Related papers: Latent Unbalancedness in Three-Way Gravity Models
Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…
Unsupervised learning on imbalanced data is challenging because, when given imbalanced data, current model is often dominated by the major category and ignores the categories with small amount of data. We develop a latent variable model…
We study the incidental parameter problem for the ``three-way'' Poisson {Pseudo-Maximum Likelihood} (``PPML'') estimator recently recommended for identifying the effects of trade policies and in other panel data gravity settings. Despite…
Graph-structured datasets often suffer from class imbalance, which complicates node classification tasks. In this work, we address this issue by first providing an upper bound on population risk for imbalanced transductive node…
Imbalanced problems can arise in different real-world situations, and to address this, certain strategies in the form of resampling or balancing algorithms are proposed. This issue has largely been studied in the context of classification,…
Panel data allows for the modeling of unobserved heterogeneity, significantly raising the number of nuisance parameters and making high dimensionality a practical issue. Meanwhile, temporal and cross-sectional dependence in panel data…
As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…
Empirical networks are often globally sparse, with a small average number of connections per node, when compared to the total size of the network. However, this sparsity tends not to be homogeneous, and networks can also be locally dense,…
A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
A Bayesian treatment of the problem of detecting an unmodelled gravitational wave burst with a global network of gravitational wave observatories reveals that several previously proposed statistics have implicit biases that render them…
Count-weighted temporal networks often exhibit unequal dispersion in the edge weights, which cannot be fully explained by modelling observational heterogeneity through latent factors in the conditional mean. Therefore, we propose new…
Unmeasured confounding can severely bias causal effect estimates from spatiotemporal observational data, especially when the confounders do not vary smoothly in time and space. In this work, we develop a method for addressing unmeasured…
A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…
Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…
Multi-sensor state space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional…
In many applications, particularly in the natural sciences, the available high-dimensional set of features may contain variables that are not correlated with the response under consideration. Such irrelevant features can, in certain cases,…
Imbalanced data poses a significant challenge in classification as model performance is affected by insufficient learning from minority classes. Balancing methods are often used to address this problem. However, such techniques can lead to…
The problem addressed in this article is the bias to income and expenditure elasticities estimated on pseudo-panel data caused by measurement error and unobserved heterogeneity. We gauge empirically these biases by comparing…