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Latent variable models are crucial in scientific research, where a key variable, such as effort, ability, and belief, is unobserved in the sample but needs to be identified. This paper proposes a novel method for estimating realizations of…

Machine Learning · Statistics 2022-10-05 Yingyao Hu , Yang Liu , Jiaxiong Yao

It is challenging to quantify numerical preferences for different objectives in a multi-objective decision-making problem. However, the demonstrations of a user are often accessible. We propose an algorithm to infer linear preference…

Artificial Intelligence · Computer Science 2023-04-28 Junlin Lu

We propose a method of estimating the linear-in-means model of peer effects in which the peer group, defined by a social network, is endogenous in the outcome equation for peer effects. Endogeneity is due to unobservable individual…

Econometrics · Economics 2019-08-01 Ida Johnsson , Hyungsik Roger Moon

Accurate prediction of users' responses to items is one of the main aims of many computational advising applications. Examples include recommending movies, news articles, songs, jobs, clothes, books and so forth. Accurate prediction of…

Applications · Statistics 2022-12-20 Baode Gao , Guangpeng Zhan , Hanzhang Wang , Yiming Wang , Shengxin Zhu

A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…

Machine Learning · Statistics 2018-07-03 Jonathan Mei , José M. F. Moura

A mathematical model is identifiable if its parameters can be recovered from data. Here, we focus on a particular class of model, linear compartmental models, which are used to represent the transfer of substances in a system. We analyze…

Dynamical Systems · Mathematics 2021-06-22 Patrick Chan , Katherine Johnston , Anne Shiu , Aleksandra Sobieska , Clare Spinner

Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…

Statistics Theory · Mathematics 2014-06-04 Elizabeth S. Allman , John A. Rhodes , Elena Stanghellini , Marco Valtorta

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

Social influence cannot be identified from purely observational data on social networks, because such influence is generically confounded with latent homophily, i.e., with a node's network partners being informative about the node's…

Methodology · Statistics 2025-01-07 Edward McFowland , Cosma Rohilla Shalizi

In the linear-in-means model, endogeneity arises naturally due to the reflection problem. A common solution is to use Instrumental Variables (IVs) based on higher-order network links, such as using friends-of-friends' characteristics. We…

Econometrics · Economics 2026-03-02 Nathan Canen , Shantanu Chadha

Identifiability is a desirable property of a statistical model: it implies that the true model parameters may be estimated to any desired precision, given sufficient computational resources and data. We study identifiability in the context…

Machine Learning · Statistics 2020-07-09 Geoffrey Roeder , Luke Metz , Diederik P. Kingma

In the classical setting of self-selection, the goal is to learn $k$ models, simultaneously from observations $(x^{(i)}, y^{(i)})$ where $y^{(i)}$ is the output of one of $k$ underlying models on input $x^{(i)}$. In contrast to mixture…

Statistics Theory · Mathematics 2022-12-13 Yeshwanth Cherapanamjeri , Constantinos Daskalakis , Andrew Ilyas , Manolis Zampetakis

A mathematical model is identifiable if its parameters can be recovered from data. Here we investigate, for linear compartmental models, whether (local, generic) identifiability is preserved when parts of the model -- specifically, inputs,…

Dynamical Systems · Mathematics 2020-04-24 Seth Gerberding , Nida Obatake , Anne Shiu

Many widely studied graphical models with latent variables lead to nontrivial constraints on the distribution of the observed variables. Inspired by the Bell inequalities in quantum mechanics, we refer to any linear inequality whose…

Artificial Intelligence · Computer Science 2011-07-21 Greg Ver Steeg , Aram Galstyan

This study investigates the causal interpretation of linear social interaction models in the presence of endogeneity in network formation under a heterogeneous treatment effects framework. We consider an experimental setting in which…

Econometrics · Economics 2023-10-23 Tadao Hoshino

Statistical latent class models are widely used in social and psychological researches, yet it is often difficult to establish the identifiability of the model parameters. In this paper we consider the identifiability issue of a family of…

Methodology · Statistics 2016-03-15 Gongjun Xu

Our multidimensional identities determine how we interact with each other, shaping social networks through group-based connection preferences. While interactions along single dimensions have been extensively studied, the dynamics driving…

Physics and Society · Physics 2024-06-26 Samuel Martin-Gutierrez , Mauritz N. Cartier van Dissel , Fariba Karimi

We study prediction intervals based on leave-one-out residuals in a linear regression model where the number of explanatory variables can be large compared to sample size. We establish uniform asymptotic validity (conditional on the…

Statistics Theory · Mathematics 2016-02-19 Lukas Steinberger , Hannes Leeb

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

Econometrics · Economics 2023-10-10 Manu Navjeevan , Rodrigo Pinto , Andres Santos

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

Statistics Theory · Mathematics 2009-09-01 Elizabeth S. Allman , Catherine Matias , John A. Rhodes