Related papers: Equitability, interval estimation, and statistical…
Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts.…
Prior proposals for cumulative statistics suggest making tiny random perturbations to the scores (independent variables in a regression) in order to ensure the scores' uniqueness. Uniqueness means that no score for any member of the…
This paper considers estimation of a quantized constant in noise when using uniform and nonuniform quantizers. Estimators based on simple arithmetic averages, on sample statistical moments and on the maximum-likelihood procedure are…
We propose a nonparametric test for serial independence that aggregates pairwise similarities of observations with lag-dependent weights. The resulting statistic is powerful to general forms of temporal dependence, including nonlinear and…
A randomized trial and an analysis of observational data designed to emulate the trial sample observations separately, but have the same eligibility criteria, collect information on some shared baseline covariates, and compare the effects…
This short text tried to establish a big picture of what evidential statistics is about and how an ideal inference method should behave. Moreover, by examining shortcomings of some of the currently used methods for measuring evidence and…
In fairness audits, a standard objective is to detect whether a given algorithm performs substantially differently between subgroups. Properly powering the statistical analysis of such audits is crucial for obtaining informative fairness…
This paper considers the problem of appearance indication of useful acoustic signal in the signal/noise mixture. Various information characteristics (information entropy, Jensen-Shannon divergence, spectral information divergence and…
[See paper for full abstract] Meta-analysis is a crucial tool for answering scientific questions. It is usually conducted on a relatively small amount of ``trusted'' data -- ideally from randomized, controlled trials -- which allow causal…
The notion of p-value is a fundamental concept in statistical inference and has been widely used for reporting outcomes of hypothesis tests. However, p-value is often misinterpreted, misused or miscommunicated in practice. Part of the issue…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
A major challenge in sparsity pattern estimation is that small modes are difficult to detect in the presence of noise. This problem is alleviated if one can observe samples from multiple realizations of the nonzero values for the same…
Data-driven most powerful tests are statistical hypothesis decision-making tools that deliver the greatest power against a fixed null hypothesis among all corresponding data-based tests of a given size. When the underlying data…
Estimating the strength of dependency between two variables is fundamental for exploratory analysis and many other applications in data mining. For example: non-linear dependencies between two continuous variables can be explored with the…
Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…
Since the rise of fair machine learning as a critical field of inquiry, many different notions on how to quantify and measure discrimination have been proposed in the literature. Some of these notions, however, were shown to be mutually…
Social scientists are increasingly turning to unstructured datasets to unlock new empirical insights, e.g., estimating descriptive statistics of or causal effects on quantitative measures derived from text, audio, or video data. In many…
A wide variety of model explanation approaches have been proposed in recent years, all guided by very different rationales and heuristics. In this paper, we take a new route and cast interpretability as a statistical inference problem. We…
This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that is partially identified through upper and lower bounds with asymptotically normal estimators. A simple confidence interval is…
Node role explainability in complex networks is very difficult, yet is crucial in different application domains such as social science, neurosciences or computer science. Many efforts have been made on the quantification of hubs revealing…