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We study asymptotic properties of conditional least squares estimators for the drift parameters of two-factor affine diffusions based on continuous time observations. We distinguish three cases: subcritical, critical and supercritical. For…

Probability · Mathematics 2017-07-27 Beáta Bolyog , Gyula Pap

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

Statistics Theory · Mathematics 2015-03-20 Thomas J. DiCiccio , Todd A. Kuffner , G. Alastair Young , Russell Zaretzki

Most causal discovery procedures assume that there are no latent confounders in the system, which is often violated in real-world problems. In this paper, we consider a challenging scenario for causal structure identification, where some…

Machine Learning · Computer Science 2022-10-06 Biwei Huang , Charles Jia Han Low , Feng Xie , Clark Glymour , Kun Zhang

A key goal of unsupervised representation learning is "inverting" a data generating process to recover its latent properties. Existing work that provably achieves this goal relies on strong assumptions on relationships between the latent…

Machine Learning · Computer Science 2021-11-01 Kartik Ahuja , Jason Hartford , Yoshua Bengio

We study identifiability of the parameters in autoregressions defined on a network. Most identification conditions that are available for these models either rely on the network being observed repeatedly, are only sufficient, or require…

Econometrics · Economics 2022-06-06 Federico Martellosio

Cognitive Diagnosis Models (CDMs) are useful statistical tools in cognitive diagnosis assessment. However, as many other latent variable models, the CDMs often suffer from the non-identifiability issue. This work gives the sufficient and…

Methodology · Statistics 2025-01-08 Yuqi Gu , Gongjun Xu

We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…

Information Theory · Computer Science 2022-03-30 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan

This paper introduces a general Bayesian non- parametric latent feature model suitable to per- form automatic exploratory analysis of heterogeneous datasets, where the attributes describing each object can be either discrete, continuous or…

Machine Learning · Statistics 2017-07-27 Isabel Valera , Melanie F. Pradier , Zoubin Ghahramani

This paper investigates causal effect identification in latent variable Linear Non-Gaussian Acyclic Models (lvLiNGAM) using higher-order cumulants, addressing two prominent setups that are challenging in the presence of latent confounding:…

Machine Learning · Statistics 2025-06-09 Daniele Tramontano , Yaroslav Kivva , Saber Salehkaleybar , Mathias Drton , Negar Kiyavash

Pervasive cross-section dependence is increasingly recognized as a characteristic of economic data and the approximate factor model provides a useful framework for analysis. Assuming a strong factor structure where $\Lop\Lo/N^\alpha$ is…

Econometrics · Economics 2023-03-07 Jushan Bai , Serena Ng

Identifying the effects of causes and causes of effects is vital in virtually every scientific field. Often, however, the needed probabilities may not be fully identifiable from the data sources available. This paper shows how partial…

Artificial Intelligence · Computer Science 2023-01-31 Ang Li , Scott Mueller , Judea Pearl

It is well-known that the approximate factor models have the rotation indeterminacy. It has been considered that the principal component (PC) estimators estimate some rotations of the true factors and factor loadings, but the rotation…

Statistics Theory · Mathematics 2023-11-02 Peiyun Jiang , Yoshimasa Uematsu , Takashi Yamagata

This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…

Statistics Theory · Mathematics 2014-09-24 Isaiah Andrews , Anna Mikusheva

Unobserved confounding presents a major threat to causal inference from observational studies. Recently, several authors suggest that this problem may be overcome in a shared confounding setting where multiple treatments are independent…

Methodology · Statistics 2020-11-25 Dehan Kong , Shu Yang , Linbo Wang

The identifiability of latent variable models has received increasing attention due to its relevance in interpretability and out-of-distribution generalisation. In this work, we study the identifiability of Switching Dynamical Systems,…

Machine Learning · Statistics 2024-06-05 Carles Balsells-Rodas , Yixin Wang , Yingzhen Li

We consider a general class of empirical-type likelihoods and develop higher order asymptotics with a view to characterizing members thereof that allow the existence of possibly data-dependent probability matching priors ensuring…

Statistics Theory · Mathematics 2008-12-18 Rahul Mukerjee

We study the identification of causal effects, motivated by two improvements to identifiability which can be attained if one knows that some variables in a causal graph are functionally determined by their parents (without needing to know…

Artificial Intelligence · Computer Science 2024-05-24 Yizuo Chen , Adnan Darwiche

We apply the recent results of F. Hiai, M. Mosonyi and T. Ogawa [arXiv:0707.2020, to appear in J. Math. Phys.] to the asymptotic hypothesis testing problem of locally faithful shift-invariant quasi-free states on a CAR algebra. We use a…

Quantum Physics · Physics 2009-11-13 M. Mosonyi , F. Hiai , T. Ogawa , M. Fannes

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

Machine Learning · Statistics 2024-08-12 Daniela Schkoda , Elina Robeva , Mathias Drton

Consider a set of latent factors whose observable effect of activation is caught on a measure space that appears as a grid of bits tacking value in $\{0, 1 \}$. This paper intend to deliver a theoretical and practical answer to the…

Machine Learning · Computer Science 2019-09-23 Pierre Gouedard