Related papers: Intervention analysis for integer-valued autoregre…
This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…
We propose an approach to estimate the effect of multiple simultaneous interventions in the presence of hidden confounders. To overcome the problem of hidden confounding, we consider the setting where we have access to not only the…
Sequential experimental design to discover interventions that achieve a desired outcome is a key problem in various domains including science, engineering and public policy. When the space of possible interventions is large, making an…
Segmented regression is a standard statistical procedure used to estimate the effect of a policy intervention on time series outcomes. This statistical method assumes the normality of the outcome variable, a large sample size, no…
In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…
This paper studies the problem of robustly learning the correlation function for a univariate time series with the presence of noise, outliers and missing entries. The outliers or anomalies considered here are sparse and rare events that…
Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…
Deep learning has come a long way and has enjoyed an unprecedented success. Despite high accuracy, however, deep models are brittle and are easily fooled by imperceptible adversarial perturbations. In contrast to common inference-time…
In recent days different types of surveillance data are becoming available for public health reasons. In most cases several variables are monitored and events of different types are reported. As the amount of surveillance data increases,…
This study deals with the problem of outliers in ordinal response model, which is a regression on ordered categorical data as the response variable. ``Outlier" means that the combination of ordered categorical data and its covariates is…
Intervention intuition is often used in model explanation where the intervention effect of a feature on the outcome is quantified by the difference of a model prediction when the feature value is changed from the current value to the…
Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…
Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector…
Bootstrap percolation is an often used model to study the spread of diseases, rumors, and information on sparse random graphs. The percolation process demonstrates a critical value such that the graph is either almost completely affected or…
In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…
Understanding the pathways whereby an intervention has an effect on an outcome is a common scientific goal. A rich body of literature provides various decompositions of the total intervention effect into pathway specific effects.…
The presence of outliers is prevalent in machine learning applications and may produce misleading results. In this paper a new method for dealing with outliers and anomal samples is proposed. To overcome the outlier issue, the proposed…
Outlier detection (OD) aims to identify abnormal instances, known as outliers or anomalies, by learning typical patterns of normal data, or inliers. Performing OD under an unsupervised regime-without any information about anomalous…
Deep learning models have been used for a wide variety of tasks. They are prevalent in computer vision, natural language processing, speech recognition, and other areas. While these models have worked well under many scenarios, it has been…
We explore the issues of identification for nonlinear Impulse Response Functions in nonlinear dynamic models and discuss the settings in which the problem can be mitigated. In particular, we introduce the nonlinear autoregressive…