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When investigators seek to estimate causal effects, they often assume that selection into treatment is based only on observed covariates. Under this identification strategy, analysts must adjust for observed confounders. While basic…

Applications · Statistics 2019-01-09 Luke Keele , Dylan Small

The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are…

Methodology · Statistics 2021-06-10 Steve Cygu , Jonathan Dushoff , Benjamin M. Bolker

In this work, we formalize the problem of causal inference over graph-based relational time-series data where each node in the graph has one or more time-series associated to it. We propose causal inference models for this problem that…

Machine Learning · Computer Science 2020-01-27 Ryan Rossi , Somdeb Sarkhel , Nesreen Ahmed

Predicting patient survival probabilities based on observed covariates is an important assessment in clinical practice. These patient-specific covariates are often measured over multiple follow-up appointments. It is then of interest to…

Methodology · Statistics 2021-11-11 Annabel L. Davies , Anthony C. C. Coolen , Tobias Galla

The classification of time-series data is pivotal for streaming data and comes with many challenges. Although the amount of publicly available datasets increases rapidly, deep neural models are only exploited in a few areas. Traditional…

Machine Learning · Computer Science 2021-09-27 Dominique Mercier , Andreas Dengel , Sheraz Ahmed

This paper addresses differential inference in time-varying parametric probabilistic models, like graphical models with changing structures. Instead of estimating a high-dimensional model at each time point and estimating changes later, we…

Machine Learning · Statistics 2025-04-08 Daniel J. Williams , Leyang Wang , Qizhen Ying , Song Liu , Mladen Kolar

A central focus in survival analysis is examining how covariates influence survival time. These covariate effects are often found to be either time-varying, heterogeneous - such as being specific to patients, treatments, or subgroups - or…

Methodology · Statistics 2025-01-24 Niklas Hagemann , Thomas Kneib , Kathrin Möllenhoff

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

We propose a novel approach to estimate the Cox model with temporal covariates. Our new approach treats the temporal covariates as arising from a longitudinal process which is modeled jointly with the event time. Different from the…

Methodology · Statistics 2018-02-05 Xiaoqi Zhang , Xiaobing Zhao , Yanqiao Zheng

Deep learning time-series models are often used to make forecasts that inform downstream decisions. Since these decisions can differ from those in the training set, there is an implicit requirement that time-series models will generalize…

Machine Learning · Computer Science 2024-11-04 Thomas Crasson , Yacine Nabet , Mathias Lécuyer

Local explanation frameworks aim to rationalize particular decisions made by a black-box prediction model. Existing techniques are often restricted to a specific type of predictor or based on input saliency, which may be undesirably…

Machine Learning · Computer Science 2019-02-12 Brandon Carter , Jonas Mueller , Siddhartha Jain , David Gifford

A common practice in evidence-based decision-making uses estimates of conditional probabilities P(y|x) obtained from research studies to predict outcomes y on the basis of observed covariates x. Given this information, decisions are then…

Econometrics · Economics 2025-12-08 Atheendar S. Venkataramani , Charles F. Manski , John Mullahy

Deep neural networks are vulnerable to adversarial attacks and hard to interpret because of their black-box nature. The recently proposed invertible network is able to accurately reconstruct the inputs to a layer from its outputs, thus has…

Machine Learning · Computer Science 2019-10-16 Juntang Zhuang , Nicha C. Dvornek , Xiaoxiao Li , Junlin Yang , James S. Duncan

The present work provides an application of Global Sensitivity Analysis to supervised machine learning methods such as Random Forests. These methods act as black boxes, selecting features in high--dimensional data sets as to provide…

Machine Learning · Statistics 2024-07-22 Giulia Vannucci , Roberta Siciliano , Andrea Saltelli

Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…

Machine Learning · Computer Science 2026-05-27 Valentina Kuskova , Dmitry Zaytsev , Michael Coppedge

Explanations of time series models are useful for high stakes applications like healthcare but have received little attention in machine learning literature. We propose FIT, a framework that evaluates the importance of observations for a…

Machine Learning · Computer Science 2020-10-29 Sana Tonekaboni , Shalmali Joshi , Kieran Campbell , David Duvenaud , Anna Goldenberg

Interpretable machine learning offers insights into what factors drive a certain prediction of a black-box system. A large number of interpreting methods focus on identifying explanatory input features, which generally fall into two main…

Machine Learning · Computer Science 2023-06-02 Vy Vo , Van Nguyen , Trung Le , Quan Hung Tran , Gholamreza Haffari , Seyit Camtepe , Dinh Phung

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

In this paper we propose a method to obtain global explanations for trained black-box classifiers by sampling their decision function to learn alternative interpretable models. The envisaged approach provides a unified solution to…

Machine Learning · Computer Science 2018-11-26 Irene Unceta , Jordi Nin , Oriol Pujol

Existing works on "black-box" model interpretation use local-linear approximations to explain the predictions made for each data instance in terms of the importance assigned to the different features for arriving at the prediction. These…

Machine Learning · Computer Science 2019-08-28 Kartik Ahuja , William Zame , Mihaela van der Schaar