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Artificial intelligence, trained via machine learning or computational statistics algorithms, holds much promise for the improvement of small molecule drug discovery. However, structure-activity data are high dimensional with low…
Constraint-based structure learning algorithms infer the causal structure of multivariate systems from observational data by determining an equivalent class of causal structures compatible with the conditional independencies in the data.…
Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a…
This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…
We propose a hybrid combination of active inference and behavior trees (BTs) for reactive action planning and execution in dynamic environments, showing how robotic tasks can be formulated as a free-energy minimization problem. The proposed…
Binomial tree methods (BTM) and explicit difference schemes (EDS) for the variational inequality model of American options with time dependent coefficients are studied. When volatility is time dependent, it is not reasonable to assume that…
Multi-arm bandits are gaining popularity as they enable real-world sequential decision-making across application areas, including clinical trials, recommender systems, and online decision-making. Consequently, there is an increased desire…
Survival analysis of right censored data arises often in many areas of research including medical research. Effect of covariates (and their interactions) on survival distribution can be studied through existing methods which requires to…
A simple way to model phenotypic evolution is to assume that after splitting, the trait values of the sister species diverge as independent Brownian motions. Relying only on a prior distribution for the underlying species tree (conditioned…
Typically, machine learning models are trained and evaluated without making any distinction between users (e.g, using traditional hold-out and cross-validation). However, this produces inaccurate performance metrics estimates in multi-user…
Aleatoric uncertainty quantification seeks for distributional knowledge of random responses, which is important for reliability analysis and robustness improvement in machine learning applications. Previous research on aleatoric uncertainty…
Causal graphical models can encode large amounts structural knowledge, both from the background knowledge of domain experts and the structural knowledge discovered from randomized experiments or observational data. However, though we may…
Tree-based regression and classification has become a standard tool in modern data science. Bayesian Additive Regression Trees (BART) has in particular gained wide popularity due its flexibility in dealing with interactions and non-linear…
Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…
The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…
This paper studies inference in two-stage randomized experiments under covariate-adaptive randomization. In the initial stage of this experimental design, clusters (e.g., households, schools, or graph partitions) are stratified and randomly…
When a subgroup is identified from the data, it must be evaluated in a replicable way. The usual in-sample approach, which evaluates the post-hoc identified subgroup as predefined, might suffer from selection bias. This issue of in-sample…
Causal discovery from observational data is a fundamental task in artificial intelligence, with far-reaching implications for decision-making, predictions, and interventions. Despite significant advances, existing methods can be broadly…
Tree data structures, such as red-black trees, quad trees, treaps, or tries, are fundamental tools in computer science. A classical problem in concurrency is to obtain expressive, efficient, and scalable versions of practical tree data…