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In this paper, we propose a novel approach to detect heteroskedasticity in regression models with regressors contaminated by measurement error. Specifically, inspired by the integrated conditional moment (ICM) approach, we construct test…

Econometrics · Economics 2026-05-20 Xiaojun Song , Jichao Yuan

The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…

Machine Learning · Computer Science 2025-07-30 Mira Jürgens , Thomas Mortier , Eyke Hüllermeier , Viktor Bengs , Willem Waegeman

In epidemiology, obtaining accurate individual exposure measurements can be costly and challenging. Thus, these measurements are often subject to error. Regression calibration with a validation study is widely employed as a study design and…

Methodology · Statistics 2026-02-24 Zexiang Li , Donna Spiegelman , Molin Wang , Zuoheng Wang , Xin Zhou

Scientists use imaging to identify objects of interest and infer properties of these objects. The locations of these objects are often measured with error, which when ignored leads to biased parameter estimates and inflated variance.…

Most sensor calibrations rely on the linearity and steadiness of their response characteristics, but practical sensors are nonlinear, and their response drifts with time, restricting their choices for adoption. To broaden the realm of…

Signal Processing · Electrical Eng. & Systems 2022-08-31 Soumyabrata Talukder , Souvik Kundu , Ratnesh Kumar

This paper uses model symmetries in the instrumental variable (IV) regression to derive an invariant test for the causal structural parameter. Contrary to popular belief, we show that there exist model symmetries when equation errors are…

Statistics Theory · Mathematics 2021-09-02 Marcelo J. Moreira , Mahrad Sharifvaghefi , Geert Ridder

Computational models in chemistry rely on a number of approximations. The effect of such approximations on observables derived from them is often unpredictable. Therefore, it is challenging to quantify the uncertainty of a computational…

Chemical Physics · Physics 2017-04-21 Gregor N. Simm , Jonny Proppe , Markus Reiher

We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…

Econometrics · Economics 2025-11-04 Xuelin Yang , Licong Lin , Susan Athey , Michael I. Jordan , Guido W. Imbens

We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…

Statistics Theory · Mathematics 2017-06-02 Igor L. Kheifets

The role of uncertainty quantification (UQ) in deep learning has become crucial with growing use of predictive models in high-risk applications. Though a large class of methods exists for measuring deep uncertainties, in practice, the…

Machine Learning · Statistics 2019-11-01 Bindya Venkatesh , Jayaraman J. Thiagarajan

Calibration weighting has been widely used to correct selection biases in non-probability sampling, missing data, and causal inference. The main idea is to calibrate the biased sample to the benchmark by adjusting the subject weights.…

Methodology · Statistics 2023-05-30 Chenyin Gao , Shu Yang , Jae Kwang Kim

Mathematical models of physical systems are subject to many uncertainties such as measurement errors and uncertain initial and boundary conditions. After accounting for these uncertainties, it is often revealed that discrepancies between…

Computational Engineering, Finance, and Science · Computer Science 2018-05-23 Rebecca E Morrison , Todd A Oliver , Robert D Moser

Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring…

Other Statistics · Statistics 2018-10-23 Antony Overstall , David Woods , Kieran Martin

Developing reliable interatomic potential models with quantified predictive accuracy is crucial for atomistic simulations. Commonly used potentials, such as those constructed through the embedded atom method (EAM), are derived from…

Materials Science · Physics 2022-08-05 Arun Hegde , Elan Weiss , Wolfgang Windl , Habib N. Najm , Cosmin Safta

Tailoring the performance of next-generation high entropy materials requires a deep understanding of the competition between entropy-driven random solid solution and enthalpy-driven chemical ordering. Investigating such order and disorder…

Materials Science · Physics 2026-03-24 Fanli Zhou , Hao Chen , Pengxiang Xu , Kai Yang , Zongrui Pei , Xianglin Liu

This paper considers the computer model calibration problem and provides a general frequentist solution. Under the proposed framework, the data model is semi-parametric with a nonparametric discrepancy function which accounts for any…

Methodology · Statistics 2015-09-14 Raymond K. W. Wong , Curtis B. Storlie , Thomas C. M. Lee

We propose causal isotonic calibration, a novel nonparametric method for calibrating predictors of heterogeneous treatment effects. Furthermore, we introduce cross-calibration, a data-efficient variant of calibration that eliminates the…

Machine Learning · Statistics 2023-06-07 Lars van der Laan , Ernesto Ulloa-Pérez , Marco Carone , Alex Luedtke

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

Methodology · Statistics 2018-09-26 Xiaowu Dai , Peter Chien

Understanding the oscillating behaviors that govern organisms' internal biological processes requires interdisciplinary efforts combining both biological and computer experiments, as the latter can complement the former by simulating…

Applications · Statistics 2024-12-17 Youngdeok Hwang , Hang J. Kim , Won Chang , Christian Hong , Steven N. MacEachern

Accurate camera calibration is a precondition for many computer vision applications. Calibration errors, such as wrong model assumptions or imprecise parameter estimation, can deteriorate a system's overall performance, making the reliable…

Computer Vision and Pattern Recognition · Computer Science 2021-07-29 Annika Hagemann , Moritz Knorr , Holger Janssen , Christoph Stiller