Related papers: An aberration criterion for conditional models
We extend path analysis by giving sufficient conditions for computing the partial covariance of two random variables from their covariance. This is specifically done by correcting the covariance with the product of some partial variance…
There are two basic ways of weakening the definition of the well-known metric regularity property by fixing one of the points involved in the definition. The first resulting property is called metric subregularity and has attracted a lot of…
Contextual refinement (CR) is one of the standard notions of specifying open programs. CR has two main advantages: (i) (horizontal and vertical) compositionality that allows us to decompose a large contextual refinement into many smaller…
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…
The problem of constructing optimal discriminating designs for a class of regression models is considered. We investigate a version of the $T_p$-optimality criterion as introduced by Atkinson and Fedorov [Biometrika 62 (1975a) 289-303]. The…
Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…
This paper considers mathematical programs, whose constraints are expressed by a parameterized vector equilibrium problem. The latter is a well recognized framework, which is able to cover multicriteria optimization, vector variational…
Decision tree and random forest classification and regression are some of the most widely used in machine learning approaches. Binary decision tree implementations commonly use conditioning in the form 'feature $\leq$ (or $<$) threshold',…
Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time…
The approach for testing equal predictive accuracy for pairs of forecasting models proposed by Giacomini and White (2006) assumes that the parameters of the underlying forecasting models are estimated using a rolling window of fixed width…
Context: Conditional statements like "If A and B then C" are core elements for describing software requirements. However, there are many ways to express such conditionals in natural language and also many ways how they can be interpreted.…
Missing covariate data commonly occur in epidemiological and clinical research, and are often dealt with using multiple imputation (MI). Imputation of partially observed covariates is complicated if the substantive model is non-linear (e.g.…
We present a comprehensive analysis of form factors for two light pseudoscalar mesons induced by scalar, vector, and tensor quark operators. The theoretical framework is based on a combination of unitarized chiral perturbation theory and…
This paper focuses on the identification of dynamical systems with tailor-made model structures, where neural networks are used to approximate uncertain components and domain knowledge is retained, if available. These model structures are…
In policy learning, the goal is typically to optimize a primary performance metric, but other subsidiary metrics often also warrant attention. This paper presents two strategies for evaluating these subsidiary metrics under a policy that is…
Submodular optimization has received significant attention in both practice and theory, as a wide array of problems in machine learning, auction theory, and combinatorial optimization have submodular structure. In practice, these problems…
Geometric representations provide a principled framework for structuring the description of latent constructs and clarifying sources of uncertainty in their dimensional characterisation. We introduce a novel geometric representation of…
I describe a trick for training flow models using a prescribed rule as a surrogate for maximum likelihood. The utility of this trick is limited for non-conditional models, but an extension of the approach, applied to maximum likelihood of…
We consider cDNA microarray experiments when the cell populations have a factorial structure, and investigate the problem of their optimal designing under a baseline parametrization where the objects of interest differ from those under the…
An experiment replicated and extended recent findings on psychologically realistic ways of modeling propagation of uncertainty in rule based reasoning. Within a single production rule, the antecedent evidence can be summarized by taking the…