, particularly when a randomized experiment is not feasible. However, of the three conventional core IV identification conditions, only one, IV…
Hypothesis testing in singular statistical models is often regarded as inherently problematic due to non-identifiability and degeneracy of the Fisher information. We show that the fundamental obstruction to testing in such models is not…
Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…
Bell inequalities were meant to test quantum mechanics vs local hidden variable models, but can also be used to verify entanglement. For entanglement verification purposes one assumes the validity of quantum mechanics as well as quantum…
Recent experiments have reached detection efficiencies sufficient to close the detection loophole with photons. Both experiments ran multiple successive trials in fixed measurement configurations, rather than randomly re-setting the…
We propose to experimentally test non-deterministic time evolution in quantum mechanics by consecutive measurements of non-commuting observables on the same prepared state. While in the standard theory the measurement outcomes are…
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We…
Every theory of information, including classical and quantum, can be studied in the framework of operational probabilistic theories--where the notion of test generalizes that of quantum instrument, namely a collection of quantum operations…