Related papers: Integrating Structural and Reduced-Form Methods in…
Statistical and structural modeling represent two distinct approaches to data analysis. In this paper, we propose a set of novel methods for combining statistical and structural models for improved prediction and causal inference. Our first…
The best empirical research in political science clearly defines substantive parameters of interest, presents a set of assumptions that guarantee its identification, and uses an appropriate estimator. We argue for the importance of…
We propose a novel method for modeling data by using structural models based on economic theory as regularizers for statistical models. We show that even if a structural model is misspecified, as long as it is informative about the…
We develop estimation and inference methods for a stylized macroeconomic model with potentially multiple behavioural equilibria, where agents form expectations using a constant-gain learning rule. We first show geometric ergodicity of the…
The interpretation of the experimental data collected by testing systems across input datasets and model parameters is of strategic importance for system design and implementation. In particular, finding relationships between variables and…
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
A statistical estimation model with qualitative input provides a mechanism to fuse human intuition in the form of qualitative information into a statistical model. We investigate the statistical properties of this model and devise a…
This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.…
Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations, and when estimating uncertainty in model predictions. However, methods for doing this can be…
Integrative modeling of macromolecular assemblies allows for structural characterization of large assemblies that are recalcitrant to direct experimental observation. A Bayesian inference approach facilitates combining data from…
Structural equation modeling (SEM) is a prevalent approach for studying constructs.Traditionally, these constructs are modeled as reflectively measured latent variables - common factors that account for the variance-covariance structure of…
We introduce inferential methods for prediction based on functional random effects in generalized functional mixed effects models. This is similar to the inference for random effects in generalized linear mixed effects models (GLMMs), but…
With the development of biomedical science, researchers have increasing access to an abundance of studies focusing on similar research questions. There is a growing interest in the integration of summary information from those studies to…
One of the challenges with functional data is incorporating spatial structure, or local correlation, into the analysis. This structure is inherent in the output from an increasing number of biomedical technologies, and a functional linear…
To date, most probabilistic reasoning systems have relied on a fixed belief network constructed at design time. The network is used by an application program as a representation of (in)dependencies in the domain. Probabilistic inference…
In this extended abstract a view on the role of Formal Methods in System Engineering is briefly presented. Then two examples of useful analysis techniques based on solid mathematical theories are discussed as well as the software tools…
Quantiles and expected shortfalls are commonly used risk measures in financial risk management. The two measurements are correlated while have distinguished features. In this project, our primary goal is to develop stable and practical…
In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…
Linear regression and classification methods with repeated functional data are considered. For each statistical unit in the sample, a real-valued parameter is observed over time under different conditions related by some neighborhood…
Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…