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Related papers: Goodness of Causal Fit

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A goodness-of-fit index measures the consistency of consumption data with a given model of utility-maximization. We show that for the class of well-behaved (i.e., continuous and increasing) utility functions there is no goodness-of-fit…

Theoretical Economics · Economics 2026-02-13 Yujian Chen , Joshua Lanier , John K. -H. Quah

We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the…

Statistical Finance · Quantitative Finance 2011-09-06 Remy Chicheportiche , Jean-Philippe Bouchaud

In population genetics and other application fields, models with intractable likelihood are common. Approximate Bayesian Computation (ABC) or more generally Simulation-Based Inference (SBI) methods work by simulating instrumental data sets…

Methodology · Statistics 2025-01-29 Guillaume Le Mailloux , Paul Bastide , Jean-Michel Marin , Arnaud Estoup

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

Fair machine learning aims to prevent discrimination against individuals or sub-populations based on sensitive attributes such as gender and race. In recent years, causal inference methods have been increasingly used in fair machine…

Machine Learning · Computer Science 2024-03-11 Aoqi Zuo , Yiqing Li , Susan Wei , Mingming Gong

This paper proposes a goodness of fit test for the generalized Pareto distribution (GPD). Firstly, we provide two characterizations of GPD based on Stein's identity and dynamic survival extropy. These characterizations are used to test GPD…

Methodology · Statistics 2025-06-03 Gaurav Kandpal , Nitin Gupta

Classical tests of goodness-of-fit aim to validate the conformity of a postulated model to the data under study. Given their inferential nature, they can be considered a crucial step in confirmatory data analysis. In their standard…

Methodology · Statistics 2022-04-06 Sara Algeri , Xiangyu Zhang

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

The proposed Goodness--of--Fit (GoF) test for checking the linear autocorrelation model in a functional time series is based on an empirical process, whose residual marks and covariate index set are in a separable Hilbert space \mathbb{H}.…

Statistics Theory · Mathematics 2026-05-29 W. González-Manteiga , M. D. Ruiz-Medina , M. Febrero-Bande

Causal inference is a critical research area with multi-disciplinary origins and applications, ranging from statistics, computer science, economics, psychology to public health. In many scientific research, randomized experiments provide a…

Methodology · Statistics 2022-07-26 Jingying Zeng

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

Methodology · Statistics 2025-01-07 Xiaotong Lin , Weihao Li , Fangqiao Tian , Dongming Huang

A fundamental challenge in the empirical sciences involves uncovering causal structure through observation and experimentation. Causal discovery entails linking the conditional independence (CI) invariances in observational data to their…

Machine Learning · Statistics 2025-11-04 Zihan Zhou , Muhammad Qasim Elahi , Murat Kocaoglu

This paper concerns the problem of applying the generalized goodness-of-fit (gGOF) type tests for analyzing correlated data. The gGOF family broadly covers the maximum-based testing procedures by ordered input $p$-values, such as the false…

Methodology · Statistics 2018-06-12 Hong Zhang , Zheyang Wu

A sizable amount of goodness-of-fit tests involving functional data have appeared in the last decade. We provide a relatively compact revision of most of these contributions, within the independent and identically distributed framework, by…

Assessing model adequacy is a crucial step in regression analysis, ensuring the validity of statistical inferences. For Generalized Functional Linear Models (GFLMs), which are widely used for modeling relationships between scalar responses…

Methodology · Statistics 2025-11-14 Feifei Chen , Kaiming Zhang , Yanni Zhang , Hua Liang

The field of causal discovery develops model selection methods to infer cause-effect relations among a set of random variables. For this purpose, different modelling assumptions have been proposed to render cause-effect relations…

Methodology · Statistics 2023-11-09 Daniela Schkoda , Mathias Drton

Judea Pearl's do-calculus provides a foundation for causal inference, but its translation to continuous generative models remains fraught with geometric challenges. We establish the fundamental limits of such interventions. We define the…

Machine Learning · Computer Science 2026-03-19 Rui Wu , Hong Xie , Yongjun Li

We introduce the problem of active causal structure learning with advice. In the typical well-studied setting, the learning algorithm is given the essential graph for the observational distribution and is asked to recover the underlying…

Machine Learning · Computer Science 2023-06-01 Davin Choo , Themis Gouleakis , Arnab Bhattacharyya

This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…

Econometrics · Economics 2025-06-18 Cui Rui , Li Yuhao

There is growing interest in designing recommender systems that aim at being fair towards item producers or their least satisfied users. Inspired by the domain of inequality measurement in economics, this paper explores the use of…

Information Retrieval · Computer Science 2023-03-29 Virginie Do , Nicolas Usunier
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