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Outlying observations are commonly encountered in the analysis of time series. In this paper the problem of detecting additive outliers in integer-valued time series is considered. We show how Gibbs sampling can be used to detect outlying…

Methodology · Statistics 2012-05-01 Maria Eduarda Silva , Isabel Pereira

Outlying observations are frequently encountered across a wide spectrum of scientific domains, posing notable challenges to the generalizability of statistical models and the reproducibility of downstream analysis. They are identified…

Methodology · Statistics 2026-03-17 Dongliang Zhang , Masoud Asgharian , Martin A. Lindquist

Parameter change test has been an important issue in time series analysis. The problem has also been actively explored in the field of integer-valued time series, but the testing in the presence of outliers has not yet been extensively…

Methodology · Statistics 2019-09-02 Jiwon Kang , Junmo Song

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

Autoregressive models are widely used for the analysis of time-series data, but they remain underutilized when estimating effects of interventions. This is in part due to endogeneity of the lagged outcome with any intervention of interest,…

Methodology · Statistics 2021-09-08 Matthew Cefalu , Terry Schell , Beth Ann Griffin , Rosanna Smart , Andrew Morral

Latent autoregressive models are useful time series models for the analysis of infectious disease data. Evaluation of the likelihood function of latent autoregressive models is intractable and its approximation through simulation-based…

Methodology · Statistics 2020-06-23 Xanthi Pedeli , Cristiano Varin

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

Machine Learning · Computer Science 2017-12-14 Ruben Martinez-Cantin , Kevin Tee , Michael McCourt

In this article, we study the effect of vector-valued interventions in votes under a binary voter model, where each voter expresses their vote as a $0-1$ valued random variable to choose between two candidates. We assume that the outcome is…

Applications · Statistics 2022-10-17 Manit Paul , Rishideep Roy , Soudeep Deb

We present current methods for estimating treatment effects and spillover effects under "interference", a term which covers a broad class of situations in which a unit's outcome depends not only on treatments received by that unit, but also…

Applications · Statistics 2020-01-16 Peter M. Aronow , Dean Eckles , Cyrus Samii , Stephanie Zonszein

We consider an integer-valued time series $Y=(Y_t)_{t\in\Z}$ where the models after a time $k^*$ is Poisson autoregressive with the conditional mean that depends on a parameter $\theta^*\in\Theta\subset\R^d$. The structure of the process…

Statistics Theory · Mathematics 2020-05-05 William Kengne , Isidore Séraphin Ngongo

Given that hierarchical count data in many fields are not Normally-distributed and include random effects, this paper extends the Generalized Linear Mixed Models (GLMMs) into Poisson Mixed-Effect Linear Model (PMELM) and do numerical…

Methodology · Statistics 2018-05-09 N. Zhang

Promising results have driven a recent surge of interest in continuous optimization methods for Bayesian network structure learning from observational data. However, there are theoretical limitations on the identifiability of underlying…

Decomposing an exposure effect on an outcome into separate natural indirect effects through multiple mediators requires strict assumptions, such as correctly postulating the causal structure of the mediators, and no unmeasured confounding…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Beatrijs Moerkerke , Tom Loeys , Stijn Vansteelandt

Using methods of statistical mechanics, we analyse the effect of outliers on the supervised learning of a classification problem. The learning strategy aims at selecting informative examples and discarding outliers. We compare two…

Disordered Systems and Neural Networks · Physics 2009-10-31 Rainer Dietrich , Manfred Opper

A core data-centric learning challenge is the identification of training samples that are detrimental to model performance. Influence functions serve as a prominent tool for this task and offer a robust framework for assessing training data…

Machine Learning · Computer Science 2025-11-04 Anshuman Chhabra , Bo Li , Jian Chen , Prasant Mohapatra , Hongfu Liu

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

A new class of integer-valued autoregressive models with dynamic survival probability is proposed. The peculiarity of this class of models lies on the specification of the survival probability through a stochastic recurrence equation. The…

Methodology · Statistics 2016-09-08 Paolo Gorgi

This paper focuses on drawing inference on the causal impact of an intervention at a specific time point, as manifested in an outcome variable over time. We operate on the interrupted time series framework and expand on approaches such as…

Methodology · Statistics 2022-10-07 Gianluca Giudice , Sara Geneletti , Konstantinos Kalogeropoulos

Recent work has shown promising results in causal discovery by leveraging interventional data with gradient-based methods, even when the intervened variables are unknown. However, previous work assumes that the correspondence between…

Machine Learning · Computer Science 2022-07-12 Gonçalo R. A. Faria , André F. T. Martins , Mário A. T. Figueiredo

Most work in causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to non-identification, inefficiency, and effects with…

Methodology · Statistics 2018-06-20 Edward H. Kennedy
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