Related papers: Verifiable identification condition for nonignorab…
We study the problem of estimating a functional or a parameter in the context where outcome is subject to nonignorable missingness. We completely avoid modeling the regression relation, while allowing the propensity to be modeled by a…
This paper addresses the problem of learning linear dynamical systems from noisy observations. In this setting, existing algorithms either yield biased parameter estimates or have large sample complexities. We resolve these issues by…
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'…
We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…
We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…
This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and other models that may be represented in a form involving…
Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…
Models with a discrete endogenous variable are typically underidentified when the instrument takes on too few values. This paper presents a new method that matches pairs of covariates and instruments to restore point identification in this…
In this paper, we introduce a new identifiability criteria for linear structural equation models, which we call regression identifiability. We provide necessary and sufficient graphical conditions for a directed edge to be regression…
Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…
Researchers develop models to explain the unknowns. These models typically involve parameters that capture tangible quantities, the estimation of which is desired. Parameter identifiability investigates the recoverability of the unknown…
We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…
Monotone missingness is commonly encountered in practice when a missing measurement compels another measurement to be missing. Because of the simpler missing data pattern, monotone missing data is often viewed as beneficial from the…
This paper provides a framework for characterizing sequential scenarios, allowing for the identification of contextuality given empirical data, and then provides precise operational interpretations in terms of the possible hidden variable…
The use of models, even if efficient, must be accompanied by an understanding at all levels of the process that transforms data (upstream and downstream). Thus, needs increase to define the relationships between individual data and the…
Observability is a modelling property that describes the possibility of inferring the internal state of a system from observations of its output. A related property, structural identifiability, refers to the theoretical possibility of…
This paper studies the identification, estimation, and hypothesis testing problem in complete and incomplete economic models with testable assumptions. Testable assumptions ($A$) give strong and interpretable empirical content to the models…
This paper studies linear time-invariant descriptor systems which are not necessarily regular. We introduce the notion of partial detectability and characterize this concept by means of a simple rank criterion involving the system…
In this work, we define a practical identifiability criterion, (e, q)-identifiability, based on a parameter e, reflecting the noise in observed variables, and a parameter q, reflecting the mean-square error of the parameter estimator. This…
By taking into account the nonlinear effect of the cause, the inner noise effect, and the measurement distortion effect in the observed variables, the post-nonlinear (PNL) causal model has demonstrated its excellent performance in…