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In regression models, predictor variables with inherent ordering, such as tumor staging ranging and ECOG performance status, are commonly seen in medical settings. Statistically, it may be difficult to determine the functional form of an…

Methodology · Statistics 2020-08-04 Emily Roberts , Lili Zhao

The adequate use of information measured in a continuous manner along a period of time represents a methodological challenge. In the last decades, most of traditional statistical procedures have been extended for accommodating these…

Methodology · Statistics 2025-12-04 Pablo Martinez-Camblor

Loss functions are widely used to compare several competing forecasts. However, forecast comparisons are often based on mismeasured proxy variables for the true target. We introduce the concept of exact robustness to measurement error for…

Econometrics · Economics 2021-06-22 Yannick Hoga , Timo Dimitriadis

We study prediction intervals based on leave-one-out residuals in a linear regression model where the number of explanatory variables can be large compared to sample size. We establish uniform asymptotic validity (conditional on the…

Statistics Theory · Mathematics 2016-02-19 Lukas Steinberger , Hannes Leeb

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

Methodology · Statistics 2026-01-19 Pierre Alquier , Jean-David Fermanian , Benjamin Poignard

We develop a general theory of omitted variable bias for a wide range of common causal parameters, including (but not limited to) averages of potential outcomes, average treatment effects, average causal derivatives, and policy effects from…

Econometrics · Economics 2024-05-28 Victor Chernozhukov , Carlos Cinelli , Whitney Newey , Amit Sharma , Vasilis Syrgkanis

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

A general class of models is proposed that is able to estimate the whole predictive distribution of a dependent variable $Y$ given a vector of explanatory variables $\xb$. The models exploit that the strength of explanatory variables to…

Methodology · Statistics 2021-03-25 Gerhard Tutz

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

Statistics Theory · Mathematics 2024-11-08 Natalie Neumeyer , Leonie Selk

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

Independence testing is a fundamental problem in statistical inference: given samples from a joint distribution $p$ over multiple random variables, the goal is to determine whether $p$ is a product distribution or is $\epsilon$-far from all…

Machine Learning · Statistics 2026-03-06 Maryam Aliakbarpour , Alireza Azizi , Ria Stevens

Although several fairness definitions and bias mitigation techniques exist in the literature, all existing solutions evaluate fairness of Machine Learning (ML) systems after the training stage. In this paper, we take the first steps towards…

Machine Learning · Computer Science 2024-01-17 Arumoy Shome , Luis Cruz , Arie van Deursen

This paper shows that two commonly used evaluation metrics for generative models, the Fr\'echet Inception Distance (FID) and the Inception Score (IS), are biased -- the expected value of the score computed for a finite sample set is not the…

Computer Vision and Pattern Recognition · Computer Science 2020-06-17 Min Jin Chong , David Forsyth

In an Markov decision process (MDP), unobservable confounders may exist and have impacts on the data generating process, so that the classic off-policy evaluation (OPE) estimators may fail to identify the true value function of the target…

Machine Learning · Statistics 2022-09-13 Miao Lu , Wenhao Yang , Liangyu Zhang , Zhihua Zhang

Recent work has investigated the capabilities of large language models (LLMs) as zero-shot models for generating individual-level characteristics (e.g., to serve as risk models or augment survey datasets). However, when should a user have…

Various measures can be used to estimate bias or unfairness in a predictor. Previous work has already established that some of these measures are incompatible with each other. Here we show that, when groups differ in prevalence of the…

Applications · Statistics 2017-09-13 Thomas Miconi

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding…

Machine Learning · Computer Science 2024-05-28 Feng Xie , Zhengming Chen , Shanshan Luo , Wang Miao , Ruichu Cai , Zhi Geng

The lack of non-parametric statistical tests for confounding bias significantly hampers the development of robust, valid and generalizable predictive models in many fields of research. Here I propose the partial and full confounder tests,…

Machine Learning · Computer Science 2025-05-30 Tamas Spisak

This research describes the initial effort of building a prediction model for defects in system testing carried out by an independent testing team. The motivation to have such defect prediction model is to serve as early quality indicator…

Software Engineering · Computer Science 2014-01-24 Muhammad Dhiauddin Mohamed Suffian , Suhaimi Ibrahim

The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Ondřej Straka , Jindřich Havlík