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We construct efficient robust truncated sequential estimators for the pointwise estimation problem in nonparametric autoregression models with smooth coefficients. For Gaussian models we propose an adaptive procedure based on the…

Statistics Theory · Mathematics 2013-04-18 Ouerdia Arkoun , Serguei Pergamenchtchikov

While much of the causal inference literature has focused on addressing internal validity biases, both internal and external validity are necessary for unbiased estimates in a target population of interest. However, few generalizability…

Methodology · Statistics 2023-04-07 Irina Degtiar , Tim Layton , Jacob Wallace , Sherri Rose

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

Econometrics · Economics 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

Modern datasets commonly feature both substantial missingness and many variables of mixed data types, which present significant challenges for estimation and inference. Complete case analysis, which proceeds using only the observations with…

Methodology · Statistics 2023-04-10 Joseph Feldman , Daniel R. Kowal

Standard diffusion models are flexible estimators of complex distributions, but they do not encode causal structures and therefore do not by themselves support causal analysis. We propose a causality-encoded diffusion framework that…

Methodology · Statistics 2026-04-24 Li Chen , Xiaotong Shen , Wei Pan

Causal representation learning aims to recover the latent causal variables and their causal relations, typically represented by directed acyclic graphs (DAGs), from low-level observations such as image pixels. A prevailing line of research…

Machine Learning · Computer Science 2026-04-28 Ignavier Ng , Shaoan Xie , Xinshuai Dong , Peter Spirtes , Kun Zhang

Causal decomposition analysis provides a way to identify mediators that contribute to health disparities between marginalized and non-marginalized groups. In particular, the degree to which a disparity would be reduced or remain after…

Methodology · Statistics 2021-09-16 Soojin Park , Suyeon Kang , Chioun Lee

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

Much of the causal discovery literature prioritises guaranteeing the identifiability of causal direction in statistical models. For structures within a Markov equivalence class, this requires strong assumptions which may not hold in…

Machine Learning · Statistics 2024-05-29 Anish Dhir , Samuel Power , Mark van der Wilk

We explore a systematic approach to the analysis of primordial non-Gaussianity using fluctuations in temperature and polarization of the Cosmic Microwave Background (CMB). Following Munshi & Heavens (2009), we define a set of power-spectra…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-18 Dipak Munshi , Peter Coles , Asantha Cooray , Alan Heavens , Joseph Smidt

The inference of the causal relationship between a pair of observed variables is a fundamental problem in science, and most existing approaches are based on one single causal model. In practice, however, observations are often collected…

Machine Learning · Statistics 2018-11-13 Shoubo Hu , Zhitang Chen , Vahid Partovi Nia , Laiwan Chan , Yanhui Geng

Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical…

Methodology · Statistics 2023-06-27 Raj Agrawal , Chandler Squires , Neha Prasad , Caroline Uhler

Causal treatment effect estimation is a key problem that arises in a variety of real-world settings, from personalized medicine to governmental policy making. There has been a flurry of recent work in machine learning on estimating causal…

Machine Learning · Computer Science 2020-10-22 Niki Kilbertus , Matt J. Kusner , Ricardo Silva

Multivariate binary distributions can be decomposed into products of univariate conditional distributions. Recently popular approaches have modeled these conditionals through neural networks with sophisticated weight-sharing structures. It…

Machine Learning · Statistics 2017-03-23 Marc Goessling

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…

Applications · Statistics 2015-10-14 Jared S. Murray , Jerome P. Reiter

We consider learning the possible causal direction of two observed variables in the presence of latent confounding variables. Several existing methods have been shown to consistently estimate causal direction assuming linear or some type of…

Machine Learning · Statistics 2014-05-21 Shohei Shimizu , Kenneth Bollen

Imbalance in covariate distributions leads to biased estimates of causal effects. Weighting methods attempt to correct this imbalance but rely on specifying models for the treatment assignment mechanism, which is unknown in observational…

Methodology · Statistics 2022-05-13 Eric Dunipace

We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian $\alpha$-stable noise. A nondegenerate limiting distribution is given for maximum likelihood estimators of the…

Statistics Theory · Mathematics 2009-08-14 Beth Andrews , Matthew Calder , Richard A. Davis