Related papers: Prediction Intervals for Synthetic Control Methods
This paper extends the literature on the theoretical properties of synthetic controls to the case of non-linear generative models, showing that the synthetic control estimator is generally biased in such settings. I derive a lower bound for…
Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…
The synthetic control (SC) framework is widely used for observational causal inference with time-series panel data. SC has been successful in diverse applications, but existing methods typically treat the ordering of pre-intervention time…
We employ uncertain parametric CTMCs with parametric transition rates and a prior on the parameter values. The prior encodes uncertainty about the actual transition rates, while the parameters allow dependencies between transition rates.…
We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to…
The synthetic control method (SCM) estimates causal effects in panel data with a single-treated unit by constructing a counterfactual outcome as a weighted combination of untreated control units that matches the pre-treatment trajectory. In…
Safety assurance is critical in the planning and control of robotic systems. For robots operating in the real world, the safety-critical design often needs to explicitly address uncertainties and the pre-computed guarantees often rely on…
We generalize the synthetic control (SC) method to a multiple-outcome framework, where the conventional pre-treatment time dimension is supplemented with the extra dimension of related outcomes in computing the SC weights. This…
Control and state estimation procedures need to be robust against imprecisely known parameters, uncertainty in initial conditions, and external disturbances. Interval methods and other set-based techniques form the basis for the…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…
We present a model-agnostic algorithm for generating post-hoc explanations and uncertainty intervals for a machine learning model when only a static sample of inputs and outputs from the model is available, rather than direct access to the…
The synthetic controls (SC) methodology is a prominent tool for policy evaluation in panel data applications. Researchers commonly justify the SC framework with a low-rank matrix factor model that assumes the potential outcomes are…
Conventional methods in causal effect inferencetypically rely on specifying a valid set of control variables. When this set is unknown or misspecified, inferences will be erroneous. We propose a method for inferring average causal effects…
A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…
Stochastic simulation is a widely used method for estimating quantities in models of chemical reaction networks where uncertainty plays a crucial role. However, reducing the statistical uncertainty of the corresponding estimators requires…
This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…
We develop a new approach for quantifying uncertainty in finite populations, by using design distributions to calibrate sensitivity parameters in finite population identified sets. This yields uncertainty intervals that can be interpreted…
Data-Driven Predictive Control (DDPC) has been recently proposed as an effective alternative to traditional Model Predictive Control (MPC), in that the same constrained optimization problem can be addressed without the need to explicitly…
In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…