相关论文: Robust Identifiability in Linear Structural Equati…

In this paper we propose a class of structural vector autoregressions (SVARs) characterized by structural breaks (SVAR-WB). Together with standard restrictions on the parameters and on functions of them, we also consider constraints across…

Finite-sample bias is a pervasive challenge in the estimation of structural equation models (SEMs), especially when sample sizes are small or measurement reliability is low. A range of methods have been proposed to improve finite-sample…

Recent claims of strong performance by Large Language Models (LLMs) on causal discovery are undermined by a key flaw: many evaluations rely on benchmarks likely included in pretraining corpora. Thus, apparent success suggests that LLM-only…

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

One of the most common mistakes made when performing data analysis is attributing causal meaning to regression coefficients. Formally, a causal effect can only be computed if it is identifiable from a combination of observational data and…

Observability is a modelling property that describes the possibility of inferring the internal state of a system from observations of its output. A related property, structural identifiability, refers to the theoretical possibility of…

This paper investigates the problem of learning robust, generalizable prediction models from a combination of multiple datasets and qualitative assumptions about the underlying data-generating model. Part of the challenge of learning robust…

Recovering the structure of causal graphical models from observational data is an essential yet challenging task for causal discovery in scientific scenarios. Domain-specific causal discovery usually relies on expert validation or prior…

Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

The condition of parameter identifiability is essential for the consistency of all estimators and is often challenging to prove. As a consequence, this condition is often assumed for simplicity although this may not be straightforward to…

Named entity recognition often fails in idiosyncratic domains. That causes a problem for depending tasks, such as entity linking and relation extraction. We propose a generic and robust approach for high-recall named entity recognition. Our…

Semiparametric inference on average causal effects from observational data is based on assumptions yielding identification of the effects. In practice, several distinct identifying assumptions may be plausible; an analyst has to make a…

Phenomenological models are highly effective tools for forecasting disease dynamics using real world data, particularly in scenarios where detailed knowledge of disease mechanisms is limited. However, their reliability depends on the model…

The problem of learning structural equation models (SEMs) from data is a fundamental problem in causal inference. We develop a new algorithm --- which is computationally and statistically efficient and works in the high-dimensional regime…

Seemingly unrelated regression models generalize linear regression models by considering multiple regression equations that are linked by contemporaneously correlated disturbances. Robust inference for seemingly unrelated regression models…

Inductive reasoning, a cornerstone of human cognition, enables generalization from limited data but hasn't yet been fully achieved by large language models (LLMs). While modern LLMs excel at reasoning tasks, their ability to maintain stable…

Consider the case that one observes a single time-series, where at each time t one observes a data record O(t) involving treatment nodes A(t), possible covariates L(t) and an outcome node Y(t). The data record at time t carries information…

Identifiability is a necessary condition for successful parameter estimation of dynamic system models. A major component of identifiability analysis is determining the identifiable parameter combinations, the functional forms for the…

Structural changes and outliers often coexist, complicating statistical inference. This paper addresses the problem of testing for parameter changes in conditionally heteroscedastic time series models, particularly in the presence of…

This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…