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The paper is concerned with asymptotic properties of the principal components analysis of functional data. The currently available results assume the existence of the fourth moment. We develop analogous results in a setting which does not…

Statistics Theory · Mathematics 2018-12-10 Piotr Kokoszka , Stilian Stoev , Qian Xiong

Factor analysis is often used to assess whether a single univariate latent variable is sufficient to explain most of the covariance among a set of indicators for some underlying construct. When evidence suggests that a single factor is…

Methodology · Statistics 2022-04-18 Tyler J. VanderWeele , Stijn Vansteelandt

This paper studies the principal components (PC) estimator for high dimensional approximate factor models with weak factors in that the factor loading ($\boldsymbol{\Lambda}^0$) scales sublinearly in the number $N$ of cross-section units,…

Econometrics · Economics 2024-02-12 Jungjun Choi , Ming Yuan

Motivated by applications in declarative data analysis, we study $\mathit{Datalog}_{\mathbb{Z}}$---an extension of positive Datalog with arithmetic functions over integers. This language is known to be undecidable, so we propose two…

Artificial Intelligence · Computer Science 2017-11-15 Mark Kaminski , Bernardo Cuenca Grau , Egor V. Kostylev , Boris Motik , Ian Horrocks

This paper concerns the probabilistic evaluation of the effects of actions in the presence of unmeasured variables. We show that the identification of causal effect between a singleton variable X and a set of variables Y can be accomplished…

Artificial Intelligence · Computer Science 2013-02-21 David Galles , Judea Pearl

There has been growing interest in recent years in Q-matrix based cognitive diagnosis models. Parameter estimation and respondent classification under these models may suffer due to identifiability issues. Non-identifiability can be…

Methodology · Statistics 2013-03-05 Stephanie S. Zhang , Lawrence T. DeCarlo , Zhiliang Ying

We show that in the approximate factor model the population normalised principal components converge in mean square (up to sign) under the standard assumptions for $n\to \infty$. Consequently, we have a generic interpretation of what the…

Econometrics · Economics 2024-10-28 Philipp Gersing

Deep latent variable models learn condensed representations of data that, hopefully, reflect the inner workings of the studied phenomena. Unfortunately, these latent representations are not statistically identifiable, meaning they cannot be…

Machine Learning · Statistics 2025-06-02 Stas Syrota , Yevgen Zainchkovskyy , Johnny Xi , Benjamin Bloem-Reddy , Søren Hauberg

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

In this paper, an original result in terms of a sufficient condition to test identifiability of nonlinear delayed-differential models with constant delays and multi-inputs is given. The identifiability is studied for the linearized system…

Dynamical Systems · Mathematics 2010-09-10 Carine Jauberthie , Louise Travé-Massuyès

We consider the asymptotic properties of the Synthetic Control (SC) estimator when both the number of pre-treatment periods and control units are large. If potential outcomes follow a linear factor model, we provide conditions under which…

Econometrics · Economics 2020-05-27 Bruno Ferman

We study the identification of causal effects in the presence of different types of constraints (e.g., logical constraints) in addition to the causal graph. These constraints impose restrictions on the models (parameterizations) induced by…

Artificial Intelligence · Computer Science 2025-10-15 Yizuo Chen , Adnan Darwiche

This paper addresses the topic of robust Bayesian compressed sensing over finite fields. For stationary and ergodic sources, it provides asymptotic (with the size of the vector to estimate) necessary and sufficient conditions on the number…

Information Theory · Computer Science 2014-01-20 Wenjie Li , Francesca Bassi , Michel Kieffer

The problem of linear modulation classification using likelihood based methods is considered. Asymptotic properties of most commonly used classifiers in the literature are derived. These classifiers are based on hybrid likelihood ratio test…

Information Theory · Computer Science 2012-11-29 Onur Ozdemir , Pramod K. Varshney , Wei Su , Andrew L. Drozd

Restricted latent class models (RLCMs) have recently gained prominence in educational assessment, psychiatric evaluation, and medical diagnosis. Different from conventional latent class models, restrictions on the RLCM model parameters are…

Statistics Theory · Mathematics 2019-04-09 Yuqi Gu , Gongjun Xu

Explanations in Machine Learning come in many forms, but a consensus regarding their desired properties is yet to emerge. In this paper we introduce a taxonomy and a set of descriptors that can be used to characterise and systematically…

Machine Learning · Computer Science 2019-12-12 Kacper Sokol , Peter Flach

Good large sample performance is typically a minimum requirement of any model selection criterion. This article focuses on the consistency property of the Bayes factor, a commonly used model comparison tool, which has experienced a recent…

Statistics Theory · Mathematics 2016-07-04 Siddhartha Chib , Todd A. Kuffner

Hierarchical Latent Attribute Models (HLAMs) are a family of discrete latent variable models that are attracting increasing attention in educational, psychological, and behavioral sciences. The key ingredients of an HLAM include a binary…

Machine Learning · Statistics 2021-10-11 Yuqi Gu , Gongjun Xu

Note: Accepted version, published in Statistical Papers, https://doi.org/10.1007/s00362-023-01414-3. It is shown that some theoretically identifiable parameters cannot be empirically identified, meaning that no consistent estimator of them…

Statistics Theory · Mathematics 2023-04-18 Christian Hennig

The paper continues the authors' work on the adaptive Wynn algorithm in a nonlinear regression model. In the present paper it is shown that if the mean response function satisfies a condition of `saturated identifiability', which was…

Statistics Theory · Mathematics 2021-09-08 Fritjof Freise , Norbert Gaffke , Rainer Schwabe
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