Related papers: Influence functions for Linear Discriminant Analys…
Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…
this article illustrates the use of linear and bilinear random effects models to represent statistical dependencies that often characterize dyadic data such as international relations. In particular, we show how to estimate models for…
Even though dyadic regressions are widely used in empirical applications, the (asymptotic) properties of estimation methods only began to be studied recently in the literature. This paper aims to provide in a step-by-step manner how…
Additive models play an essential role in studying non-linear relationships. Despite many recent advances in estimation, there is a lack of methods and theories for inference in high-dimensional additive models, including confidence…
Current training data attribution (TDA) methods treat the influence one sample has on another as static, but neural networks learn in distinct stages that exhibit changing patterns of influence. In this work, we introduce a framework for…
Beta coefficients for linear regression models represent the ideal form of an interpretable feature effect. However, for non-linear models and especially generalized linear models, the estimated coefficients cannot be interpreted as a…
We study the problem of learning influence functions under incomplete observations of node activations. Incomplete observations are a major concern as most (online and real-world) social networks are not fully observable. We establish both…
Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…
Spin glass models, such as the Sherrington-Kirkpatrick, Hopfield and Ising models, are all well-studied members of the exponential family of discrete distributions, and have been influential in a number of application domains where they are…
We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…
Scalar-on-function linear models are commonly used to regress functional predictors on a scalar response. However, functional models are more difficult to estimate and interpret than traditional linear models, and may be unnecessarily…
In social learning, agents form their opinions or beliefs about certain hypotheses by exchanging local information. This work considers the recent paradigm of weak graphs, where the network is partitioned into sending and receiving…
We consider the statistical properties of interaction parameter estimates obtained by the direct coupling analysis (DCA) approach to learning interactions from large data sets. Assuming that the data are generated from a random background…
In the past few decades, researchers have proposed many discriminant analysis (DA) algorithms for the study of high-dimensional data in a variety of problems. Most DA algorithms for feature extraction are based on transformations that…
Multilinear Discriminant Analysis (MDA) is a powerful dimension reduction method specifically formulated to deal with tensor data. Precisely, the goal of MDA is to find mode-specific projections that optimally separate tensor data from…
Accurate identification of interactions between protein residues and ligand functional groups is essential to understand molecular recognition and guide rational drug design. Existing deep learning approaches for protein-ligand…
This paper studies the finite sample performance of the flexible estimation approach of Farrell, Liang, and Misra (2021a), who propose to use deep learning for the estimation of heterogeneous parameters in economic models, in the context of…
In estimating spillover effects under network interference, practitioners often use linear regression with either the number or fraction of treated neighbors as regressors. An often overlooked fact is that the latter is undefined for units…
Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent variables. The first-order asymptotic theory of the least squares (LS) estimator of the regression…