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An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable, i.e. some parameters cannot be uniquely estimated. In factor (component) analysis, an orthogonal rotation of the factors is unidentifiable,…

Machine Learning · Statistics 2023-05-04 Aapo Hyvärinen , Ilyes Khemakhem , Ricardo Monti

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

Statistics Theory · Mathematics 2021-08-05 Shuzhen Yang , Jianfeng Yao

Unbiased Learning to Rank (ULTR) aims to train unbiased ranking models from biased click logs, by explicitly modeling a generation process for user behavior and fitting click data based on examination hypothesis. Previous research found…

Information Retrieval · Computer Science 2024-05-27 Mouxiang Chen , Chenghao Liu , Zemin Liu , Zhuo Li , Jianling Sun

Regression models with functional responses and covariates constitute a powerful and increasingly important model class. However, regression with functional data poses well known and challenging problems of non-identifiability. This…

Methodology · Statistics 2016-02-22 Fabian Scheipl , Sonja Greven

This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…

Statistics Theory · Mathematics 2022-12-07 Majid Mojirsheibani , William Pouliot , Andre Shakhbandaryan

Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…

Statistics Theory · Mathematics 2023-09-19 Mona Azadkia , Fadoua Balabdaoui

Identifiability of statistical models is a key notion in unsupervised representation learning. Recent work of nonlinear independent component analysis (ICA) employs auxiliary data and has established identifiable conditions. This paper…

Machine Learning · Statistics 2024-05-31 Hiroaki Sasaki

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

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

The identifiability analysis of linear Ordinary Differential Equation (ODE) systems is a necessary prerequisite for making reliable causal inferences about these systems. While identifiability has been well studied in scenarios where the…

Machine Learning · Statistics 2024-10-31 Yuanyuan Wang , Biwei Huang , Wei Huang , Xi Geng , Mingming Gong

Despite the multifaceted recent advances in interventional causal representation learning (CRL), they primarily focus on the stylized assumption of single-node interventions. This assumption is not valid in a wide range of applications, and…

Machine Learning · Computer Science 2024-12-06 Burak Varıcı , Emre Acartürk , Karthikeyan Shanmugam , Ali Tajer

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

This paper focuses on causal representation learning (CRL) under a general nonparametric latent causal model and a general transformation model that maps the latent data to the observational data. It establishes identifiability and…

Machine Learning · Computer Science 2024-02-15 Burak Varıcı , Emre Acartürk , Karthikeyan Shanmugam , Ali Tajer

The Seemingly Unrelated Regressions (SUR) model is a wide used estimation procedure in econometrics, insurance and finance, where very often, the regression model contains more than one equation. Unknown parameters, regression coefficients…

Methodology · Statistics 2021-07-05 Giovanni Saraceno , Fatemah Alqallaf , Claudio Agostinelli

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

Nonlinear ICA is a fundamental problem for unsupervised representation learning, emphasizing the capacity to recover the underlying latent variables generating the data (i.e., identifiability). Recently, the very first identifiability…

Machine Learning · Statistics 2019-02-05 Aapo Hyvarinen , Hiroaki Sasaki , Richard E. Turner

This paper analyzes the classical linear regression model with measurement errors in all the variables. First, we provide necessary and sufficient conditions for identification of the coefficients. We show that the coefficients are not…

Methodology · Statistics 2023-06-22 Dan Ben-Moshe

I study a regression model in which one covariate is an unknown function of a latent driver of link formation in a network. Rather than specify and fit a parametric network formation model, I introduce a new method based on matching pairs…

Econometrics · Economics 2021-06-02 Eric Auerbach

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for…

Machine Learning · Statistics 2022-03-23 Burim Ramosaj , Justus Tulowietzki , Markus Pauly

Model identifiability is a desirable property in the context of unsupervised representation learning. In absence thereof, different models may be observationally indistinguishable while yielding representations that are nontrivially related…

Machine Learning · Statistics 2022-02-15 Shubhangi Ghosh , Luigi Gresele , Julius von Kügelgen , Michel Besserve , Bernhard Schölkopf
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