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Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…

Methodology · Statistics 2025-09-01 Beomjo Park , Sivaraman Balakrishnan , Larry Wasserman

Interval identification of parameters such as average treatment effects, average partial effects and welfare is particularly common when using observational data and experimental data with imperfect compliance due to the endogeneity of…

Econometrics · Economics 2025-04-09 Sukjin Han , Adam McCloskey

In many application settings, the data have missing entries which make analysis challenging. An abundant literature addresses missing values in an inferential framework: estimating parameters and their variance from incomplete tables. Here,…

Machine Learning · Statistics 2024-03-22 Julie Josse , Jacob M. Chen , Nicolas Prost , Erwan Scornet , Gaël Varoquaux

The semiparametric estimation approach, which includes inverse-probability-weighted and doubly robust estimation using propensity scores, is a standard tool in causal inference, and it is rapidly being extended in various directions. On the…

Methodology · Statistics 2022-12-29 Takamichi Baba , Yoshiyuki Ninomiya

The form and justification of inductive inference rules depend strongly on the representation of uncertainty. This paper examines one generic representation, namely, incomplete information. The notion can be formalized by presuming that the…

Artificial Intelligence · Computer Science 2013-04-15 Norman C. Dalkey

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…

Statistics Theory · Mathematics 2012-08-20 Ting Zhang , Wei Biao Wu

In the past two decades, there has been a fast-growing literature on fiducial inference since it was first proposed by R. A. Fisher in the 1930s. However, most of the fiducial inference based methods and related approaches have been…

Methodology · Statistics 2025-01-03 Yifan Cui , Jan Hannig

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

Methodology · Statistics 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller

Estimates based on 2x2 tables of frequencies are widely used in statistical applications. However, in many cases these tables are incomplete in the sense that the data required to compute the frequencies for a subset of the cells defining…

Statistics Theory · Mathematics 2018-08-31 Li-Chun Zhang , Raymond L. Chambers

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…

Econometrics · Economics 2026-05-26 Nick Huntington-Klein

Many practical studies rely on hypothesis testing procedures applied to data sets with missing information. An important part of the analysis is to determine the impact of the missing data on the performance of the test, and this can be…

Methodology · Statistics 2011-02-15 Dan L. Nicolae , Xiao-Li Meng , Augustine Kong

This paper proposes a new approach to obtain uniformly valid inference for linear functionals or scalar subvectors of a partially identified parameter defined by linear moment inequalities. The procedure amounts to bootstrapping the value…

Econometrics · Economics 2023-05-09 JoonHwan Cho , Thomas M. Russell

In classification of incomplete pattern, the missing values can either play a crucial role in the class determination, or have only little influence (or eventually none) on the classification results according to the context. We propose a…

Artificial Intelligence · Computer Science 2016-02-09 Zhun-Ga Liu , Quan Pan , Jean Dezert , Arnaud Martin

When evaluating causal influence from one time series to another in a multivariate dataset it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables, and possibly of a reduced…

Data Analysis, Statistics and Probability · Physics 2012-03-26 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

This paper considers inference for a function of a parameter vector in a partially identified model with many moment inequalities. This framework allows the number of moment conditions to grow with the sample size, possibly at exponential…

Statistics Theory · Mathematics 2018-07-02 Alexandre Belloni , Federico Bugni , Victor Chernozhukov

The framework of Partial Information Decomposition (PID) unveils complex nonlinear interactions in network systems by dissecting the mutual information (MI) between a target variable and several source variables. While PID measures have…

Data Analysis, Statistics and Probability · Physics 2024-09-23 Chiara Barà , Yuri Antonacci , Marta Iovino , Ivan Lazic , Luca Faes

Although information extraction and coreference resolution appear together in many applications, most current systems perform them as ndependent steps. This paper describes an approach to integrated inference for extraction and coreference…

Machine Learning · Computer Science 2012-07-19 Ben Wellner , Andrew McCallum , Fuchun Peng , Michael Hay