Related papers: Estimating Joint Interventional Distributions from…
Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…
We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…
Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…
Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of…
In many applications we have both observational and (randomized) interventional data. We propose a Gaussian likelihood framework for joint modeling of such different data-types, based on global parameters consisting of a directed acyclic…
To analyse a very large data set containing lengthy variables, we adopt a sequential estimation idea and propose a parallel divide-and-conquer method. We conduct several conventional sequential estimation procedures separately, and properly…
Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…
We study the problem of maximizing R{\'e}nyi entropy of order $2$ (equivalently, minimizing the index of coincidence) over the set of joint distributions with prescribed marginals. A closed-form optimizer is known under a feasibility…
Entropic causal inference is a recent framework for learning the causal graph between two variables from observational data by finding the information-theoretically simplest structural explanation of the data, i.e., the model with smallest…
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…
Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…
We propose an algorithm for change point monitoring in linear causal models that accounts for interventions. Through a special centralization technique, we can concentrate the changes arising from causal propagation across nodes into a…
We present a novel approach to the study of epidemics on networks as thermodynamic phenomena, considering the thermodynamic efficiency of contagions, considered as distributed computational processes. Modelling SIS dynamics on a contact…
Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…
We present herein a scheme by which to accurately evaluate the error exponents of a lossy data compression problem, which characterize average probabilities over a code ensemble of compression failure and success above or below a critical…
The Levenberg-Marquardt algorithm is a flexible iterative procedure used to solve non-linear least squares problems. In this work we study how a class of possible adaptations of this procedure can be used to solve maximum likelihood…
In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…
We study in detail the two main algorithms which have been considered for fitting constrained marginal models to discrete data, one based on Lagrange multipliers and the other on a regression model. We show that the updates produced by the…
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…