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The method of covariate adjustment is often used for estimation of population average treatment effects in observational studies. Graphical rules for determining all valid covariate adjustment sets from an assumed causal graphical model are…

Statistics Theory · Mathematics 2019-12-18 Andrea Rotnitzky , Ezequiel Smucler

In this paper, we explore the asymptotically optimal tuning parameter choice in ridge regression for estimating nuisance functions of a statistical functional that has recently gained prominence in conditional independence testing and…

Statistics Theory · Mathematics 2025-10-28 Sean McGrath , Debarghya Mukherjee , Rajarshi Mukherjee , Zixiao Jolene Wang

Heart Sound (also known as phonocardiogram (PCG)) analysis is a popular way that detects cardiovascular diseases (CVDs). Most PCG analysis uses supervised way, which demands both normal and abnormal samples. This paper proposes a method of…

Sound · Computer Science 2021-01-15 Shengchen Li , Ke Tian , Rui Wang

We have carried out a pilot study on a standard collection of electrocardiograms from patients who suffer from congestive heart failure, and subjects without cardiac pathology, using receiver-operating-characteristic (ROC) analysis. The…

chao-dyn · Physics 2007-05-23 Stefan Thurner , Markus C. Feurstein , Malvin C. Teich

The Receiver Operating Characteristic (ROC) curve of a binary classifier has often been utilized to measure the performance of the classifier. The area beneath this curve is used in particular because of its quoted probabilistic…

Machine Learning · Computer Science 2026-05-05 Steven Redolfi

Rating scales are used to elicit data about qualitative entities (e.g., research collaboration). This study presents an innovative method for reducing the number of rating scale items without the predictability loss. The "area under the…

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

The selective classifier (SC) has been proposed for rank based uncertainty thresholding, which could have applications in safety critical areas such as medical diagnostics, autonomous driving, and the justice system. The Area Under the…

Machine Learning · Statistics 2025-09-04 Han Zhou , Jordy Van Landeghem , Teodora Popordanoska , Matthew B. Blaschko

Whilst the size and complexity of ML models have rapidly and significantly increased over the past decade, the methods for assessing their performance have not kept pace. In particular, among the many potential performance metrics, the ML…

Machine Learning · Computer Science 2023-12-29 Michael Roberts , Alon Hazan , Sören Dittmer , James H. F. Rudd , Carola-Bibiane Schönlieb

The receiver operating characteristic (ROC) curve is an important tool for the discrimination of two populations. However, in many settings, the diagnostic decision is not limited to a binary choice. ROC surfaces are considered as a natural…

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao

Analyses of randomised trials are often based on regression models which adjust for baseline covariates, in addition to randomised group. Based on such models, one can obtain estimates of the marginal mean outcome for the population under…

Methodology · Statistics 2017-07-17 Jonathan W. Bartlett

Adequate evaluation of an information retrieval system to estimate future performance is a crucial task. Area under the ROC curve (AUC) is widely used to evaluate the generalization of a retrieval system. However, the objective function…

Information Retrieval · Computer Science 2016-04-26 Sean J. Welleck

Two adaptive bandwidth selection methods for nonparametric estimators in locally stationary processes are proposed. We investigate a cross validation approach and a method based on contrast minimization and derive asymptotic properties of…

Statistics Theory · Mathematics 2019-02-28 Rainer Dahlhaus , Stefan Richter

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to an ad-hoc operating point,…

Machine Learning · Computer Science 2023-10-06 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

Statistics Theory · Mathematics 2009-09-29 Lawrence D. Brown , M. Levine

Increasing practical interest has been shown in regression problems where the errors, or disturbances, are centred in a way that reflects particular characteristics of the mechanism that generated the data. In economics this occurs in…

Statistics Theory · Mathematics 2009-09-07 Peter Hall , Ingrid Van Keilegom

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

The ROC curve is the gold standard for measuring the performance of a test/scoring statistic regarding its capacity to discriminate between two statistical populations in a wide variety of applications, ranging from anomaly detection in…

Statistics Theory · Mathematics 2023-01-25 Stéphan Clémençon , Myrto Limnios , Nicolas Vayatis

An adaptive nonparametric estimation procedure is constructed for heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (oracle inequality) is obtained

Statistics Theory · Mathematics 2010-02-09 Leonid Galtchouk , Serguei Pergamenchtchikov
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