Skepticism about the assumption of no unmeasured confounding, also known as exchangeability, is often warranted in making causal inferences from observational data; because exchangeability hinges on an investigator’s ability to accurately measure covariates that capture all potential sources confounding. In practice, most one can hope for covariate measurements are at best proxies true underlyi...

In segmentation models, the number of change-points is typically chosen using a penalized cost function. In this work, we propose to learn the penalty and its constants in databases of signals with weak change-point annotations. We propose a convex relaxation for the resulting interval regression problem, and solve it using accelerated proximal gradient methods. We show that this method achieve...