Causal discovery aims to recover a causal graph from data generated by it; constraint based methods do so by searching for a d-separating conditioning set of nodes in the graph via an oracle. In this paper, we provide analytic evidence that on large graphs, d-separation is a rare phenomenon, even when guaranteed to exist, unless the graph is extremely sparse. We then provide an analytic average case analysis of the PC Algorithm for causal discovery, as well as a variant of the SGS Algorithm we call UniformSGS. We consider a set $V=\{v_1,\ldots,v_n\}$ of nodes, and generate a random DAG $G=(V,E)$ where $(v_a, v_b) \in E$ with i.i.d. probability $p_1$ if $a<b$ and $0$ if $a > b$. We provide upper bounds on the probability that a subset of $V-\{x,y\}$ d-separates $x$ and $y$, conditional on $x$ and $y$ being d-separable; our upper bounds decay exponentially fast to $0$ as $|V| \rightarrow \infty$. For the PC Algorithm, while it is known that its worst-case guarantees fail on non-sparse graphs, we show that the same is true for the average case, and that the sparsity requirement is quite demanding: for good performance, the density must go to $0$ as $|V| \rightarrow \infty$ even in the average case. For UniformSGS, while it is known that the running time is exponential for existing edges, we show that in the average case, that is the expected running time for most non-existing edges as well.
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Optimal model reduction for large-scale linear dynamical systems is studied. In contrast to most existing works, the systems under consideration are not required to be stable, neither in discrete nor in continuous time. As a consequence, the underlying rational transfer functions are allowed to have poles in general domains in the complex plane. In particular, this covers the case of specific conservative partial differential equations such as the linear Schr\"odinger and the undamped linear wave equation with spectra on the imaginary axis. By an appropriate modification of the classical continuous time Hardy space $\mathcal{H}_2$, a new $\mathcal{H}_2$ like optimal model reduction problem is introduced and first order optimality conditions are derived. As in the classical $\mathcal{H}_2$ case, these conditions exhibit a rational Hermite interpolation structure for which an iterative model reduction algorithm is proposed. Numerical examples demonstrate the effectiveness of the new method.
An inner-product Hilbert space formulation of the Kemeny distance is defined over the domain of all permutations with ties upon the extended real line, and results in an unbiased minimum variance (Gauss-Markov) correlation estimator upon a homogeneous i.i.d. sample. In this work, we construct and prove the necessary requirements to extend this linear topology for both Spearman's \(\rho\) and Kendall's \(\tau_{b}\), showing both spaces to be both biased and inefficient upon practical data domains. A probability distribution is defined for the Kemeny \(\tau_{\kappa}\) estimator, and a Studentisation adjustment for finite samples is provided as well. This work allows for a general purpose linear model duality to be identified as a unique consistent solution to many biased and unbiased estimation scenarios.
Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parametrized models in causal inference, including synthetic control with many control units. In such models, there may be so many free parameters that the model fits the training data perfectly. As a motivating example, we first investigate high-dimensional linear regression for imputing wage data, where we find that models with many more covariates than sample size can outperform simple ones. As our main contribution, we document the performance of high-dimensional synthetic control estimators with many control units. We find that adding control units can help improve imputation performance even beyond the point where the pre-treatment fit is perfect. We then provide a unified theoretical perspective on the performance of these high-dimensional models. Specifically, we show that more complex models can be interpreted as model-averaging estimators over simpler ones, which we link to an improvement in average performance. This perspective yields concrete insights into the use of synthetic control when control units are many relative to the number of pre-treatment periods.
Since their introduction in Abadie and Gardeazabal (2003), Synthetic Control (SC) methods have quickly become one of the leading methods for estimating causal effects in observational studies in settings with panel data. Formal discussions often motivate SC methods by the assumption that the potential outcomes were generated by a factor model. Here we study SC methods from a design-based perspective, assuming a model for the selection of the treated unit(s) and period(s). We show that the standard SC estimator is generally biased under random assignment. We propose a Modified Unbiased Synthetic Control (MUSC) estimator that guarantees unbiasedness under random assignment and derive its exact, randomization-based, finite-sample variance. We also propose an unbiased estimator for this variance. We document in settings with real data that under random assignment, SC-type estimators can have root mean-squared errors that are substantially lower than that of other common estimators. We show that such an improvement is weakly guaranteed if the treated period is similar to the other periods, for example, if the treated period was randomly selected. While our results only directly apply in settings where treatment is assigned randomly, we believe that they can complement model-based approaches even for observational studies.
Theoretical studies on transfer learning or domain adaptation have so far focused on situations with a known hypothesis class or model; however in practice, some amount of model selection is usually involved, often appearing under the umbrella term of hyperparameter-tuning: for example, one may think of the problem of tuning for the right neural network architecture towards a target task, while leveraging data from a related source task. Now, in addition to the usual tradeoffs on approximation vs estimation errors involved in model selection, this problem brings in a new complexity term, namely, the transfer distance between source and target distributions, which is known to vary with the choice of hypothesis class. We present a first study of this problem, focusing on classification; in particular, the analysis reveals some remarkable phenomena: adaptive rates, i.e., those achievable with no distributional information, can be arbitrarily slower than oracle rates, i.e., when given knowledge on distances.
