相关论文: The Expected Parameter Change (EPC) for Local Depe…

We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…

Model complexity is an important factor to consider when selecting among graphical models. When all variables are observed, the complexity of a model can be measured by its standard dimension, i.e. the number of independent parameters. When…

The self-attention module is a key component of Transformer-based models, wherein each token pays attention to every other token. Recent studies have shown that these heads exhibit syntactic, semantic, or local behaviour. Some studies have…

This paper studies estimation and inference of heterogeneous peer effects featuring group fixed effects and slope heterogeneity under latent structure. We adapt the Classifier-Lasso algorithm to consistently discover latent structures and…

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

We introduce Causal Program Dependence Analysis (CPDA), a dynamic dependence analysis that applies causal inference to model the strength of program dependence relations in a continuous space. CPDA observes the association between program…

The local stability and convergence for Model Predictive Control (MPC) of unconstrained nonlinear dynamics based on a linear time-invariant plant model is studied. Based on the long-time behavior of the solution of the Riccati Differential…

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Sampling-based methods have become a cornerstone of contemporary approaches to Model Predictive Control (MPC), as they make no restrictions on the differentiability of the dynamics or cost function and are straightforward to parallelize.…

The ability to remove unwanted dependencies from data is crucial in various domains, including fairness, robust learning, and privacy protection. In this work, we propose an encoder-based approach that learns a representation independent of…

Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…

Recent advances in latent space dynamics model from pixels show promising progress in vision-based model predictive control (MPC). However, executing MPC in real time can be challenging due to its intensive computational cost in each…

In this paper we propose a unified framework for structured prediction with latent variables which includes hidden conditional random fields and latent structured support vector machines as special cases. We describe a local entropy…

Computational Phenotype Discovery research has taken various pragmatic approaches to disentangling phenotypes from the episodic observations in Electronic Health Records. In this work, we use transformation into continuous, longitudinal…

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…

Understanding whether fine-tuning elicits latent capabilities or teaches new ones is a fundamental question for language model evaluation and safety. We develop a formal information-theoretic framework for quantifying how much predictive…

This work presents a novel Learning Model Predictive Control (LMPC) strategy for autonomous racing at the handling limit that can iteratively explore and learn unknown dynamics in high-speed operational domains. We start from existing LMPC…

Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…

In this paper, we investigate binary response models for heterogeneous panel data with interactive fixed effects by allowing both the cross-sectional dimension and the temporal dimension to diverge. From a practical point of view, the…

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…