activity
20072022
most citedOn estimating covariances between many assets with histories of highly variable length

9 citations · 28 across the 10 of their papers we have counts for

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7 papers · 1 filter

stat.ML2022

The Causal Marginal Polytope for Bounding Treatment Effects

Jakob Zeitler, Ricardo Silva

Due to unmeasured confounding, it is often not possible to identify causal effects from a postulated model. Nevertheless, we can ask for partial identification, which usually boils…

stat.ML2018

Neural Likelihoods via Cumulative Distribution Functions

Pawel Chilinski, Ricardo Silva

We leverage neural networks as universal approximators of monotonic functions to build a parameterization of conditional cumulative distribution functions (CDFs). By the applicatio…

stat.ML2018

Causal Interventions for Fairness

Matt J. Kusner, Chris Russell, Joshua R. Loftus +1

Most approaches in algorithmic fairness constrain machine learning methods so the resulting predictions satisfy one of several intuitive notions of fairness. While this may help pr…

stat.ML2018

Alpha-Beta Divergence For Variational Inference

Jean-Baptiste Regli, Ricardo Silva

This paper introduces a variational approximation framework using direct optimization of what is known as the {\it scale invariant Alpha-Beta divergence} (sAB divergence). This new…

stat.ML20174 cited

A Dynamic Edge Exchangeable Model for Sparse Temporal Networks

Yin Cheng Ng, Ricardo Silva

We propose a dynamic edge exchangeable network model that can capture sparse connections observed in real temporal networks, in contrast to existing models which are dense. The mod…

stat.ML2016

Observational-Interventional Priors for Dose-Response Learning

Ricardo Silva

Controlled interventions provide the most direct source of information for learning causal effects. In particular, a dose-response curve can be learned by varying the treatment lev…