English
Related papers

Related papers: Generalized projection tests for function-valued p…

200 papers

The validity OF a causal model can be tested ONLY IF the model imposes constraints ON the probability distribution that governs the generated data. IN the presence OF unmeasured variables, causal models may impose two types OF constraints :…

Artificial Intelligence · Computer Science 2013-01-07 Jin Tian , Judea Pearl

Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models…

Methodology · Statistics 2018-12-04 Sven Klaassen , Jannis Kück , Martin Spindler , Victor Chernozhukov

Context: Software engineering has a problem in that when we empirically evaluate competing prediction systems we obtain conflicting results. Objective: To reduce the inconsistency amongst validation study results and provide a more formal…

Software Engineering · Computer Science 2021-01-15 Martin Shepperd , Stephen G. MacDonell

We derive several tests for the presence of a periodic component in a time series of functions. We consider both the traditional setting in which the periodic functional signal is contaminated by functional white noise, and a more general…

Methodology · Statistics 2016-07-08 Siegfried Hörmann , Piotr Kokoszka , Gilles Nisol

Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the…

Statistics Theory · Mathematics 2007-06-13 Hongtu Zhu , Heping Zhang

Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…

Machine Learning · Computer Science 2026-05-27 Valentina Kuskova , Dmitry Zaytsev , Michael Coppedge

A longstanding problem of existing empirical process-based tests for regressions is that when the number of covariates is greater than one, they either have no tractable limiting null distributions or are not omnibus. To attack this…

Methodology · Statistics 2016-04-08 Falong Tan , Xuehu Zhu , Lixing Zhu

In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…

Statistics Theory · Mathematics 2021-12-03 Peter L. Cohen , Colin B. Fogarty

Many statistical problems in causal inference involve a probability distribution other than the one from which data are actually observed; as an additional complication, the object of interest is often a marginal quantity of this other…

Methodology · Statistics 2023-10-24 Robin J. Evans , Vanessa Didelez

Generalized conditional expectations, optional projections and predictable projections of stochastic processes play important roles in the general theory of stochastic processes, semimartingale theory and stochastic calculus. They share…

Probability · Mathematics 2014-03-25 Liang Hong

This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

Methodology · Statistics 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

Projection-based testing for mean trajectory differences in two groups of irregularly and sparsely observed functional data has garnered significant attention in the literature because it accommodates a wide spectrum of group differences…

Methodology · Statistics 2023-10-11 Salil Koner , Sheng Luo

Identifiability describes the possibility of determining the values of the unknown parameters that characterize a dynamic system from the knowledge of its inputs and outputs. This paper finds the general analytical condition that fully…

Optimization and Control · Mathematics 2023-05-03 Agostino Martinelli

Valuation algebras abstract a large number of formalisms for automated reasoning and enable the definition of generic inference procedures. Many of these formalisms provide some notions of solutions. Typical examples are satisfying…

Artificial Intelligence · Computer Science 2014-02-27 Jordi Roca-Lacostena , Jesus Cerquides

In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…

Methodology · Statistics 2025-08-27 Leheng Cai , Qirui Hu

This paper considers the problem of secure parameter estimation when the estimation algorithm is prone to causative attacks. Causative attacks, in principle, target decision-making algorithms to alter their decisions by making them…

Information Theory · Computer Science 2018-12-31 Saurabh Sihag , Ali Tajer

We introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base classifier to random projections of the feature vectors into a lower-dimensional space. In one…

Methodology · Statistics 2017-06-06 Timothy I. Cannings , Richard J. Samworth

No matter the nature of the response and/or explanatory variables in a regression model, some basic issues such as the existence of an effect of the predictor on the response, or the assessment of a common shape across groups of…

Applications · Statistics 2020-09-01 María Alonso-Pena , Jose Ameijeiras-Alonso , Rosa M. Crujeiras

We study how well machine learning models trained on causal features generalize across domains. We consider 16 prediction tasks on tabular datasets covering applications in health, employment, education, social benefits, and politics. Each…

Machine Learning · Computer Science 2024-10-24 Vivian Y. Nastl , Moritz Hardt