Related papers: A Control Function Approach to Estimate Panel Data…
The Model Predictive Control (MPC) scheme Funnel MPC enables output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems with stable internal dynamics. Earlier works achieved the…
Panel data models with unobserved heterogeneity in the form of interactive effects standardly assume that the time effects -- or ``common factors'' -- enter linearly. This assumption is restrictive because it concerns an unobserved…
Control Barrier Functions (CBFs) have become powerful tools for ensuring safety in nonlinear systems. However, finding valid CBFs that guarantee persistent safety and feasibility remains an open challenge, especially in systems with input…
Model predictive control is a control approach that minimizes a stage cost over a predicted system trajectory based on a model of the system and is capable of handling state and input constraints. For uncertain models, robust or adaptive…
The paper studies binary classification and aims at estimating the underlying regression function which is the conditional expectation of the class labels given the inputs. The regression function is the key component of the Bayes optimal…
Log-linear models are a classical tool for the analysis of contingency tables. In particular, the subclass of graphical log-linear models provides a general framework for modelling conditional independences. However, with the exception of…
The popularity of deep learning methods in the time series domain boosts interest in interpretability studies, including counterfactual (CF) methods. CF methods identify minimal changes in instances to alter the model predictions. Despite…
This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing that the only existing point identification result for this…
We revisit panel regressions with unobserved heterogeneity through the lens of variance-weighted average treatment effects. Building on established results for cross-sectional OLS and one-way fixed effects panels, we show that two-way panel…
Conformal inference is a method that provides prediction sets for machine learning models, operating independently of the underlying distributional assumptions and relying solely on the exchangeability of training and test data. Despite its…
Weighting methods are essential tools for estimating causal effects in observational studies, with the goal of balancing pre-treatment covariates across treatment groups. Traditional approaches pursue this objective indirectly, for example,…
In this work, we consider the problem of designing a safety filter for a nonlinear uncertain control system. Our goal is to augment an arbitrary controller with a safety filter such that the overall closed-loop system is guaranteed to stay…
This study proposes a new Bayesian approach to infer binary treatment effects. The approach treats counterfactual untreated outcomes as missing observations and infers them by completing a matrix composed of realized and potential untreated…
This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…
This paper studies the interactive fixed effects (IFE) estimator in a panel-data setting with heterogeneous treatment effects. We show that, if the treatment-effect heterogeneity admits a linear factor structure, the IFE estimator could…
Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…
We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate association due to endogeneity of treatment selection from…
We propose a novel two-regime regression model where regime switching is driven by a vector of possibly unobservable factors. When the factors are latent, we estimate them by the principal component analysis of a panel data set. We show…
In various fields of data science, researchers are often interested in estimating the ratio of conditional expectation functions (CEFR). Specifically in causal inference problems, it is sometimes natural to consider ratio-based treatment…
The frequency response function (FRF) is an established way to describe the outcome of experiments in posture control literature. The FRF is an empirical transfer function between an input stimulus and the induced body segment sway profile,…