Related papers: New possibilities in identification of binary choi…
We consider selection of random predictors for high-dimensional regression problem with binary response for a general loss function. Important special case is when the binary model is semiparametric and the response function is misspecified…
Model monitoring is a critical component of the machine learning lifecycle, safeguarding against undetected drops in the model's performance after deployment. Traditionally, performance monitoring has required access to ground truth labels,…
Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…
How should we evaluate the effect of a policy on the likelihood of an undesirable event, such as conflict? The significance test has three limitations. First, relying on statistical significance misses the fact that uncertainty is a…
In this study, we explore the partial identification of nonseparable models with continuous endogenous and binary instrumental variables. We show that the structural function is partially identified when it is monotone or concave in the…
Latent class models have wide applications in social and biological sciences. In many applications, pre-specified restrictions are imposed on the parameter space of latent class models, through a design matrix, to reflect practitioners'…
Mixtures of regression are a powerful class of models for regression learning with respect to a highly uncertain and heterogeneous response variable of interest. In addition to being a rich predictive model for the response given some…
Controlled Direct Effect (CDE) is one of the causal estimands used to evaluate both exposure and mediation effects on an outcome. When there are unmeasured confounders existing between the mediator and the outcome, the ordinary…
Classification, the process of assigning a label (or class) to an observation given its features, is a common task in many applications. Nonetheless in most real-life applications, the labels can not be fully explained by the observed…
We study the interpretability of conditional probability estimates for binary classification under the agnostic setting or scenario. Under the agnostic setting, conditional probability estimates do not necessarily reflect the true…
This paper revisits the identification and estimation of a class of semiparametric (distribution-free) panel data binary choice models with lagged dependent variables, exogenous covariates, and entity fixed effects. We provide a novel…
Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…
Identifiability is a desirable property of a statistical model: it implies that the true model parameters may be estimated to any desired precision, given sufficient computational resources and data. We study identifiability in the context…
We consider the problem of inference for parameters selected to report only after some algorithm, the canonical example being inference for model parameters after a model selection procedure. The conditional correction for selection…
We extend the adaptive regression spline model by incorporating saturation, the natural requirement that a function extend as a constant outside a certain range. We fit saturating splines to data using a convex optimization problem over a…
We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…
We consider the problem of decision-making with side information and unbounded loss functions. Inspired by probably approximately correct learning model, we use a slightly different model that incorporates the notion of side information in…
The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…
Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…
Randomized saturation designs are a family of designs which assign a possibly different treatment proportion to each cluster of a population at random. As a result, they generalize the well-known (stratified) completely randomized designs…