Motivated by problems in data clustering, we establish general conditions under which families of nonparametric mixture models are identifiable, by introducing a novel framework involving clustering overfitted \emph{parametric} (i.e. misspecified) mixture models. These identifiability conditions generalize existing con…
Algorithm estimates nonparametric mixtures from grouped data.
problem Estimating identifiable nonparametric mixture models from grouped observations.
method Oracle inequality for weighted kernel density estimators and general consistency result.
result Consistent estimation of mixture components from grouped observations.
We propose a kernel method to identify finite mixtures of nonparametric product distributions. It is based on a Hilbert space embedding of the joint distribution. The rank of the constructed tensor is equal to the number of mixture components. We present an algorithm to recover the components by partitioning the data p…
Study nonparametric factor analysis with arbitrary noise.
problem Identify latent variables in noisy, non-invertible settings.
method Developed a general framework and estimation methods.
result Identify latent variables up to certain indeterminacies.
Study identifies specialist representations from generalist models without parametric constraints.
problem Identify task-relevant latent representations from generalist models.
method Nonparametric, fully unsupervised approach, proving identifiability of task structure and latent representations.
result Identifiability of task structure and latent representations in a nonparametric setting.
Method estimates observation functions in state-space models without supervision.
problem Unsupervised learning of non-invertible observation functions in nonlinear state-space models.
method Nonparametric generalized moment method using constrained regression.
result Estimates function space of identifiability from state process.
Closed form formulas for swaption prices in HJM model are derived. These formulas are used for nonparametric fit of deterministic forward volatility. It is demonstrated that this formula and non-parametric fit works very well and can be used to identify arbitrage opportunities
Study identifies causal relationships without direct supervision from unknown interventions.
problem Identify causal relationships from unknown interventions without direct supervision.
method General nonparametric setting with multiple datasets from unknown interventions.
result Identify ground truth latents and causal graph up to ambiguities.
New framework TDRL identifies latent causal variables from sequential data.
problem Identify latent causal variables from sequential data.
method Proposes TDRL framework to recover time-delayed latent causal variables and identify their relations from measured sequential data.
result Identifies latent causal variables reliably from sequential data.
The study identifies latent concepts from diverse observations without assuming specific models.
problem Lack of general theoretical support for concept learning.
method Develops a nonparametric framework for identifying latent concepts from multiple classes of observations.
result Correctness guarantees for concept identification without parametric assumptions.
New method identifies latent causal graphs without parametric assumptions.
problem Identifying latent causal graphs without parametric assumptions.
method Constructive proofs with new graphical concepts.
result Conditions for nonparametric identification of latent causal graphs.
A new measure identifies clusters without assuming data distribution.
problem Identifying the correct number of clusters in data without distribution assumptions.
method Nonparametric interpoint distance-based approach.
result Superior to existing clustering measures, validated on synthetic and real data.
We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues of exponential family distributions and their canonical conjugate priors. This c…
Bayesian methods improve tracking multiple objects through dynamic dependencies.
problem Tracking multiple objects with time-varying cardinality and unordered measurements.
method Employing Bayesian nonparametric models, specifically dependent Dirichlet and Pitman-Yor processes, for state estimation and Monte Carlo sampling for trajectory learning.
result The proposed methods outperform existing algorithms in estimating the time-varying number of objects and identifying object associations.
Kernel method improves instrumental variable regression rates.
problem Nonparametric instrumental variable regression with weak instruments.
method Kernel-based two-stage least-squares method, strong L2 convergence analysis. result Minimax optimal rates for instrumental regression under standard assumptions.
New methods for estimating complex causal effects in econometrics.
problem Estimating causal parameters in short panel data models using nested nonparametric instrumental variable regression.
method Introducing techniques to limit ill-posedness in nested NPIV, providing explicit mean square rates and efficient inference.
result Explicit mean square rates for nested NPIV and efficient inference for causal parameters.
Sequential tests for nonparametric hypotheses using supermartingales.
problem Designing valid sequential tests for nonparametric null hypotheses.
method Using elicitable and identifiable functionals, nonnegative supermartingales, and Online Convex Optimization.
result Rigorous guarantees on asymptotic power for a wide range of alternative hypotheses.
