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In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…

Statistics Theory · Mathematics 2015-05-06 Serafim Kalliadasis , Sebastian Krumscheid , Grigorios A. Pavliotis

Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…

Econometrics · Economics 2020-10-13 Kamil Makieła , Błażej Mazur

The independence clustering problem is considered in the following formulation: given a set $S$ of random variables, it is required to find the finest partitioning $\{U_1,\dots,U_k\}$ of $S$ into clusters such that the clusters…

Machine Learning · Computer Science 2017-03-21 Daniil Ryabko

Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of…

Machine Learning · Statistics 2017-06-05 Jalal Etesami , Kun Zhang , Negar Kiyavash

In the context of post-hoc interpretability, this paper addresses the task of explaining the prediction of a classifier, considering the case where no information is available, neither on the classifier itself, nor on the processed data…

Machine Learning · Statistics 2017-12-25 Thibault Laugel , Marie-Jeanne Lesot , Christophe Marsala , Xavier Renard , Marcin Detyniecki

One of the fundamental requirements for visual surveillance using non-overlapping camera networks is the correct labeling of tracked objects on each camera in a consistent way,in the sense that the captured tracklets, or observations in…

Computer Vision and Pattern Recognition · Computer Science 2013-06-06 Jiuqing Wan , Li Liu

This paper develops bootstrap procedures for inference in linear regression models with two-way clustered data. We characterize the estimator's asymptotic behavior in five mutually exclusive and exhaustive regimes: three Gaussian and two…

Statistics Theory · Mathematics 2026-05-04 Ulrich Hounyo , Jiahao Lin

Inferring causal structure poses a combinatorial search problem that typically involves evaluating structures with a score or independence test. The resulting search is costly, and designing suitable scores or tests that capture prior…

Machine Learning · Computer Science 2022-12-16 Lars Lorch , Scott Sussex , Jonas Rothfuss , Andreas Krause , Bernhard Schölkopf

It is common when using cross-section or panel data to assign each observation to a cluster and allow for arbitrary patterns of heteroskedasticity and correlation within clusters. For regression models, there are many ways to make…

Econometrics · Economics 2026-04-03 James G. MacKinnon

Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data…

Machine Learning · Computer Science 2026-04-06 Divyat Mahajan , Jannes Gladrow , Agrin Hilmkil , Cheng Zhang , Meyer Scetbon

The evaluation of clustering algorithms can involve running them on a variety of benchmark problems, and comparing their outputs to the reference, ground-truth groupings provided by experts. Unfortunately, many research papers and graduate…

Machine Learning · Computer Science 2023-10-27 Marek Gagolewski

Since network data commonly consists of observations from a single large network, researchers often partition the network into clusters in order to apply cluster-robust inference methods. Existing such methods require clusters to be…

Econometrics · Economics 2023-02-14 Michael P. Leung

In many situations it is desirable to identify clusters that differ with respect to only a subset of features. Such clusters may represent homogeneous subgroups of patients with a disease, such as cancer or chronic pain. We define a…

Methodology · Statistics 2014-07-14 Qian Liu , Guanhua Chen , Michael R. Kosorok , Eric Bair

Inferring dependence structure through undirected graphs is crucial for uncovering the major modes of multivariate interaction among high-dimensional genomic markers that are potentially associated with cancer. Traditionally, conditional…

Methodology · Statistics 2016-04-04 Anindya Bhadra , Arvind Rao , Veerabhadran Baladandayuthapani

Many clustering schemes are defined by optimizing an objective function defined on the partitions of the underlying set of a finite metric space. In this paper, we construct a framework for studying what happens when we instead impose…

Machine Learning · Statistics 2010-12-01 Gunnar Carlsson , Facundo Memoli

The practice of pooling several individual test statistics to form aggregate tests is common in many statistical application where individual tests may be underpowered. While selection by aggregate tests can serve to increase power, the…

Methodology · Statistics 2020-12-08 Ruth Heller , Amit Meir , Nilanjan Chatterjee

The fundamental aim of clustering algorithms is to partition data points. We consider tasks where the discovered partition is allowed to vary with some covariate such as space or time. One approach would be to use fragmentation-coagulation…

Machine Learning · Statistics 2013-11-01 Konstantina Palla , David A. Knowles , Zoubin Ghahramani

In this paper we propose a framework inspired by interacting particle physics and devised to perform clustering on multidimensional datasets. To this end, any given dataset is modeled as an interacting particle system, under the assumption…

Statistical Mechanics · Physics 2012-07-26 Giuliano Armano , Marco Alberto Javarone

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…

Machine Learning · Statistics 2024-06-18 Tomoya Wakayama

This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…

Statistics Theory · Mathematics 2022-10-20 Elynn Y. Chen , Jianqing Fan
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