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Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

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.…

In various fields of data science, researchers are often interested in estimating the ratio of conditional expectation functions (CEFR). Specifically in causal inference problems, it is sometimes natural to consider ratio-based treatment…

Econometrics · Economics 2022-12-27 Kazuhiko Shinoda , Takahiro Hoshino

The potential influence diagram is a generalization of the standard "conditional" influence diagram, a directed network representation for probabilistic inference and decision analysis [Ndilikilikesha, 1991]. It allows efficient inference…

Artificial Intelligence · Computer Science 2013-03-08 Ross D. Shachter , Pierre Ndilikilikesha

This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…

Methodology · Statistics 2008-12-16 Heng Lian

Obtaining a non-parametric expression for an interventional distribution is one of the most fundamental tasks in causal inference. Such an expression can be obtained for an identifiable causal effect by an algorithm or by manual application…

Machine Learning · Statistics 2018-06-20 Santtu Tikka , Juha Karvanen

This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental…

Statistics Theory · Mathematics 2015-06-11 Markus Grasmair , Otmar Scherzer , Anne Vanhems

Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…

Methodology · Statistics 2025-02-11 Yicong Jiang , Lucas Janson

As machine learning is increasingly deployed in the real world, it is paramount that we develop the tools necessary to analyze the decision-making of the models we train and deploy to end-users. Recently, researchers have shown that…

Machine Learning · Computer Science 2022-05-05 Andrew Silva , Rohit Chopra , Matthew Gombolay

We consider the problem of estimating an arbitrary smooth functional of $k \geq 1 $ distribution functions (d.f.s.) in terms of random samples from them. The natural estimate replaces the d.f.s by their empirical d.f.s. Its bias is…

Statistics Theory · Mathematics 2010-08-03 C. S. Withers , S. Nadarajah

This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…

Statistics Theory · Mathematics 2014-11-25 Valentin Patilea , Cesar Sanchez-Sellero , Matthieu Saumard

Influence Functions are a standard tool for attributing predictions to training data in a principled manner and are widely used in applications such as data valuation and fairness. In this work, we present realistic incentives to manipulate…

Machine Learning · Computer Science 2024-10-08 Chhavi Yadav , Ruihan Wu , Kamalika Chaudhuri

The classical regular and partial autocorrelation functions are powerful tools for stationary time series modelling and analysis. However, it is increasingly recognized that many time series are not stationary and the use of classical…

Statistics Theory · Mathematics 2021-10-27 Rebecca Killick , Marina I. Knight , Guy P. Nason , Idris A. Eckley

Classical deep learning typically operates on individual cases. Despite its success, real-world usage often requires repeated inference to estimate statistical quantities for complex decision-making tasks involving uncertainty or…

Machine Learning · Computer Science 2026-05-13 Daniel Xu , Yuxin Xie , Minghao Guo , Haixu Wu , Wojciech Matusik

Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are accessible to all. In particular, efficient estimation procedures in parametric models are simple to…

Statistics Theory · Mathematics 2016-09-01 Marco Carone , Alexander R. Luedtke , Mark J. van der Laan

The goal of data attribution is to trace the model's predictions through the learning algorithm and back to its training data. thereby identifying the most influential training samples and understanding how the model's behavior leads to…

Machine Learning · Computer Science 2025-08-12 Hongbo Zhu , Angelo Cangelosi

The spatial random-effects model is flexible in modeling spatial covariance functions, and is computationally efficient for spatial prediction via fixed rank kriging. However, the success of this model depends on an appropriate set of basis…

Methodology · Statistics 2015-04-23 ShengLi Tzeng , Hsin-Cheng Huang

Influence functions are important for quantifying the impact of individual training data points on a model's predictions. Although extensive research has been conducted on influence functions in traditional machine learning models, their…

Computation and Language · Computer Science 2024-12-23 Zhe Li , Wei Zhao , Yige Li , Jun Sun

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…

Methodology · Statistics 2012-06-26 Roland R. Ramsahai