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The paper suggests a method of extrapolation of notion of one-sided semi-infinite sequences representing traces of two-sided band-limited sequences; this features ensure uniqueness of this extrapolation and possibility to use this for…

Optimization and Control · Mathematics 2018-02-08 Nikolai Dokuchaev

Comprehensible explanations of probabilistic reasoning are a prerequisite for wider acceptance of Bayesian methods in expert systems and decision support systems. A study of human reasoning under uncertainty suggests two different…

Artificial Intelligence · Computer Science 2013-04-05 Max Henrion , Marek J. Druzdzel

The selection of best variables is a challenging problem in supervised and unsupervised learning, especially in high dimensional contexts where the number of variables is usually much larger than the number of observations. In this paper,…

Methodology · Statistics 2024-04-01 Benoit Liquet , Sarat Moka , Samuel Muller

In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…

Methodology · Statistics 2025-02-27 Youngjin Cho , Yili Hong , Pang Du

We consider the problem of identifying a conditional causal effect through covariate adjustment. We focus on the setting where the causal graph is known up to one of two types of graphs: a maximally oriented partially directed acyclic graph…

Methodology · Statistics 2024-03-13 Sara LaPlante , Emilija Perković

Probabilities of causation (PoC) are valuable concepts for explainable artificial intelligence and practical decision-making. PoC are originally defined for scalar binary variables. In this paper, we extend the concept of PoC to continuous…

Artificial Intelligence · Computer Science 2024-06-03 Yuta Kawakami , Manabu Kuroki , Jin Tian

Not a matter of serious contention, Pearson's correlation coefficient is still the most important statistical association measure. Restricted to just two variables, this measure sometimes doesn't live up to users' needs and expectations.…

Mathematical Finance · Quantitative Finance 2024-02-02 Reza Salimi , Kamran Pakizeh

The partition function of a factor graph can sometimes be accurately estimated by Monte Carlo methods. In this paper, such methods are extended to factor graphs with negative and complex factors.

Computation · Statistics 2012-10-09 Mehdi Molkaraie , Hans-Andrea Loeliger

Real-world data often follows a long-tailed distribution, which makes the performance of existing classification algorithms degrade heavily. A key issue is that samples in tail categories fail to depict their intra-class diversity. Humans…

Computer Vision and Pattern Recognition · Computer Science 2022-02-14 Xiaohua Chen , Yucan Zhou , Dayan Wu , Wanqian Zhang , Yu Zhou , Bo Li , Weiping Wang

The direct effect of one eventon another can be defined and measured byholding constant all intermediate variables between the two.Indirect effects present conceptual andpractical difficulties (in nonlinear models), because they cannot be…

Artificial Intelligence · Computer Science 2013-01-14 Judea Pearl

Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…

Machine Learning · Computer Science 2023-12-22 Paris A. Karakasis , Nicholas D. Sidiropoulos

This paper considers the problem of invoking auxiliary, unobservable variables to facilitate the structuring of causal tree models for a given set of continuous variables. Paralleling the treatment of bi-valued variables in [Pearl 1986], we…

Artificial Intelligence · Computer Science 2013-04-11 Lei Xu , Judea Pearl

In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…

Probability · Mathematics 2021-06-21 Ola Hössjer , Arvid Sjölander

Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…

Methodology · Statistics 2025-01-03 Ritwik Bhaduri , Siyuan Ma , Lucas Janson

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

Covariant phase observables are obtained by defining simple conditions for mappings from the set of phase wave functions (unit vectors of the Hardy space) to the set of phase probability densities. The existence of phase probability density…

Quantum Physics · Physics 2015-06-26 Juha-Pekka Pellonpaa

This paper introduces a framework for estimating fair optimal predictions using machine learning where the notion of fairness can be quantified using path-specific causal effects. We use a recently developed approach based on Lagrange…

Machine Learning · Computer Science 2024-08-06 Razieh Nabi , David Benkeser

Hypothesis testing of structure in covariance matrices is of significant importance, but faces great challenges in high-dimensional settings. Although consistent frequentist one-sample covariance tests have been proposed, there is a lack of…

Methodology · Statistics 2020-07-22 Kyoungjae Lee , Lizhen Lin , David Dunson

For a wide variety of regularization methods, algorithms computing the entire solution path have been developed recently. Solution path algorithms do not only compute the solution for one particular value of the regularization parameter but…

Machine Learning · Computer Science 2009-03-30 Bernd Gärtner , Joachim Giesen , Martin Jaggi , Torsten Welsch

This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identification result showing that, for continuous covariates,…

Econometrics · Economics 2024-01-02 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas