Related papers: A Note on Inferential Decisions, Errors and Path-D…
This article expands the framework of Bayesian inference and provides direct probabilistic methods for approaching inference tasks that are typically handled with information theory. We treat Bayesian probability updating as a random…
We provide conditions under which trajectory outcomes in mechanical systems subject to unilateral constraints depend piecewise-differentiably on initial conditions, even as the sequence of constraint activations and deactivations varies.…
If a quantum experiment includes random processes, then the results of repeated measurements can appear consistent with irreversible decoherence even if the system's evolution prior to measurement was reversible and unitary. Two thought…
A crucial input into causal inference is the imputed counterfactual outcome. Imputation error can arise because of sampling uncertainty from estimating the prediction model using the untreated observations, or from out-of-sample information…
For a bucket test with a single criterion for success and a fixed number of samples or testing period, requiring a $p$-value less than a specified value of $\alpha$ for the success criterion produces statistical confidence at level $1 -…
Two series of binary observations $x_1,x_1,...$ and $y_1,y_2,...$ are presented: at each time $n\in\N$ we are given $x_n$ and $y_n$. It is assumed that the sequences are generated independently of each other by two B-processes. We are…
Behavioural and neural time series are often correlated with the past. This history-dependence may represent a fundamental property of the measured variables, or may arise from how confounding variables change over time. Here we argue that…
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,…
We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…
This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assumption analogous to the binary treatment case. However,…
Researchers are often interested in treatment effects on outcomes that are only defined conditional on a post-treatment event status. For example, in a study of the effect of different cancer treatments on quality of life at end of…
We give necessary and sufficient conditions for existence and infinite divisibility of $\alpha$-determinantal processes. For that purpose we use results on negative binomial and ordinary binomial multivariate distributions.
We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of…
To evaluate a single cause of a binary effect, Dawid et al. (2014) defined the probability of causation, while Pearl (2015) defined the probabilities of necessity and sufficiency. For assessing the multiple correlated causes of a binary…
To make informed decisions in natural environments that change over time, humans must update their beliefs as new observations are gathered. Studies exploring human inference as a dynamical process that unfolds in time have focused on…
In reliability and life testing when the exponentially distributed components are put in series, it is generally assumed that the lifetimes of the components are independently distributed, which leads to some errors if they are not actually…
Many experiments are concerned with the comparison of counts between treatment groups. Examples include the number of successful signups in conversion rate experiments, or the number of errors produced by software versions in canary…
At the heart of causal structure learning from observational data lies a deceivingly simple question: given two statistically dependent random variables, which one has a causal effect on the other? This is impossible to answer using…
Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…
Pursuing invariant prediction from heterogeneous environments opens the door to learning causality in a purely data-driven way and has several applications in causal discovery and robust transfer learning. However, existing methods such as…