Post-detection analysis identifies responsible coordinates for multivariate change-points.
problem Identifying which coordinates in multivariate time series change after a detected change-point.
method Two-sample testing procedures with nonparametric tests for Type I error control.
result Strong performance of proposed post hoc statistical procedures.
Bayesian approach learns nonparametric mixture components from heterogeneous data.
problem Realistic modeling of heterogeneous data populations with nonparametric mixture components.
method Bayesian nonparametric modeling using Dirichlet process mixture priors.
result Posterior contraction rates for component densities are nearly polynomial, improving over deconvolution methods.
Proposes methods to identify and estimate counterfactual distributions with confounding.
problem Estimating counterfactual distributions in the presence of confounding.
method Nonparametric identification and semiparametric estimation using conditional copulas and machine learning.
result Valid inference for individual-level effects and nonparametric identifiability of latent confounding subspace.
ICCNLS models complex relationships as convex and concave components.
problem Complex input-output relationships with affine ambiguity.
method Sub-gradient constrained affine functions, global orthogonality constraints, L1, L2, and elastic net regularisation.
result Improved predictive accuracy and model simplicity compared to conventional methods.
Framework LiLY recovers latent causal variables from time-series data under distribution shifts.
problem Learning and correcting models under unknown distribution shifts in time-series data.
method LiLY framework that recovers latent causal variables and identifies their relations from temporal data under different distribution shifts.
result The framework reliably identifies time-delayed latent causal influences from observed variables under different distribution changes.
Scientists develop a model to identify treatment responders from non-responders.
problem Analyzing samples that respond to treatment in studies.
method Causal two-groups (C2G) model, empirical Bayes procedures.
result The C2G model controls false discovery rate and has near-optimal power.
Survey of Bayesian nonparametric space partition models and their applications.
problem Partitioning high-dimensional spaces into homogeneous regions.
method Various strategies for generating partitions in a D-dimensional space.
result Review of current progress in BNSP research.
Local learning method selects covariates for causal effect estimation in the presence of latent variables.
problem Estimating causal effects from nonexperimental data with latent variables.
method Local learning approach that identifies valid adjustment sets for causal relationships.
result Ensures soundness and completeness of causal effect estimation under standard assumptions.
We identify and analyze selection structure in sequential data.
problem Selection biases in sequential data can distort analysis and hide underlying generation processes.
method Nonparametric identifiability of selection structure without interventional experiments.
result Selection structure is identifiable in sequential data without parametric assumptions.
InClass nets use neural networks to estimate CIMMs without assuming fixed parameters.
problem Nonparametric estimation of conditional independence mixture models.
method Independent classifier neural networks (NNs) for multi-class classification.
result Nonparametric identifiability conditions for bivariate CIMMs.
LEAP identifies latent causal variables from temporal data.
problem Recovering time-delayed latent causal variables from general temporal data.
method Proposes LEAP, a framework that extends VAEs with constraints for temporally causal latent processes.
result Successfully identifies temporally causal latent processes from observed variables under various dependency structures.
In recent years, multi object tracking (MOT) problem has drawn attention to it and has been studied in various research areas. However, some of the challenging problems including time dependent cardinality, unordered measurement set, and object labeling remain unclear. In this paper, we propose robust nonparametric met…
Nonparametric IPSS selects features with false discovery control.
problem Feature selection in high-dimensional data with theoretical false discovery control.
method Integrated Path Stability Selection (IPSS) applied to nonparametric feature importance scores.
result IPSS accurately controls false discovery rate and detects more true positives than existing methods.
Coercivity condition ensures learning of interacting particle systems.
problem Ensuring identifiability of interaction functions in learning systems of interacting particles.
method Equivalence of coercivity condition to strictly positive definiteness of an integral kernel.
result For ergodic systems, the integral kernel is strictly positive definite, satisfying the coercivity condition.
Genome-wide association studies have proven to be essential for understanding the genetic basis of disease. However, many complex traits---personality traits, facial features, disease subtyping---are inherently high-dimensional, impeding simple approaches to association mapping. We developed a nonparametric Bayesian re…
New findings show single-treatment effects are unidentifiable in factorial experiments.
problem Identifying the effect of a single intervention in factorial experiments.
method Formalized sufficient conditions for the identifiability of single-treatment effects and developed nonparametric sharp bounds.
result Researchers must justify assumptions for extrapolating single-treatment effects.
