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It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

Accurate estimation of counterfactual outcomes in high-dimensional data is crucial for decision-making and understanding causal relationships and intervention outcomes in various domains, including healthcare, economics, and social…

Machine Learning · Computer Science 2024-07-31 Jiageng Zhu , Hanchen Xie , Jiazhi Li , Wael Abd-Almageed

Transparency is a fundamental requirement for decision making systems when these should be deployed in the real world. It is usually achieved by providing explanations of the system's behavior. A prominent and intuitive type of explanations…

Machine Learning · Computer Science 2021-07-23 André Artelt , Valerie Vaquet , Riza Velioglu , Fabian Hinder , Johannes Brinkrolf , Malte Schilling , Barbara Hammer

We establish existence of Stein kernels for probability measures on $\mathbb{R}^d$ satisfying a Poincar\'e inequality, and obtain bounds on the Stein discrepancy of such measures. Applications to quantitative central limit theorems are…

Probability · Mathematics 2018-03-09 Thomas A. Courtade , Max Fathi , Ashwin Pananjady

We propose a goodness-of-fit measure for probability densities modeling observations with varying dimensionality, such as text documents of differing lengths or variable-length sequences. The proposed measure is an instance of the kernel…

Machine Learning · Statistics 2023-07-14 Jerome Baum , Heishiro Kanagawa , Arthur Gretton

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah

Counterfactual inference is a powerful tool, capable of solving challenging problems in high-profile sectors. To perform counterfactual inference, one requires knowledge of the underlying causal mechanisms. However, causal mechanisms cannot…

Machine Learning · Computer Science 2023-01-23 Athanasios Vlontzos , Bernhard Kainz , Ciaran M. Gilligan-Lee

Uplift modeling estimates the causal effect of an intervention as the difference between potential outcomes under treatment and control, whereas counterfactual identification aims to recover the joint distribution of these potential…

Machine Learning · Computer Science 2025-12-10 Théo Verhelst , Gianluca Bontempi

Counterfactual explanations describe how to modify a feature vector in order to flip the outcome of a trained classifier. Obtaining robust counterfactual explanations is essential to provide valid algorithmic recourse and meaningful…

Machine Learning · Computer Science 2024-03-22 Alexandre Forel , Axel Parmentier , Thibaut Vidal

This paper considers extensions of minimum-disparity estimators to the problem of estimating parameters in a regression model that is conditionally specified; that is where a parametric model describes the distribution of a response $y$…

Statistics Theory · Mathematics 2016-02-10 Giles Hooker

Counterfactual examples are one of the most commonly-cited methods for explaining the predictions of machine learning models in key areas such as finance and medical diagnosis. Counterfactuals are often discussed under the assumption that…

Machine Learning · Computer Science 2021-10-08 Emily Black , Zifan Wang , Matt Fredrikson , Anupam Datta

Whilst an abundance of techniques have recently been proposed to generate counterfactual explanations for the predictions of opaque black-box systems, markedly less attention has been paid to exploring the uncertainty of these generated…

Machine Learning · Computer Science 2021-07-22 Eoin Delaney , Derek Greene , Mark T. Keane

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many other data science disciplines. We consider the problem of…

Statistics Theory · Mathematics 2023-10-17 Matias D. Cattaneo , Yingjie Feng , William G. Underwood

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

Distributional comparison is a fundamental problem in statistical data analysis with numerous applications in a variety of scientific and engineering fields. Numerous methods exist for distributional comparison but kernel Stein's method has…

Statistics Theory · Mathematics 2025-06-12 Xiaoda Qu , Baba C. Vemuri

We present a sequential version of the kernelized Stein discrepancy goodness-of-fit test, which allows for conducting goodness-of-fit tests for unnormalized densities that are continuously monitored and adaptively stopped. That is, the…

Machine Learning · Statistics 2025-04-18 Diego Martinez-Taboada , Aaditya Ramdas

Counterfactual explanations are attracting significant attention due to the flourishing applications of machine learning models in consequential domains. A counterfactual plan consists of multiple possibilities to modify a given instance so…

Machine Learning · Computer Science 2022-04-12 Ngoc Bui , Duy Nguyen , Viet Anh Nguyen

Kernel discrepancies are a powerful tool for analyzing worst-case errors in quasi-Monte Carlo (QMC) methods. Building on recent advances in optimizing such discrepancy measures, we extend the subset selection problem to the setting of…

Machine Learning · Statistics 2025-11-05 Deyao Chen , François Clément , Carola Doerr , Nathan Kirk

For two decades, reproducing kernels and their associated discrepancies have facilitated elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now receiving interest in statistics and related fields, as…

Methodology · Statistics 2023-08-24 Chris. J. Oates