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Importance weighted variational inference (Burda et al., 2015) uses multiple i.i.d. samples to have a tighter variational lower bound. We believe a joint proposal has the potential of reducing the number of redundant samples, and introduce…

Machine Learning · Computer Science 2019-05-14 Chin-Wei Huang , Kris Sankaran , Eeshan Dhekane , Alexandre Lacoste , Aaron Courville

Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the…

Methodology · Statistics 2010-11-03 Vanessa Didelez , Sha Meng , Nuala A. Sheehan

We present R software packages RobustIV and controlfunctionIV for causal inference with possibly invalid instrumental variables. RobustIV focuses on the linear outcome model. It implements the two-stage hard thresholding method to select…

Methodology · Statistics 2023-06-21 Taehyeon Koo , Youjin Lee , Dylan S. Small , Zijian Guo

Hierarchical clustering is a popular unsupervised data analysis method. For many real-world applications, we would like to exploit prior information about the data that imposes constraints on the clustering hierarchy, and is not captured by…

Data Structures and Algorithms · Computer Science 2018-07-17 Vaggos Chatziafratis , Rad Niazadeh , Moses Charikar

This paper studies the partial identification of treatment effects in Instrumental Variables (IV) settings with binary outcomes under violations of independence. I derive the identified sets for the treatment parameters of interest in the…

Econometrics · Economics 2025-10-03 Pedro Picchetti

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

Methodology · Statistics 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

Methodology · Statistics 2022-07-01 Sai Li , Zijian Guo

Scientific and business practices are increasingly resulting in large collections of randomized experiments. Analyzed together, these collections can tell us things that individual experiments in the collection cannot. We study how to learn…

Machine Learning · Statistics 2017-06-02 Alexander Peysakhovich , Dean Eckles

A key issue in cluster analysis is the choice of an appropriate clustering method and the determination of the best number of clusters. Different clusterings are optimal on the same data set according to different criteria, and the choice…

Methodology · Statistics 2020-06-24 Serhat Emre Akhanli , Christian Hennig

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

Methodology · Statistics 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

It is well known that the classical single linkage algorithm usually fails to identify clusters in the presence of outliers. In this paper, we propose a new version of this algorithm, and we study its mathematical performances. In…

Statistics Theory · Mathematics 2022-03-21 Nicolas Klutchnikoff , Audrey Poterie , Laurent Rouviere

This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and output when the…

Statistical Finance · Quantitative Finance 2024-01-02 Udai Nagpal , Krishan Nagpal

Variable aggregation has been largely studied as an important pre-solve algorithm for optimization of linear and mixed-integer programs. Although some nonlinear solvers and algebraic modeling languages implement variable aggregation as a…

Optimization and Control · Mathematics 2026-02-17 Sakshi Naik , Lorenz Biegler , Russell Bent , Robert Parker

Adaptive Resonance Theory (ART) is considered as an effective approach for realizing continual learning thanks to its ability to handle the plasticity-stability dilemma. In general, however, the clustering performance of ART-based…

Machine Learning · Computer Science 2022-07-08 Naoki Masuyama , Narito Amako , Yuna Yamada , Yusuke Nojima , Hisao Ishibuchi

Compared to supervised variable selection, the research on unsupervised variable selection is far behind. A forward partial-variable clustering full-variable loss (FPCFL) method is proposed for the corresponding challenges. An advantage is…

Methodology · Statistics 2024-12-02 Tonglin Zhang , Huyunting Huang

The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

Hierarchical clustering (HC) is an important data analysis technique in which the goal is to recursively partition a dataset into a tree-like structure while grouping together similar data points at each level of granularity. Unfortunately,…

Data Structures and Algorithms · Computer Science 2025-06-09 Vladimir Braverman , Jon C. Ergun , Chen Wang , Samson Zhou

We study the gradient wild bootstrap-based inference for instrumental variable quantile regressions in the framework of a small number of large clusters in which the number of clusters is viewed as fixed, and the number of observations for…

Econometrics · Economics 2024-08-21 Wenjie Wang , Yichong Zhang

We develop a novel algorithm, Predictive Hierarchical Clustering (PHC), for agglomerative hierarchical clustering of current procedural terminology (CPT) codes. Our predictive hierarchical clustering aims to cluster subgroups, not…

Methodology · Statistics 2017-08-03 Elizabeth C. Lorenzi , Stephanie L. Brown , Zhifei Sun , Katherine Heller

Many clustering methods, including k-means, require the user to specify the number of clusters as an input parameter. A variety of methods have been devised to choose the number of clusters automatically, but they often rely on strong…

Methodology · Statistics 2017-02-10 Wei Fu , Patrick O. Perry
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