Related papers: Distributional Instruments: Identification and Est…
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…
The autocovariance least squares (ALS) method is a computationally efficient approach for estimating noise covariances in Kalman filters without requiring specific noise models. However, conventional ALS and its variants rely on the classic…
Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used…
This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.)…
Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…
Simplicial-simplicial regression refers to the regression setting where both the responses and predictor variables lie within the simplex space, i.e. they are compositional. For this setting, constrained least squares, where the regression…
This paper presents a data-driven approach, referred to as Quantized Skeletal Learning (QSL), for generating skeletal mechanisms. The approach has two key components: (1) a weight vector that can be used to eliminate relatively unimportant…
The partial least squares (PLS) is a popular modeling technique commonly used in social sciences. The traditional PLS algorithm deals with variables measured on interval scales while data are often collected on ordinal scales: a…
The class of Lq-regularized least squares (LQLS) are considered for estimating a p-dimensional vector \b{eta} from its n noisy linear observations y = X\b{eta}+w. The performance of these schemes are studied under the high-dimensional…
Instrumental variable analysis is a powerful tool for estimating causal effects when randomization or full control of confounders is not possible. The application of standard methods such as 2SLS, GMM, and more recent variants are…
Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…
Quantum instruments describe both the classical outcome and the updated state associated with a quantum measurement. We ask whether these processes can be simulated using only a natural subset of resources, namely projective measurements on…
The reduced-rank method exploits the distortion-variance tradeoff to yield superior solutions for classic problems in statistical signal processing such as parameter estimation and filtering. The central idea is to reduce the variance of…
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the presence of unobservable confounders. Within the nonparametric setting (NPIV), recent methods have been based on nonlinear generalizations of…
Stochastic differential equations (SDEs) are increasingly used in longitudinal data analysis, compartmental models, growth modelling, and other applications in a number of disciplines. Parameter estimation, however, currently requires…
Structural causal models (SCMs) are widely used in various disciplines to represent causal relationships among variables in complex systems. Unfortunately, the underlying causal structure is often unknown, and estimating it from data…
We propose a quantum multi-level estimation framework for a functional $\sum_{i=1}^n f(p_i)$ of a discrete distribution $(p_i)_{i=1}^n$. We partition the values $p_i$ into logarithmically many intervals whose length decays exponentially.…
Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…