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In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made…

Factor analysis is a critical component of high dimensional biological data analysis. However, modern biological data contain two key features that irrevocably corrupt existing methods. First, these data, which include longitudinal,…

Methodology · Statistics 2020-09-24 Chris McKennan

We show that, for a certain class of scaling matrices including the commonly used inverse square-root of the conditional Fisher Information, score-driven factor models are identifiable up to a multiplicative scalar constant under very mild…

Econometrics · Economics 2024-12-03 Giuseppe Buccheri , Fulvio Corsi , Emilija Dzuverovic

We consider the problem of causal discovery (structure learning) from heterogeneous observational data. Most existing methods assume a homogeneous sampling scheme, which leads to misleading conclusions when violated in many applications. To…

Methodology · Statistics 2022-02-01 Fangting Zhou , Kejun He , Yang Ni

Decomposing tensors into orthogonal factors is a well-known task in statistics, machine learning, and signal processing. We study orthogonal outer product decompositions where the factors in the summands in the decomposition are required to…

Machine Learning · Statistics 2013-09-13 Franz J. Király

This paper deals with the problem of identifying direct causal effects in recursive linear structural equation models. The paper establishes a sufficient criterion for identifying individual causal effects and provides a procedure computing…

Methodology · Statistics 2012-06-26 Jin Tian

We study the problem of identifying the unknown intervention targets in structural causal models where we have access to heterogeneous data collected from multiple environments. The unknown intervention targets are the set of endogenous…

Machine Learning · Computer Science 2024-03-12 Yuqin Yang , Saber Salehkaleybar , Negar Kiyavash

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

Mathematical programming formulations of influence diagrams can bridge the gap between representing and solving decision problems. However, they suffer from both modeling and computational limitations. Aiming to address modeling…

Optimization and Control · Mathematics 2025-06-19 Olli Herrala , Tommi Ekholm , Fabricio Oliveira

In many experimental or quasi-experimental studies, outcomes of interest are only observed for subjects who select (or are selected) to engage in the activity generating the outcome. Outcome data is thus endogenously missing for units who…

Methodology · Statistics 2026-01-14 Cyrus Samii , Ye Wang , Junlong Aaron Zhou

Consider a regression or some regression-type model for a certain response variable where the linear predictor includes an ordered factor among the explanatory variables. The inclusion of a factor of this type can take place is a few…

Methodology · Statistics 2023-11-27 Adelchi Azzalini

Data generated from a system of interest typically consists of measurements from an ensemble of subjects across multiple response and covariate features, and is naturally represented by one response-matrix against one covariate-matrix.…

Methodology · Statistics 2018-07-04 Hsieh Fushing , Shan-Yu Liu , Yin-Chen Hsieh , Brenda McCowan

Functional data are frequently accompanied by a parametric template that describes the typical shapes of the functions. However, these parametric templates can incur significant bias, which undermines both utility and interpretability. To…

Methodology · Statistics 2022-05-18 Daniel R. Kowal , Antonio Canale

We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not…

Methodology · Statistics 2023-12-25 Lan Wen , Aaron L. Sarvet , Mats J. Stensrud

Identifying structural parameters in linear simultaneous-equation models is a longstanding challenge. Recent work exploits information in higher-order moments of non-Gaussian data. In this literature, the structural errors are typically…

Econometrics · Economics 2025-09-11 Ziyu Jiang

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

Econometrics · Economics 2025-09-23 Christophe Bruneel-Zupanc

Modern empirical analysis often relies on high-dimensional panel datasets with non-negligible cross-sectional and time-series correlations. Factor models are natural for capturing such dependencies. A tensor factor model describes the…

Econometrics · Economics 2025-03-10 Andrii Babii , Eric Ghysels , Junsu Pan

In this work, we propose an approach for assessing sensitivity to unobserved confounding in studies with multiple outcomes. We demonstrate how prior knowledge unique to the multi-outcome setting can be leveraged to strengthen causal…

Methodology · Statistics 2023-01-26 Jiajing Zheng , Jiaxi Wu , Alexander D'Amour , Alexander Franks

We develop a novel identification strategy as well as a new estimator for context-dependent causal inference in non-parametric triangular models with non-separable disturbances. Departing from the common practice, our analysis does not rely…

Econometrics · Economics 2024-04-09 Nir Billfeld , Moshe Kim