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In many prediction problems, the predictive model affects the distribution of the prediction target. This phenomenon is known as performativity and is often caused by the behavior of individuals with vested interests in the outcome of the…
There is growing interest in anticipating critical transitions in natural systems, often pursued through statistical detection of early warning signals associated with dynamical bifurcations. In stochastic dynamical systems, such signals…
In this paper, we study difference-in-differences identification and estimation strategies when the parallel trends assumption holds after conditioning on covariates. We consider empirically relevant settings where the covariates can be…
We characterize those ex-ante restrictions on the random utility model which lead to identification. We first identify a simple class of perturbations which transfer mass from a suitable pair of preferences to the pair formed by swapping…
Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…
We summarize recent numerical results on the control of the star formation efficiency (SFE), addressing the effects of turbulence and the magnetic field strength. In closed-box numerical simulations, the effect of the turbulent Mach number…
This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…
Feature selection is a crucial step in large-scale industrial machine learning systems, directly affecting model accuracy, efficiency, and maintainability. Traditional feature selection methods rely on labeled data and statistical…
Estimating conditional means using only the marginal means available from aggregate data is commonly known as the ecological inference problem (EI). We provide a reassessment of EI, including a new formalization of identification conditions…
CONTEXT: Self-efficacy is a concept researched in various areas of knowledge that impacts various factors such as performance, satisfaction, and motivation. In Software Engineering, it has mainly been studied in the academic context,…
Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…
Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a $2\times 2$ contingency table in a real number between $-1$ and $1$. Countless such…
Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…
Systems factorial technology (SFT; Townsend & Nozawa, 1995) is regarded as a useful tool to diagnose if features (or dimensions) of the investigated stimulus are processed in a parallel or serial fashion. In order to use SFT, one has to…
Time series forecasting predicts future values from past data. In real-world settings, some anomalous events have lasting effects and influence the forecast, while others are short-lived and should be ignored. Standard forecasting models…
Optimisation of heat engines at the micro-scale has applications in biological and artificial nano-technology, and stimulates theoretical research in non-equilibrium statistical physics. Here we consider non-interacting overdamped particles…
Detecting feature interactions is imperative for accurately predicting performance of highly-configurable systems. State-of-the-art performance prediction techniques rely on supervised machine learning for detecting feature interactions,…
Supervised fine-tuning (SFT) is a crucial step for adapting large language models (LLMs) to downstream tasks. However, conflicting objectives across heterogeneous SFT tasks often induce the "seesaw effect": optimizing for one task may…
I partially identify the marginal treatment effect (MTE) when the treatment is misclassified. I explore two restrictions, allowing for dependence between the instrument and the misclassification decision. If the signs of the derivatives of…
This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a…