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This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…

Statistics Theory · Mathematics 2014-09-24 Isaiah Andrews , Anna Mikusheva

In the last decade, the secondary use of large data from health systems, such as electronic health records, has demonstrated great promise in advancing biomedical discoveries and improving clinical decision making. However, there is an…

Statistics Theory · Mathematics 2021-03-25 Rui Duan , Yang Ning , Jiasheng Shi , Raymond J Carroll , Tianxi Cai , Yong Chen

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

Methodology · Statistics 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann

What does it mean to say that a quantity is identifiable from the data? Statisticians seem to agree on a definition in the context of parametric statistical models --- roughly, a parameter $\theta$ in a model $\mathcal{P} = \{P_\theta:…

Methodology · Statistics 2020-02-17 Guillaume Basse , Iavor Bojinov

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Systems and Control · Computer Science 2015-09-14 Sofie Haesaert , Paul M. J. Van den Hof , Alessandro Abate

For mathematical and experimental ease, models with time varying parameters are often simplified to assume constant parameters. However, this simplification can potentially lead to identifiability issues (lack of uniqueness of parameter…

Quantitative Methods · Quantitative Biology 2026-03-24 Jessica R Conrad , James M Hyman , Marisa C Eisenberg

Linear mixture models have proven very useful in a plethora of applications, e.g., topic modeling, clustering, and source separation. As a critical aspect of the linear mixture models, identifiability of the model parameters is…

Machine Learning · Computer Science 2021-02-24 Bo Yang , Xiao Fu , Nicholas D. Sidiropoulos , Kejun Huang

Disease models are used to examine the likely impact of therapies, interventions and public policy changes. Ensuring that these are well calibrated on the basis of available data and that the uncertainty in their projections is properly…

Computation · Statistics 2025-01-24 Daria Semochkina , Cathal Walsh

This paper presents a method for investigating, through an automatic procedure, the (lack of) identifiability of parametrized dynamical models. This method takes into account constraints on parameters and returns parameters whose…

Dynamical Systems · Mathematics 2016-10-11 Nathalie Verdière , Sébastien Orange

Structural identifiability is a property of an ODE model with parameters that allows for the parameters to be determined from continuous noise-free data. This is a natural prerequisite for practical identifiability. Conducting multiple…

Algebraic Geometry · Mathematics 2021-08-18 Alexey Ovchinnikov , Anand Pillay , Gleb Pogudin , Thomas Scanlon

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

In this study, we consider the identifiability problem for nonlinear time series models. Special attention is paid to smooth transition GARCH, nonlinear Poisson autoregressive, and multiple regime smooth transition autoregressive models.…

Statistics Theory · Mathematics 2015-03-03 Jungsik Noh , Sangyeol Lee

One of the most common mistakes made when performing data analysis is attributing causal meaning to regression coefficients. Formally, a causal effect can only be computed if it is identifiable from a combination of observational data and…

Artificial Intelligence · Computer Science 2019-10-31 Daniel Kumor , Bryant Chen , Elias Bareinboim

In this review, we recall the concepts of Identifiability and Observability of dynamical systems, and analyse them in the framework of Mathematical Epidemiology. We show that, even for simple and well known models of the literature, these…

Dynamical Systems · Mathematics 2023-05-23 Nik Cunniffe , Frédéric Hamelin , Abderrahman Iggidr , Alain Rapaport , Gauthier Sallet

We consider the problem of estimating the mean of a random variable Y subject to non-ignorable missingness, i.e., where the missingness mechanism depends on Y . We connect the auxiliary proxy variable framework for non-ignorable missingness…

Methodology · Statistics 2023-10-30 Andrew C. Miller , Joseph Futoma

A subvector of predictor that satisfies the ignorability assumption, whose index set is called a sufficient adjustment set, is crucial for conducting reliable causal inference based on observational data. In this paper, we propose a general…

Methodology · Statistics 2024-08-20 Wei Luo , Fei Qin , Lixing Zhu

Identifying latent variables and causal structures from observational data is essential to many real-world applications involving biological data, medical data, and unstructured data such as images and languages. However, this task can be…

Machine Learning · Computer Science 2023-11-01 Lingjing Kong , Biwei Huang , Feng Xie , Eric Xing , Yuejie Chi , Kun Zhang

Identifiability concerns finding which unknown parameters of a model can be quantified from given input-output data. Many linear ODE models, used in systems biology and pharmacokinetics, are unidentifiable, which means that parameters can…

Algebraic Geometry · Mathematics 2013-12-12 Nicolette Meshkat , Seth Sullivant