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Missing data is pervasive in econometric applications, and rarely is it plausible that the data are missing (completely) at random. This paper proposes a methodology for studying the robustness of results drawn from incomplete datasets.…
Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…
Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…
This paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. We solve both issues by defining a new sampling strategy and robustness measure. The new measure is shown to be much less…
The possibility of statistical evaluation of the market completeness and incompleteness is investigated for continuous time diffusion stock market models. It is known that the market completeness is not a robust property: small random…
This paper proposes a family of estimators of population mean using information on several auxiliary variables and analyzes its properties in the presence of measurement errors.
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…
In a real expert system, one may have unreliable, unconfident, conflicting estimates of the value for a particular parameter. It is important for decision making that the information present in this aggregate somehow find its way into use.…
Doubly robust estimators combine an inverse probability weighting estimator and a mass imputation estimator. Several doubly robust estimators for estimating the population mean (or prevalence) of an outcome have been proposed for…
Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…
Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…
Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…
In many applications, different populations are compared using data that are sampled in a biased manner. Under sampling biases, standard methods that estimate the difference between the population means yield unreliable inferences. Here we…
In this paper, we suggest an estimator using two auxiliary variables in stratified random sampling. The propose estimator has an improvement over mean per unit estimator as well as some other considered estimators. Expressions for bias and…
The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…
Invited Discussion of "A Unified Framework for De-Duplication and Population Size Estimation", published in Bayesian Analysis. My discussion focuses on two main themes: Providing a more nuanced picture of the costs and benefits of joint…
In this paper, a new randomized response technique aimed at protecting respondents' privacy is proposed. It is designed for estimating the population total, or the population mean, of a quantitative characteristic. It provides a~high degree…
Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…
Many datasets describing contacts in a population suffer from incompleteness due to population sampling and underreporting of contacts. Data-driven simulations of spreading processes using such incomplete data lead to an underestimation of…
Estimation of population size using incomplete lists (also called the capture-recapture problem) has a long history across many biological and social sciences. For example, human rights and other groups often construct partial and…