Related papers: Calibration estimation in dual frame surveys
In the analysis of survey data, sampling weights are needed for consistent estimation of the population. However, the original inverse probability weights from the survey sample design are typically modified to account for non-response, to…
One of the main tasks of actuaries and data scientists is to build good predictive models for certain phenomena such as the claim size or the number of claims in insurance. These models ideally exploit given feature information to enhance…
Many applications of classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. However, while many current classification frameworks, in particular deep neural networks, achieve high…
A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…
Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1)…
Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…
Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…
In many medical studies, patients are followed longitudinally and interest is on assessing the relationship between longitudinal measurements and time to an event. Recently, various authors have proposed joint modeling approaches for…
Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model…
In the recent literature on machine learning and decision making, calibration has emerged as a desirable and widely-studied statistical property of the outputs of binary prediction models. However, the algorithmic aspects of measuring model…
Unbiased confidence estimates of neural networks are crucial especially for safety-critical applications. Many methods have been developed to calibrate biased confidence estimates. Though there is a variety of methods for classification,…
The complexity and accuracy of current and future precision cosmology observational campaigns has made it essential to develop an efficient technique for directly combining simulation and observational datasets to determine cosmological and…
Survey data typically have missing values due to unit and item nonresponse. Sometimes, survey organizations know the marginal distributions of certain categorical variables in the survey. As shown in previous work, survey organizations can…
We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…
The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not…
We study the connection between multicalibration and boosting for squared error regression. First we prove a useful characterization of multicalibration in terms of a ``swap regret'' like condition on squared error. Using this…
Measurement error arises through a variety of mechanisms. A rich literature exists on the bias introduced by covariate measurement error and on methods of analysis to address this bias. By comparison, less attention has been given to errors…
Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…
Indirect comparisons have been increasingly used to compare data from different sources such as clinical trials and observational data in, e.g., a disease registry. To adjust for population differences between data sources,…
There has been increasing interest in recent years in the development of approaches to estimate causal effects when the number of potential confounders is prohibitively large. This growth in interest has led to a number of potential…