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In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…

Statistics Theory · Mathematics 2015-05-06 Serafim Kalliadasis , Sebastian Krumscheid , Grigorios A. Pavliotis

Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…

Econometrics · Economics 2025-11-07 Ashesh Rambachan , Amanda Coston , Edward Kennedy

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

Statistics Theory · Mathematics 2026-05-25 Carlos García Meixide , Mark J. van der Laan

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

Machine Learning · Statistics 2024-12-17 Georg Velev , Stefan Lessmann

Entropic causal inference is a framework for inferring the causal direction between two categorical variables from observational data. The central assumption is that the amount of unobserved randomness in the system is not too large. This…

Machine Learning · Statistics 2021-01-12 Spencer Compton , Murat Kocaoglu , Kristjan Greenewald , Dmitriy Katz

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak

We revisit the maximum-entropy inference of the state of a finite-level quantum system under linear constraints. The constraints are specified by the expected values of a set of fixed observables. We point out the existence of…

Quantum Physics · Physics 2016-05-17 Stephan Weis

We show that many bounded rationality patterns of choice can be alternatively represented as testable models of limited consideration, and we elicit the features of the associated unobserved consideration sets from the observed choice.…

Theoretical Economics · Economics 2024-03-08 Davide Carpentiere , Angelo Petralia

Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of…

Information Theory · Computer Science 2018-10-16 Sara Shahi , Daniela Tuninetti , Natasha Devroye

Probabilistic inferences distill knowledge from graphs to aid human make important decisions. Due to the inherent uncertainty in the model and the complexity of the knowledge, it is desirable to help the end-users understand the inference…

Social and Information Networks · Computer Science 2019-08-21 Chao Chen , Yifei Liu , Xi Zhang , Sihong Xie

Anomaly detection aims to identify observations that deviate from expected behavior. Because anomalous events are inherently sparse, most frameworks are trained exclusively on normal data to learn a single reference model of normality. This…

We are often interested in decomposing complex, structured data into simple components that explain the data. The linear version of this problem is well-studied as dictionary learning and factor analysis. In this work, we propose a…

Machine Learning · Computer Science 2024-07-29 Avrim Blum , Kavya Ravichandran

We provide a scheme for inferring causal relations from uncontrolled statistical data based on tools from computational algebraic geometry, in particular, the computation of Groebner bases. We focus on causal structures containing just two…

Machine Learning · Statistics 2017-10-18 Ciarán M. Lee , Robert W. Spekkens

We find a criterion to compare POVM measurements and decide which ones can extract more information from physical systems, with coarser POVMs always extracting less information. This criteria generalizes the previous definition of coarser…

Quantum Physics · Physics 2022-09-26 Adam Teixidó-Bonfill

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…

Artificial Intelligence · Computer Science 2023-03-17 Marco Zaffalon , Alessandro Antonucci , David Huber , Rafael Cabañas

In causal models, a given mechanism is assumed to be invariant to changes of other mechanisms. While this principle has been utilized for inference in settings where the causal variables are observed, theoretical insights when the variables…

Machine Learning · Statistics 2023-12-07 Simon Bing , Jonas Wahl , Urmi Ninad , Jakob Runge

This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…

Methodology · Statistics 2022-11-14 Heather S. Battey , Nancy Reid

Multinomial processing tree (MPT) models are tools for disentangling the contributions of latent cognitive processes in a given experimental paradigm. The present note analyzes MPT models subject to order constraints on subsets of its…

Applications · Statistics 2014-11-11 Karl Christoph Klauer , Henrik Singmann , David Kellen

There have been controversies among statisticians on (i) what to model and (ii) how to make inferences from models with unobservables. One such controversy concerns the difference between estimation methods for the marginal means not…

Methodology · Statistics 2010-10-07 Youngjo Lee , John A. Nelder