21,540 research outputs found
Marginal integration for nonparametric causal inference
We consider the problem of inferring the total causal effect of a single
variable intervention on a (response) variable of interest. We propose a
certain marginal integration regression technique for a very general class of
potentially nonlinear structural equation models (SEMs) with known structure,
or at least known superset of adjustment variables: we call the procedure
S-mint regression. We easily derive that it achieves the convergence rate as
for nonparametric regression: for example, single variable intervention effects
can be estimated with convergence rate assuming smoothness with
twice differentiable functions. Our result can also be seen as a major
robustness property with respect to model misspecification which goes much
beyond the notion of double robustness. Furthermore, when the structure of the
SEM is not known, we can estimate (the equivalence class of) the directed
acyclic graph corresponding to the SEM, and then proceed by using S-mint based
on these estimates. We empirically compare the S-mint regression method with
more classical approaches and argue that the former is indeed more robust, more
reliable and substantially simpler.Comment: 40 pages, 14 figure
Nonparametric estimation when data on derivatives are available
We consider settings where data are available on a nonparametric function and
various partial derivatives. Such circumstances arise in practice, for example
in the joint estimation of cost and input functions in economics. We show that
when derivative data are available, local averages can be replaced in certain
dimensions by nonlocal averages, thus reducing the nonparametric dimension of
the problem. We derive optimal rates of convergence and conditions under which
dimension reduction is achieved. Kernel estimators and their properties are
analyzed, although other estimators, such as local polynomial, spline and
nonparametric least squares, may also be used. Simulations and an application
to the estimation of electricity distribution costs are included.Comment: Published at http://dx.doi.org/10.1214/009053606000001127 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Modelling beyond Regression Functions: an Application of Multimodal Regression to Speed-Flow Data
An enormous amount of publications deals with smoothing in the sense of nonparametric regression. However, nearly all of the literature treats the case where predictors and response are related in the form of a function y=m(x)+noise. In many situations this simple functional model does not capture adequately the essential relation between predictor and response. We show by means of speed-flow diagrams, that a more general setting may be required, allowing for multifunctions instead of only functions. It turns out that in this case the conditional modes are more appropriate for the estimation of the underlying relation than the commonly used mean or the median. Estimation is achieved using a conditional mean-shift procedure, which is adapted to the present situation
Statistical Inference using the Morse-Smale Complex
The Morse-Smale complex of a function decomposes the sample space into
cells where is increasing or decreasing. When applied to nonparametric
density estimation and regression, it provides a way to represent, visualize,
and compare multivariate functions. In this paper, we present some statistical
results on estimating Morse-Smale complexes. This allows us to derive new
results for two existing methods: mode clustering and Morse-Smale regression.
We also develop two new methods based on the Morse-Smale complex: a
visualization technique for multivariate functions and a two-sample,
multivariate hypothesis test.Comment: 45 pages, 13 figures. Accepted to Electronic Journal of Statistic
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