Related papers: Heywood cases in unidimensional factor models and …
Consider a regression or some regression-type model for a certain response variable where the linear predictor includes an ordered factor among the explanatory variables. The inclusion of a factor of this type can take place is a few…
This paper revisits the identification and estimation of a class of semiparametric (distribution-free) panel data binary choice models with lagged dependent variables, exogenous covariates, and entity fixed effects. We provide a novel…
The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…
Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…
In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…
We study the problem nonparametric classification with repeated observations. Let $\bX$ be the $d$ dimensional feature vector and let $Y$ denote the label taking values in $\{1,\dots ,M\}$. In contrast to usual setup with large sample size…
Machine learning methods must be trusted to make appropriate decisions in real-world environments, even when faced with out-of-distribution (OOD) samples. Many current approaches simply aim to detect OOD examples and alert the user when an…
In observational studies, the causal effect of a treatment may be confounded with variables that are related to both the treatment and the outcome of interest. In order to identify a causal effect, such studies often rely on the…
The aim of ordinal classification is to predict the ordered labels of the output from a set of observed inputs. Interval-valued data refers to data in the form of intervals. For the first time, interval-valued data and interval-valued…
We study identifying and estimating the causal effect of a treatment variable on a long-term outcome using data from an observational and an experimental domain. The observational data are subject to unobserved confounding. Furthermore,…
Identifying cause-effect relations among variables is a key step in the decision-making process. While causal inference requires randomized experiments, researchers and policymakers are increasingly using observational studies to test…
Many areas of research are characterised by the deluge of large-scale highly-dimensional time-series data. However, using the data available for prediction and decision making is hampered by the current lag in our ability to uncover and…
We consider the problem of parameter estimation using weakly supervised datasets, where a training sample consists of the input and a partially specified annotation, which we refer to as the output. The missing information in the annotation…
Causal representation learning has attracted significant research interest during the past few years, as a means for improving model generalization and robustness. Causal representations of interventional image pairs (also called…
Recommendation models mainly deal with categorical variables, such as user/item ID and attributes. Besides the high-cardinality issue, the interactions among such categorical variables are usually long-tailed, with the head made up of…
The distributional single index model is a semiparametric regression model in which the conditional distribution functions $P(Y \leq y | X = x) = F_0(\theta_0(x), y)$ of a real-valued outcome variable $Y$ depend on $d$-dimensional…
Large-dimensional factor model has drawn much attention in the big-data era, in order to reduce the dimensionality and extract underlying features using a few latent common factors. Conventional methods for estimating the factor model…
The analysis of survey data is a frequently arising issue in clinical trials, particularly when capturing quantities which are difficult to measure. Typical examples are questionnaires about patient's well-being, pain, or consent to an…
Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…