On the influence of detection tests on deterministic parameters estimation

In non-linear estimation problems three distinct regions of operation can be observed. In the asymptotic region, the Mean Square Error (MSE) of Maximum Likelihood Estimators (MLE) is small and, in many cases,close to the Cramer-Rao bound (CRB). In the a priory performance region where the number of independent snapshots and/or the SNR are very low, the MSE is close to that obtained from the prior knowledge about the problem. Between these two extremes, there is an additional transition region where MSE of estimators deteriorates with respect to CRB. The present paper provides exemples of improvement of MSE prediction by CRB, not only in the transition region but also in the a priori region, resulting from introduction of a detection step, which proves that this renement in MSE lower bounds derivation is worth investigating

Confounding Equivalence in Causal Inference

The paper provides a simple test for deciding, from a given causal diagram, whether two sets of variables have the same bias-reducing potential under adjustment. The test requires that one of the following two conditions holds: either (1) both sets are admissible (i.e., satisfy the back-door criterion) or (2) the Markov boundaries surrounding the manipulated variable(s) are identical in both sets. Applications to covariate selection and model testing are discussed.Comment: Appears in Proceedings of the Twenty-Sixth Conference on Uncertainty in Artificial Intelligence (UAI2010

A static analysis for quantifying information flow in a simple imperative language

We propose an approach to quantify interference in a simple imperative language that includes a looping construct. In this paper we focus on a particular case of this definition of interference: leakage of information from private variables to public ones via a Trojan Horse attack. We quantify leakage in terms of Shannon's information theory and we motivate our definition by proving a result relating this definition of leakage and the classical notion of programming language interference. The major contribution of the paper is a quantitative static analysis based on this definition for such a language. The analysis uses some non-trivial information theory results like Fano's inequality and L1 inequalities to provide reasonable bounds for conditional statements. While-loops are handled by integrating a qualitative flow-sensitive dependency analysis into the quantitative analysis

MELT - a Translated Domain Specific Language Embedded in the GCC Compiler

The GCC free compiler is a very large software, compiling source in several languages for many targets on various systems. It can be extended by plugins, which may take advantage of its power to provide extra specific functionality (warnings, optimizations, source refactoring or navigation) by processing various GCC internal representations (Gimple, Tree, ...). Writing plugins in C is a complex and time-consuming task, but customizing GCC by using an existing scripting language inside is impractical. We describe MELT, a specific Lisp-like DSL which fits well into existing GCC technology and offers high-level features (functional, object or reflexive programming, pattern matching). MELT is translated to C fitted for GCC internals and provides various features to facilitate this. This work shows that even huge, legacy, software can be a posteriori extended by specifically tailored and translated high-level DSLs.Comment: In Proceedings DSL 2011, arXiv:1109.032

On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models

We rank the efficiency of several likelihood-based parametric and semiparametric estimators of conditional mean and variance parameters in multivariate dynamic models with i.i.d. spherical innovations, and show that Gaussian pseudo maximum likelihood estimators are inefficient except under normality. We also provide conditions for partial adaptivity of semiparametric procedures, and relate them to the consistency of distributionally misspecified maximum likelihood estimators. We propose Hausman tests that compare Gaussian pseudo maximum likelihood estimators with more efficient but less robust competitors. We also study the efficiency of sequential estimators of the shape parameters. Finally, we provide finite sample results through Monte Carlo simulations.Adaptivity, ARCH, Elliptical Distributions, Financial Returns, Hausman tests, Semiparametric Estimators, Sequential Estimators.

Scale effects, time-varying markups and cyclical behavior of primal and dual productivity

This paper presents estimates of the degree of returns to scale using nonparametric measures of primal and dual productivity for 2-digit US manufacturing industries. As part of the analysis, the cyclical behaviour of primal and dual productivity measures are considered, time-varying markups are allowed for, and the small sample properties of the instrumental variables estimator used to derive the estimates from the primal and dual relations examined. Both the primal and dual estimates indicate the existence of increasing returns to scale for the durable goods industries. The simulation results indicate there is a slight tendency for the dual equation estimates to overestimate the degree of returns to scale. However, small sample bias appears to be most severe for the non-durable goods industries

Estimating the causal effect of a time-varying treatment on time-to-event using structural nested failure time models

In this paper we review an approach to estimating the causal effect of a time-varying treatment on time to some event of interest. This approach is designed for the situation where the treatment may have been repeatedly adapted to patient characteristics, which themselves may also be time-dependent. In this situation the effect of the treatment cannot simply be estimated by conditioning on the patient characteristics, as these may themselves be indicators of the treatment effect. This so-called time-dependent confounding is typical in observational studies. We discuss a new class of failure time models, structural nested failure time models, which can be used to estimate the causal effect of a time-varying treatment, and present methods for estimating and testing the parameters of these models