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Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for…

Machine Learning · Statistics 2017-11-22 Ronak Mehta , Hyunwoo J. Kim , Shulei Wang , Sterling C. Johnson , Ming Yuan , Vikas Singh

Regression models, in which the observed features $X \in \R^p$ and the response $Y \in \R$ depend, jointly, on a lower dimensional, unobserved, latent vector $Z \in \R^K$, with $K< p$, are popular in a large array of applications, and…

Methodology · Statistics 2021-03-04 Xin Bing , Florentina Bunea , Marten Wegkamp

Identifying latent variables and the causal structure involving them is essential across various scientific fields. While many existing works fall under the category of constraint-based methods (with e.g. conditional independence or rank…

Machine Learning · Computer Science 2026-05-21 Ignavier Ng , Xinshuai Dong , Haoyue Dai , Biwei Huang , Peter Spirtes , Kun Zhang

Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting…

Methodology · Statistics 2022-03-29 Zhichao Jiang , Shu Yang , Peng Ding

Robust state estimation in coupled dynamical systems depends critically not only on sensor quality but on the structural alignment between observation channels and the system's intrinsic dynamics. This paper develops a rigorous framework…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Somasundhar Venkatasubramanian , Anirudh Venkat , Advaidh Venkat

Conditional Kendall's tau is a measure of dependence between two random variables, conditionally on some covariates. We assume a regression-type relationship between conditional Kendall's tau and some covariates, in a parametric setting…

Statistics Theory · Mathematics 2018-11-21 Alexis Derumigny , Jean-David Fermanian

The goal of Causal Discovery is to find automated search methods for learning causal structures from observational data. In some cases all variables of the interested causal mechanism are measured, and the task is to predict the effects one…

Machine Learning · Statistics 2024-01-11 Shuyan Wang

Latent variable models are used to estimate variables of interest quantities which are observable only up to some measurement error. In many studies, such variables are known but not precisely quantifiable (such as "job satisfaction" in…

Machine Learning · Statistics 2012-10-19 Ricardo Silva

In causal inference, whether through randomized controlled trials or observational studies, access to both treated and control units is essential for estimating the effect of a treatment on an outcome of interest. When treatment assignment…

Most causal discovery procedures assume that there are no latent confounders in the system, which is often violated in real-world problems. In this paper, we consider a challenging scenario for causal structure identification, where some…

Machine Learning · Computer Science 2022-10-06 Biwei Huang , Charles Jia Han Low , Feng Xie , Clark Glymour , Kun Zhang

How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…

Methodology · Statistics 2026-04-22 Jiawei Fu , Donald P. Green

We propose a Hausman test for the correct specification of unobserved heterogeneity in both linear and nonlinear fixed-effects panel data models. The null hypothesis is that heterogeneity is either time-invariant or, symmetrically,…

Econometrics · Economics 2025-09-03 Claudia Pigini , Alessandro Pionati , Francesco Valentini

Categorical regressor variables are usually handled by introducing a set of indicator variables, and imposing a linear constraint to ensure identifiability in the presence of an intercept, or equivalently, using one of various coding…

Computation · Statistics 2018-05-21 Felicitas J. Detmer , Martin Slawski

In a bivariate setting, we consider the problem of detecting a sparse contamination or mixture component, where the effect manifests itself as a positive dependence between the variables, which are otherwise independent in the main…

Statistics Theory · Mathematics 2020-01-13 Ery Arias-Castro , Rong Huang , Nicolas Verzelen

We study a norm for structured sparsity which leads to sparse linear predictors whose supports are unions of prede ned overlapping groups of variables. We call the obtained formulation latent group Lasso, since it is based on applying the…

Machine Learning · Statistics 2011-10-05 Guillaume Obozinski , Laurent Jacob , Jean-Philippe Vert

We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for…

Machine Learning · Statistics 2018-10-09 Nathan Kallus , Xiaojie Mao , Angela Zhou

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

A treatment may be appropriate for some group (the ``sick" group) on whom it has a positive effect, but it can also have a detrimental effect on subjects from another group (the ``healthy" group). In a non-targeted trial both sick and…

Machine Learning · Computer Science 2025-04-23 Georgios Mavroudeas , Malik Magdon-Ismail , Kristin P. Bennett , Jason Kuruzovich

Interference--in which a unit's outcome is affected by the treatment of other units--poses significant challenges for the identification and estimation of causal effects. Most existing methods for estimating interference effects assume that…

Methodology · Statistics 2025-10-14 Yuhua Zhang , Jukka-Pekka Onnela , Shuo Sun , Ruoyu Wang

With observational data alone, causal structure learning is a challenging problem. The task becomes easier when having access to data collected from perturbations of the underlying system, even when the nature of these is unknown. Existing…

Methodology · Statistics 2023-10-10 Armeen Taeb , Juan L. Gamella , Christina Heinze-Deml , Peter Bühlmann