This work optimizes identifying good arms in nonparametric multi-armed bandits.
problem Efficiently identifying arms with high means in nonparametric settings.
method Combining reward-maximizing sampling with a nonparametric sequential test for anytime-valid labeling.
result Achieves minimax optimal stopping times for identifying arms above a threshold.
This paper is about two related decision theoretic problems, nonparametric two-sample testing and independence testing. There is a belief that two recently proposed solutions, based on kernels and distances between pairs of points, behave well in high-dimensional settings. We identify different sources of misconception…
New method for summarizing Bayesian mixture models using sliced Wasserstein distances.
problem Estimating the mixing measure in nonparametric Bayesian mixture models.
method Decision-theoretic approach using sliced Wasserstein distances for Gaussian mixtures.
result Effective estimation of the mixing measure and mixture density.
Paper recovers uncertainty from dynamic valuation rules.
problem Recovering latent uncertainty from observable valuation rules.
method Developed procedures to identify and characterize uncertainty structures from valuation rules.
result Valuation rules contain sufficient information to identify and recover uncertainty structures.
New algorithm for nonparametric IV regression using stochastic gradients.
problem Identifying causal effects in the presence of unobservable confounders.
method Functional stochastic gradient descent for NPIV regression.
result Superior stability and competitive performance compared to existing methods.
Paper proposes SLINK clustering for nonparametric data sequences with improved consistency.
problem Nonparametric clustering of data sequences from unknown distributions.
method Exponentially consistent nonparametric SLINK clustering algorithm.
result SLINK clustering achieves exponential consistency under less strict conditions.
The paper tightens bounds on covering numbers for deep ReLU networks.
problem Characterizing the capacity and performance of deep ReLU networks.
method Derives tight lower and upper bounds on metric entropy of ReLU networks.
result Establishes optimality in nonparametric regression via deep networks.
Paper relaxes identifiability conditions for causal models with latent variables.
problem Challenges in identifying causal graphical models with latent variables.
method Proposes a double triangular graphical condition for nonparametric measurement models with binary latent variables.
result Guarantees identifiability of the entire causal graphical model under relaxed conditions.
Density-based clustering relies on the idea of linking groups to some specific features of the probability distribution underlying the data. The reference to a true, yet unknown, population structure allows to frame the clustering problem in a standard inferential setting, where the concept of ideal population clusteri…
Reframed GES uses a neural conditional dependence measure for consistent causal structure learning.
problem Identifying causal structure in nonparametric settings.
method Reframed GES algorithm with a neural conditional dependence measure.
result Optimality and consistency of the reframed GES algorithm under standard assumptions.
Improves regression efficiency by separating material and immaterial parts of responses.
problem Improving estimation efficiency in nonlinear multivariate regressions.
method Kernel envelope (KENV) estimator for nonparametric response envelopes in reproducing kernel Hilbert space.
result KENV achieves lower in-sample prediction risk than kernel ridge regression in non-trivial immaterial components.
Commonly-used clustering algorithms usually find ellipsoidal, spherical or other regular-structured clusters, but are more challenged when the underlying groups lack formal structure or definition. Syncytial clustering is the name that we introduce for methods that merge groups obtained from standard clustering algorit…
New method recovers causal DAGs from general environments without strict assumptions.
problem Recovering causal DAGs from real-world data with varying distributions.
method Formalizes desiderata for causal representation learning in general environments, leveraging sufficient change conditions up to third-order derivatives.
result Fully recovers latent DAG and identifies latent variables up to minor indeterminacies under nonparametric mixing.
New kernel methods estimate complex causal relationships.
problem Estimating nonparametric causal functions like dose-response curves.
method Kernel ridge regression with decomposition property.
result Uniform consistency with finite sample rates proved.
New method learns kernels in nonlocal operators robustly.
problem Learning kernels in nonlocal operators is ill-posed.
method Nonparametric regression with Tikhonov regularization.
result Robust estimator of kernel yields homogenized model.