Related papers: Efficient and Consistent Data-Driven Model Selecti…
Graphical structures estimated by causal learning algorithms from time series data can provide misleading causal information if the causal timescale of the generating process fails to match the measurement timescale of the data. Existing…
We study model selection by the Bayesian information criterion (BIC) in fixed-dimensional exploratory factor analysis over a fixed finite family of compact covariance classes. Our main result shows that the BIC is strongly consistent for…
In this paper, we propose a framework for achieving long-term fair sequential decision making. By conducting both the hard and soft interventions, we propose to take path-specific effects on the time-lagged causal graph as a quantitative…
We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…
Imitation learning is a powerful approach for learning autonomous driving policy by leveraging data from expert driver demonstrations. However, driving policies trained via imitation learning that neglect the causal structure of expert…
Convergence of controller parameters in standard model reference adaptive control (MRAC) requires the system states to be persistently exciting (PE), a restrictive condition to be verified online. A recent data-driven approach, concurrent…
Variable selection is essential for improving inference and interpretation in multivariate linear regression. Although a number of alternative regressor selection criteria have been suggested, the most prominent and widely used are the…
Due to their relevance in systems analysis and (robust) controller design, we consider the problem of determining control-theoretic system properties of an a priori unknown system from data only. More specifically, we introduce a necessary…
Conventional likelihood-based information criteria for model selection rely on the distribution assumption of data. However, for complex data that are increasingly available in many scientific fields, the specification of their underlying…
Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…
Model selection plays an important role in longitudinal data analysis, especially when models are estimated using the generalized method of moments (GMM) in the presence of time-dependent covariates. In this setting, the number of valid…
Model selection in linear regression models is a major challenge when dealing with high-dimensional data where the number of available measurements (sample size) is much smaller than the dimension of the parameter space. Traditional methods…
When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…
In data-driven optimization, the sample performance of the obtained decision typically incurs an optimistic bias against the true performance, a phenomenon commonly known as the Optimizer's Curse and intimately related to overfitting in…
We present a novel data-driven strategy to choose the hyperparameter $k$ in the $k$-NN regression estimator without using any hold-out data. We treat the problem of choosing the hyperparameter as an iterative procedure (over $k$) and…
We propose a robust variable selection procedure using a divergence based M-estimator combined with a penalty function. It produces robust estimates of the regression parameters and simultaneously selects the important explanatory…
Estimation in GARMA models has traditionally been carried out under the frequentist approach. To date, Bayesian approaches for such estimation have been relatively limited. In the context of GARMA models for count time series, Bayesian…
The ARCH process (R. F. Engle, 1982) constitutes a paradigmatic generator of stochastic time series with time-dependent variance like it appears on a wide broad of systems besides economics in which ARCH was born. Although the ARCH process…
This paper designs an efficient two-class pattern classifier utilizing asynchronous cellular automata (ACAs). The two-state three-neighborhood one-dimensional ACAs that converge to fixed points from arbitrary seeds are used here for pattern…
The Akaike information criterion (AIC) is a model selection criterion widely used in practical applications. The AIC is an estimator of the log-likelihood expected value, and measures the discrepancy between the true model and the estimated…