Assessing causal effects in the presence of unmeasured confounding is a challenging problem. Although auxiliary variables, such as instrumental variables, are commonly used to identify causal effects, they are often unavailable in practice due to stringent and untestable conditions. To address this issue, previous researches have utilized linear structural equation models to show that the causal effect can be identifiable when noise variables of the treatment and outcome are both non-Gaussian. In this paper, we investigate the problem of identifying the causal effect using auxiliary covariates and non-Gaussianity from the treatment. Our key idea is to characterize the impact of unmeasured confounders using an observed covariate, assuming they are all Gaussian. The auxiliary covariate can be an invalid instrument or an invalid proxy variable. We demonstrate that the causal effect can be identified using this measured covariate, even when the only source of non-Gaussianity comes from the treatment. We then extend the identification results to the multi-treatment setting and provide sufficient conditions for identification. Based on our identification results, we propose a simple and efficient procedure for calculating causal effects and show the $\sqrt{n}$-consistency of the proposed estimator. Finally, we evaluate the performance of our estimator through simulation studies and an application.
The use of orthonormal polynomial bases has been found to be efficient in preventing ill-conditioning of the system matrix in the primal formulation of Virtual Element Methods (VEM) for high values of polynomial degree and in presence of badly-shaped polygons. However, we show that using the natural extension of a orthogonal polynomial basis built for the primal formulation is not sufficient to cure ill-conditioning in the mixed case. Thus, in the present work, we introduce an orthogonal vector-polynomial basis which is built ad hoc for being used in the mixed formulation of VEM and which leads to very high-quality solution in each tested case. Furthermore, a numerical experiment related to simulations in Discrete Fracture Networks (DFN), which are often characterised by very badly-shaped elements, is proposed to validate our procedures.
We study the problem of parallelizing sampling from distributions related to determinants: symmetric, nonsymmetric, and partition-constrained determinantal point processes, as well as planar perfect matchings. For these distributions, the partition function, a.k.a. the count, can be obtained via matrix determinants, a highly parallelizable computation; Csanky proved it is in NC. However, parallel counting does not automatically translate to parallel sampling, as classic reductions between the two are inherently sequential. We show that a nearly quadratic parallel speedup over sequential sampling can be achieved for all the aforementioned distributions. If the distribution is supported on subsets of size $k$ of a ground set, we show how to approximately produce a sample in $\widetilde{O}(k^{\frac{1}{2} + c})$ time with polynomially many processors for any constant $c>0$. In the two special cases of symmetric determinantal point processes and planar perfect matchings, our bound improves to $\widetilde{O}(\sqrt k)$ and we show how to sample exactly in these cases. As our main technical contribution, we fully characterize the limits of batching for the steps of sampling-to-counting reductions. We observe that only $O(1)$ steps can be batched together if we strive for exact sampling, even in the case of nonsymmetric determinantal point processes. However, we show that for approximate sampling, $\widetilde{\Omega}(k^{\frac{1}{2}-c})$ steps can be batched together, for any entropically independent distribution, which includes all mentioned classes of determinantal point processes. Entropic independence and related notions have been the source of breakthroughs in Markov chain analysis in recent years, so we expect our framework to prove useful for distributions beyond those studied in this work.
Functional magnetic resonance imaging (fMRI) data contain high levels of noise and artifacts. To avoid contamination of downstream analyses, fMRI-based studies must identify and remove these noise sources prior to statistical analysis. One common approach is the "scrubbing" of fMRI volumes that are thought to contain high levels of noise. However, existing scrubbing techniques are based on ad hoc measures of signal change. We consider scrubbing via outlier detection, where volumes containing artifacts are considered multidimensional outliers. Robust multivariate outlier detection methods are proposed using robust distances (RDs), which are related to the Mahalanobis distance. These RDs have a known distribution when the data are i.i.d. normal, and that distribution can be used to determine a threshold for outliers where fMRI data violate these assumptions. Here, we develop a robust multivariate outlier detection method that is applicable to non-normal data. The objective is to obtain threshold values to flag outlying volumes based on their RDs. We propose two threshold candidates that embark on the same two steps, but the choice of which depends on a researcher's purpose. Our main steps are dimension reduction and selection, robust univariate outlier imputation to get rid of the effect of outliers on the distribution, and estimating an outlier threshold based on the upper quantile of the RD distribution without outliers. The first threshold candidate is an upper quantile of the empirical distribution of RDs obtained from the imputed data. The second threshold candidate calculates the upper quantile of the RD distribution that a nonparametric bootstrap uses to account for uncertainty in the empirical quantile. We compare our proposed fMRI scrubbing method to motion scrubbing, data-driven scrubbing, and restrictive parametric multivariate outlier detection methods.
Unveiling feeder topologies from data is of paramount importance to advance situational awareness and proper utilization of smart resources in power distribution grids. This tutorial summarizes, contrasts, and establishes useful links between recent works on topology identification and detection schemes that have been proposed for power distribution grids. The primary focus is to highlight methods that overcome the limited availability of measurement devices in distribution grids, while enhancing topology estimates using conservation laws of power-flow physics and structural properties of feeders. Grid data from phasor measurement units or smart meters can be collected either passively in the traditional way, or actively, upon actuating grid resources and measuring the feeder's voltage response. Analytical claims on feeder identifiability and detectability are reviewed under disparate meter placement scenarios. Such topology learning claims can be attained exactly or approximately so via algorithmic solutions with various levels of computational complexity, ranging from least-squares fits to convex optimization problems, and from polynomial-time searches over graphs to mixed-integer programs. Although the emphasis is on radial single-phase feeders, extensions to meshed and/or multiphase circuits are sometimes possible and discussed. This tutorial aspires to provide researchers and engineers with knowledge of the current state-of-the-art in tractable distribution grid learning and insights into future directions of work.
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