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This paper develops a unified identification framework for counterfactual analysis in incomplete models characterized by support and moment restrictions. I demonstrate that identifying structural parameters and conducting counterfactual…

Econometrics · Economics 2026-03-10 Lixiong Li

Not all properties are monitorable. This is a well-known fact, and it means there exist properties that cannot be fully verified at runtime. However, given a non-monitorable property, a monitor can still be synthesised, but it could end up…

Logic in Computer Science · Computer Science 2022-11-22 Luca Ciccone , Francesco Dagnino , Angelo Ferrando

Regression on observational data can fail to capture a causal relationship in the presence of unobserved confounding. Confounding strength measures this mismatch, but estimating it requires itself additional assumptions. A common assumption…

Machine Learning · Statistics 2022-11-04 Luca Rendsburg , Leena Chennuru Vankadara , Debarghya Ghoshdastidar , Ulrike von Luxburg

This Letter provides necessary and sufficient conditions on the excitation and measurement pattern (EMP) that guarantee identifiability of a dynamical network that has the structure of a loop. The conditions are extremely simple in their…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Eduardo Mapurunga , Michel Gevers , Alexandre Sanfelice Bazanella

Unmeasured confounding may undermine the validity of causal inference with observational studies. Sensitivity analysis provides an attractive way to partially circumvent this issue by assessing the potential influence of unmeasured…

Statistics Theory · Mathematics 2015-07-15 Peng Ding , Tyler VanderWeele

We show that a wide variety of generalized increasing subsequence problems admit a one parameter family of extensions for which we can exactly compute the mean length of the longest increasing subsequence. By the nature of the extension,…

Combinatorics · Mathematics 2007-05-23 Eric M. Rains

Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…

Methodology · Statistics 2023-09-18 Shanshan Luo , Yechi Zhang , Wei Li

We consider linear structural equation models with latent variables and develop a criterion to certify whether the direct causal effects between the observable variables are identifiable based on the observed covariance matrix. Linear…

Statistics Theory · Mathematics 2022-08-15 Rina Foygel Barber , Mathias Drton , Nils Sturma , Luca Weihs

We consider a class of doubly weighted rank-based estimating methods for the transformation (or accelerated failure time) model with missing data as arise, for example, in case-cohort studies. The weights considered may not be predictable…

Statistics Theory · Mathematics 2009-08-24 Bin Nan , John D. Kalbfleisch , Menggang Yu

A tacit assumption in classical linear regression problems is the full knowledge of the existing link between the covariates and responses. In Unlinked Linear Regression (ULR) this link is either partially or completely missing. While the…

Statistics Theory · Mathematics 2025-07-22 Fadoua Balabdaoui , Martin Slawski , Jonathan Steffani

We consider classification in the presence of class-dependent asymmetric label noise with unknown noise probabilities. In this setting, identifiability conditions are known, but additional assumptions were shown to be required for finite…

Machine Learning · Computer Science 2019-06-12 Henry W. J. Reeve , Ata Kaban

A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…

Statistics Theory · Mathematics 2023-04-03 Luca Maestrini , Aishwarya Bhaskaran , Matt P. Wand

This paper considers a model with general regressors and unobservable factors. An estimator based on iterated principal components is proposed, which is shown to be not only asymptotically normal and oracle efficient, but under certain…

Econometrics · Economics 2025-04-23 Bin Peng , Liangjun Su , Joakim Westerlund , Yanrong Yang

Reliable predictions from systems biology models require knowing whether parameters can be estimated from available data, and with what certainty. Identifiability analysis reveals whether parameters are learnable in principle (structural…

We develop a new framework for constructing factors from firm characteristics that balances statistical efficiency and economic interpretability. Instead of using all characteristics equally, our method groups related characteristics and…

Pricing of Securities · Quantitative Finance 2025-08-05 Yuxiao Jiao , Guofu Zhou , Wu Zhu , Yingzi Zhu

Unintended failures during a computation are painful but frequent during software development. Failures due to external reasons (e.g., missing files, no permissions) can be caught by exception handlers. Programming failures, such as calling…

Programming Languages · Computer Science 2024-02-21 Michael Hanus

The convergence of simultaneous and marginal predictive classifiers under partition exchangeability in supervised classification is obtained. The result shows the asymptotic convergence of these classifiers under infinite amount of training…

Machine Learning · Statistics 2021-01-27 Ali Amiryousefi

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

This paper deals with classes of (de)stabilizing switching signals for switched systems. Most of the available conditions for stability of switched systems are sufficient in nature, and consequently, their violation does not conclude…

Systems and Control · Electrical Eng. & Systems 2020-05-17 Atreyee Kundu

Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…

Methodology · Statistics 2026-01-22 Elena Bortolato , Antonio Canale