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We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. The quasi-likelihood estimators for parameters in the SEM are proposed. The goodness-of-fit test is derived from the…

Statistics Theory · Mathematics 2023-06-09 Shogo Kusano , Masayuki Uchida

Structural equation modeling (SEM) is a prevalent approach for studying constructs.Traditionally, these constructs are modeled as reflectively measured latent variables - common factors that account for the variance-covariance structure of…

Methodology · Statistics 2026-04-02 Tamara Schamberger , Florian Schuberth , Jörg Henseler , Yves Rosseel

Accounting for the complexity of psychological theories requires methods that can predict not only changes in the means of latent variables -- such as personality factors, creativity, or intelligence -- but also changes in their variances.…

Methodology · Statistics 2025-05-27 Luna Fazio , Paul-Christian Bürkner

We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. We derive the quasi-likelihood estimators for parameters in the SEM. The goodness-of-fit test based on the…

Statistics Theory · Mathematics 2022-10-24 Shogo Kusano , Masayuki Uchida

Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…

Methodology · Statistics 2024-07-12 Khue-Dung Dang , Luca Maestrini , Francis K. C. Hui

Structural equation modeling (SEM) is a popular tool in the social and behavioural sciences, where it is being applied to ever more complex data types. The high-dimensional data produced by modern sensors, brain images, or (epi)genetic…

Methodology · Statistics 2019-10-11 Erik-Jan van Kesteren , Daniel L. Oberski

The identification of latent mediator variables is typically conducted using standard structural equation models (SEMs). When SEM is applied to mediation analysis with a causal interpretation, valid inference relies on the strong assumption…

Methodology · Statistics 2025-10-02 Sofia Morelli , Roberto Faleh , Holger Brandt

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2014-08-12 Ricardo Silva , Robert B. Gramacy

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2010-03-15 Ricardo Silva , Robert B. Gramacy

Structural-equations models (SEMs) are perhaps the most commonly used framework for modeling causality. However, as we show, naively extending this framework to infinitely many variables, which is necessary, for example, to model dynamical…

Artificial Intelligence · Computer Science 2021-12-20 Spencer Peters , Joseph Y. Halpern

Factor-based Structural Equation Modeling (SEM) relies on likelihood-based estimation assuming a nonsingular sample covariance matrix, which breaks down in small-sample settings with $p>n$. To address this, we propose a novel estimation…

Machine Learning · Computer Science 2026-04-21 Hiroki Hasegawa , Aoba Tamura , Yukihiko Okada

In this work, we consider the identifiability assumption of Gaussian linear structural equation models (SEMs) in which each variable is determined by a linear function of its parents plus normally distributed error. It has been shown that…

Machine Learning · Statistics 2019-10-22 Gunwoong Park , Younghwan Kim

A new method for estimating structural equation models (SEM) is proposed and evaluated. In contrast to most other methods, it is based directly on the data, not on the covariance matrix of the data. The new approach is flexible enough to…

Methodology · Statistics 2021-10-22 Reinhard Oldenburg

Statistical learning methods typically assume that the training and test data originate from the same distribution, enabling effective risk minimization. However, real-world applications frequently involve distributional shifts, leading to…

Statistics Theory · Mathematics 2025-03-27 Philip Kennerberg , Ernst C. Wit

Functional time series analysis, whether based on time of frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless,…

Methodology · Statistics 2020-04-02 Tomáš Rubín , Victor M. Panaretos

Energy-Based Models (EBMs) have proven to be a highly effective approach for modelling densities on finite-dimensional spaces. Their ability to incorporate domain-specific choices and constraints into the structure of the model through…

Machine Learning · Computer Science 2023-02-24 Jen Ning Lim , Sebastian Vollmer , Lorenz Wolf , Andrew Duncan

Latent structure methods, specifically linear continuous latent structure methods, are a type of fundamental statistical learning strategy. They are widely used for dimension reduction, regression and prediction, in the fields of…

Methodology · Statistics 2025-08-07 Clara Grazian , Qian Jin , Pierre Lafaye De Micheaux

Causal analyses of longitudinal data generally assume that the qualitative causal structure relating variables remains invariant over time. In structured systems that transition between qualitatively different states in discrete time steps,…

Methodology · Statistics 2020-11-11 Ranjani Srinivasan , Jaron Lee , Rohit Bhattacharya , Narges Ahmidi , Ilya Shpitser

This paper provides a tutorial discussion on analyzing structural equation modelling (SEM). SEM can be regarded as regression models with observed and unobserved indicators, have been extensively applied to practical and fundamental…

Methodology · Statistics 2015-04-15 Hashem Salarzadeh Jenatabadi

We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert
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