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The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…

Statistics Theory · Mathematics 2016-01-26 Ryan Martin , Chuanhai Liu

Tabular synthesis models remain ineffective at capturing complex dependencies, and the quality of synthetic data is still insufficient for comprehensive downstream tasks, such as prediction under distribution shifts, automated…

Machine Learning · Computer Science 2024-07-08 Ruibo Tu , Zineb Senane , Lele Cao , Cheng Zhang , Hedvig Kjellström , Gustav Eje Henter

Causal inference with observational data critically relies on untestable and extra-statistical assumptions that have (sometimes) testable implications. Well-known sets of assumptions that are sufficient to justify the causal interpretation…

Methodology · Statistics 2024-02-20 Pablo Geraldo Bastías

The dynamics of economies and infectious disease are inexorably linked: economic well-being influences health (sanitation, nutrition, treatment capacity, etc.) and health influences economic well-being (labor productivity lost to sickness…

Physics and Society · Physics 2014-03-06 Georg M. Goerg , Oscar Patterson-Lomba , Laurent Hébert-Dufresne , Benjamin M. Althouse

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

The capacity to address counterfactual "what if" inquiries is crucial for understanding and making use of causal influences. Traditional counterfactual inference, under Pearls' counterfactual framework, typically depends on having access to…

Machine Learning · Computer Science 2024-02-29 Shaoan Xie , Biwei Huang , Bin Gu , Tongliang Liu , Kun Zhang

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

Methodology · Statistics 2023-04-18 Zijian Guo

Public policy decisions are typically justified using a narrow set of headline indicators, leaving many downstream social impacts unstructured and difficult to compare across policies. We propose PPCR-IM, a system for multi-layer DAG-based…

Social and Information Networks · Computer Science 2026-02-26 Zichen Song , Weijia Li

Marginal imputation, which consists of imputing each item requiring imputation separately, is often used in surveys. This type of imputation procedures leads to asymptotically unbiased estimators of simple parameters such as population…

Methodology · Statistics 2015-11-04 Hélène Chaput , Guillaume Chauvet , David Haziza , Laurianne Salembier , Julie Solard

Identifying and quantifying co-dependence between financial instruments is a key challenge for researchers and practitioners in the financial industry. Linear measures such as the Pearson correlation are still widely used today, although…

Statistical Finance · Quantitative Finance 2023-12-29 Haochun Ma , Davide Prosperino , Alexander Haluszczynski , Christoph Räth

This paper considers identification and estimation of distributional effect parameters that depend on the joint distribution of an outcome and another variable of interest ("treatment") in a setting with "two-sided" measurement error --…

Econometrics · Economics 2025-09-23 Brantly Callaway , Tong Li , Irina Murtazashvili , Emmanuel Tsyawo

The discovery of causal relationships from purely observational data is a fundamental problem in science. The most elementary form of such a causal discovery problem is to decide whether X causes Y or, alternatively, Y causes X, given joint…

Machine Learning · Computer Science 2016-05-03 Joris M. Mooij , Jonas Peters , Dominik Janzing , Jakob Zscheischler , Bernhard Schölkopf

Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…

Methodology · Statistics 2012-06-26 Roland R. Ramsahai

Given data over the joint distribution of two random variables $X$ and $Y$, we consider the problem of inferring the most likely causal direction between $X$ and $Y$. In particular, we consider the general case where both $X$ and $Y$ may be…

Machine Learning · Statistics 2017-10-17 Alexander Marx , Jilles Vreeken

A concentration index, a standardized covariance between a health variable and relative income ranks, is often used to quantify income-related health inequalities. There is a lack of formal approach to study the effect of an exposure, e.g.,…

Methodology · Statistics 2025-01-14 Mohammad Ghasempour , Xavier de Luna , Per E. Gustafsson

Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary…

Machine Learning · Statistics 2018-09-25 Shoubo Hu , Zhitang Chen , Laiwan Chan

Estimating the causal effect of an exposure on an outcome is an important task in many economical and biological studies. Mendelian randomization, in particular, uses genetic variants as instruments to estimate causal effects in…

Methodology · Statistics 2017-06-06 Sai Li

Classification problems are essential statistical tasks that form the foundation of decision-making across various fields, including patient prognosis and treatment strategies for critical conditions. Consequently, evaluating the…

Methodology · Statistics 2025-03-11 Jun Tamura , Yuki Itaya , Kenichi Hayashi , Kouji Yamamoto

Multiple Imputation (MI) is one of the most popular approaches to addressing missing values in questionnaires and surveys. MI with multivariate imputation by chained equations (MICE) allows flexible imputation of many types of data. In…

Methodology · Statistics 2023-04-24 Edoardo Costantini , Kyle M. Lang , Klaas Sijtsma , Tim Reeskens

In the face of climate change-induced droughts, vulnerable regions encounter severe threats to food security, demanding urgent humanitarian assistance. This paper introduces a causal inference framework for the Horn of Africa, aiming to…

Machine Learning · Computer Science 2024-05-24 Jordi Cerdà-Bautista , José María Tárraga , Vasileios Sitokonstantinou , Gustau Camps-Valls