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Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

We consider the estimation of average and counterfactual treatment effects, under two settings: back-door adjustment and front-door adjustment. The goal in both cases is to recover the treatment effect without having an access to a hidden…

Machine Learning · Computer Science 2022-10-14 Liyuan Xu , Arthur Gretton

Hierarchical data with multiple observations per group is ubiquitous in empirical sciences and is often analyzed using mixed-effects regression. In such models, Bayesian inference gives an estimate of uncertainty but is analytically…

Machine Learning · Computer Science 2026-02-05 Alex Kipnis , Marcel Binz , Eric Schulz

Counterfactual explanations play an important role in detecting bias and improving the explainability of data-driven classification models. A counterfactual explanation (CE) is a minimal perturbed data point for which the decision of the…

Machine Learning · Computer Science 2023-10-27 Donato Maragno , Jannis Kurtz , Tabea E. Röber , Rob Goedhart , Ş. Ilker Birbil , Dick den Hertog

A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…

Machine Learning · Statistics 2014-06-16 Dino Sejdinovic , Heiko Strathmann , Maria Lomeli Garcia , Christophe Andrieu , Arthur Gretton

Causal effects are often characterized with averages, which can give an incomplete picture of the underlying counterfactual distributions. Here we consider estimating the entire counterfactual density and generic functionals thereof. We…

Methodology · Statistics 2021-02-25 Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

We propose a new family of specification tests called kernel conditional moment (KCM) tests. Our tests are built on a novel representation of conditional moment restrictions in a reproducing kernel Hilbert space (RKHS) called conditional…

Statistics Theory · Mathematics 2020-06-23 Krikamol Muandet , Wittawat Jitkrittum , Jonas Kübler

Counterfactual explanations (CFEs) are essential for interpreting black-box models, yet they often become invalid when models are slightly changed. Existing methods for generating robust CFEs are often limited to specific types of models,…

Machine Learning · Computer Science 2026-04-21 Marcin Kostrzewa , Maciej Zięba , Jerzy Stefanowski

Maximum mean discrepancy (MMD) has been successfully applied to learn deep generative models for characterizing a joint distribution of variables via kernel mean embedding. In this paper, we present conditional generative moment- matching…

Machine Learning · Computer Science 2016-06-15 Yong Ren , Jialian Li , Yucen Luo , Jun Zhu

Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of information carried by the process through time.…

Machine Learning · Statistics 2021-11-05 Cristopher Salvi , Maud Lemercier , Chong Liu , Blanka Hovarth , Theodoros Damoulas , Terry Lyons

We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…

Econometrics · Economics 2024-03-26 Timothy Christensen , Benjamin Connault

Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…

Machine Learning · Computer Science 2016-06-01 Harish G. Ramaswamy , Clayton Scott , Ambuj Tewari

Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…

Learning the cumulative distribution function (CDF) of an outcome variable conditional on a set of features remains challenging, especially in high-dimensional settings. Conditional transformation models provide a semi-parametric approach…

Machine Learning · Computer Science 2021-10-05 Philipp F. M. Baumann , Torsten Hothorn , David Rügamer

Counterfactual Explanations (CFEs) interpret machine learning models by identifying the smallest change to input features needed to change the model's prediction to a desired output. For classification tasks, CFEs determine how close a…

Machine Learning · Computer Science 2025-10-01 Margarita A. Guerrero , Cristian R. Rojas

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Causal inference, or counterfactual prediction, is central to decision making in healthcare, policy and social sciences. To de-bias causal estimators with high-dimensional data in observational studies, recent advances suggest the…

Machine Learning · Statistics 2020-10-20 Shuxi Zeng , Serge Assaad , Chenyang Tao , Shounak Datta , Lawrence Carin , Fan Li

Counterfactual explanations (CFE) are being widely used to explain algorithmic decisions, especially in consequential decision-making contexts (e.g., loan approval or pretrial bail). In this context, CFEs aim to provide individuals affected…

Machine Learning · Computer Science 2021-02-09 Kiarash Mohammadi , Amir-Hossein Karimi , Gilles Barthe , Isabel Valera

Counterfactual explanations (CEs) are advocated as being ideally suited to providing algorithmic recourse for subjects affected by the predictions of machine learning models. While CEs can be beneficial to affected individuals, recent work…

Machine Learning · Computer Science 2024-02-06 Junqi Jiang , Francesco Leofante , Antonio Rago , Francesca Toni

Evaluating hypothetical statements about how the world would be had a different course of action been taken is arguably one key capability expected from modern AI systems. Counterfactual reasoning underpins discussions in fairness, the…

Machine Learning · Computer Science 2022-10-04 Kevin Xia , Yushu Pan , Elias Bareinboim