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We develop a novel and general framework for reduced-bias $M$-estimation from asymptotically unbiased estimating functions. The framework relies on an empirical approximation of the bias by a function of derivatives of estimating function…
Random-effects meta-analyses are very commonly used in medical statistics. Recent methodological developments include multivariate (multiple outcomes) and network (multiple treatments) meta-analysis. Here we provide a new model and…
A well-known problem when learning from user clicks are inherent biases prevalent in the data, such as position or trust bias. Click models are a common method for extracting information from user clicks, such as document relevance in web…
Estimating the causal effect of a treatment or health policy with observational data can be challenging due to an imbalance of and a lack of overlap between treated and control covariate distributions. In the presence of limited overlap,…
Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…
Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…
Predictive uncertainty-a model's self awareness regarding its accuracy on an input-is key for both building robust models via training interventions and for test-time applications such as selective classification. We propose a novel…
The nonlinear model of the best-worst method frequently produces multiple optimal weight sets, which are conventionally determined through optimization software. While an analytical approach exists that provides both a closed-form…
We develop the analysis (cosparse) variant of the popular audio declipping algorithm of Siedenburg et al. (2014). Furthermore, we extend both the old and the new variants by the possibility of weighting the time-frequency coefficients. We…
This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method…
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…
In this paper, prediction for linear systems with missing information is investigated. New methods are introduced to improve the Mean Squared Error (MSE) on the test set in comparison to state-of-the-art methods, through appropriate tuning…
Behavioural economics provides labels for patterns in human economic behaviour. Probability weighting is one such label. It expresses a mismatch between probabilities used in a formal model of a decision (i.e. model parameters) and…
Due to their great flexibility, nonparametric Bayes methods have proven to be a valuable tool for discovering complicated patterns in data. The term "nonparametric Bayes" suggests that these methods inherit model-free operating…
Nonlinear models are frequently applied to determine the optimal supply natural gas to a given residential unit based on economical and technical factors, or used to fit biochemical and pharmaceutical assay nonlinear data. In this article…
Researchers frequently estimate treatment effects by regressing outcomes (Y) on treatment (D) and covariates (X). Even without unobserved confounding, the coefficient on D yields a conditional-variance-weighted average of strata-wise…
Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…
Additive models belong to the class of structured nonparametric regression models that do not suffer from the curse of dimensionality. Finding the additive components that are nonzero when the true model is assumed to be sparse is an…
Inverse probability weighting (IPW) methods are commonly used to analyze non-ignorable missing data under the assumption of a logistic model for the missingness probability. However, solving IPW equations numerically may involve…
This paper studies the identification, estimation, and hypothesis testing problem in complete and incomplete economic models with testable assumptions. Testable assumptions ($A$) give strong and interpretable empirical content to the models…