Related papers: Predictor Selection for Synthetic Controls
Counterfactual Explanations are becoming a de-facto standard in post-hoc interpretable machine learning. For a given classifier and an instance classified in an undesired class, its counterfactual explanation corresponds to small…
Controller synthesis is the process of constructing a correct system automatically from its specification. This often requires assumptions about the behaviour of the environment. It is difficult for the designer to identify the assumptions…
Algorithms are commonly used to predict outcomes under a particular decision or intervention, such as predicting whether an offender will succeed on parole if placed under minimal supervision. Generally, to learn such counterfactual…
Feature selection is one of the most decisive tools in understanding data and machine learning models. Among other methods, sparsity induced by $L^{1}$ penalty is one of the simplest and best studied approaches to this problem. Although…
We introduce a synthetic control methodology to study policies with staggered adoption. Many policies, such as the board gender diversity policies, are replicated by other policy setters at different time frames. Our method estimates the…
High-dimensional sparse modeling with censored survival data is of great practical importance, as exemplified by modern applications in high-throughput genomic data analysis and credit risk analysis. In this article, we propose a class of…
The paper presents a novel approach to synthesize robust controllers for nonlinear systems along perturbed trajectories. The approach linearizes the system with respect to a reference trajectory. In contrast to existing methods rooted in…
The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption (SUTVA), ruling out spillover effects.…
Predicting the chemical properties of compounds is crucial in discovering novel materials and drugs with specific desired characteristics. Recent significant advances in machine learning technologies have enabled automatic predictive…
We consider the problem of variable selection in varying-coefficient functional linear models, where multiple predictors are functions and a response is a scalar and depends on an exogenous variable. The varying-coefficient functional…
Composite likelihood has shown promise in settings where the number of parameters $p$ is large due to its ability to break down complex models into simpler components, thus enabling inference even when the full likelihood is not tractable.…
This paper studies macroeconomic forecasting and variable selection using a folded-concave penalized regression with a very large number of predictors. The penalized regression approach leads to sparse estimates of the regression…
This paper proposes a novel testing procedure for selecting a sparse set of covariates that explains a large dimensional panel. Our selection method provides correct false detection control while having higher power than existing…
The Synthetic Control method has pioneered a class of powerful data-driven techniques to estimate the counterfactual reality of a unit from donor units. At its core, the technique involves a linear model fitted on the pre-intervention…
We propose a new sparse principal component analysis (SPCA) method in which the solutions are obtained by projecting the full cardinality principal components onto subsets of variables. The resulting components are guaranteed to explain a…
In networked control systems, communication resource constraints often necessitate the use of \emph{sparse} control input vectors. A prototypical problem is how to ensure controllability of a linear dynamical system when only a limited…
The Synthetic Control method (SC) has become a valuable tool for estimating causal effects. Originally designed for single-treated unit scenarios, it has recently found applications in high-dimensional disaggregated settings with multiple…
External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…
We study variable selection (also called support recovery) in high-dimensional sparse linear regression when one has external information on which variables are likely to be associated with the response. Consistent recovery is only possible…
In this paper we investigate the optimal controller synthesis problem, so that the system under the controller can reach a specified target set while satisfying given constraints. Existing model predictive control (MPC) methods learn from a…