Related papers: A Framework to Adjust Dependency Measure Estimates…
Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we…
Given an imperfect predictor, we exploit additional features at test time to improve the predictions made, without retraining and without knowledge of the prediction function. This scenario arises if training labels or data are proprietary,…
Feature selection and reducing the dimensionality of data is an essential step in data analysis. In this work, we propose a new criterion for feature selection that is formulated as conditional information between features given the labeled…
Identifying statistical dependence between the features and the label is a fundamental problem in supervised learning. This paper presents a framework for estimating dependence between numerical features and a categorical label using…
Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
Functional dependencies restrict the potential interactions among variables connected in a probabilistic network. This restriction can be exploited in qualitative probabilistic reasoning by introducing deterministic variables and modifying…
The interpretation of feature importance in machine learning models is challenging when features are dependent. Permutation feature importance (PFI) ignores such dependencies, which can cause misleading interpretations due to extrapolation.…
Modern ML systems increasingly augment input instances with additional relevant information to enhance final prediction. Despite growing interest in such retrieval-augmented models, their fundamental properties and training are not well…
Sampling is a fundamental problem in computer science and statistics. However, for a given task and stream, it is often not possible to choose good sampling probabilities in advance. We derive a general framework for adaptively changing the…
Decision trees and their ensembles are endowed with a rich set of diagnostic tools for ranking and screening variables in a predictive model. Despite the widespread use of tree based variable importance measures, pinning down their…
Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…
In many scientific domains, including experimentation, researchers rely on measurements of proxy outcomes to achieve faster and more frequent reads, especially when the primary outcome of interest is challenging to measure directly. While…
Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…
Most of the syntax-based metrics obtain the similarity by comparing the sub-structures extracted from the trees of hypothesis and reference. These sub-structures are defined by human and can't express all the information in the trees…
Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…
Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the…
We study a marginal empirical likelihood approach in scenarios when the number of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the parameters of interest are systematically…
We consider large-scale studies in which it is of interest to test a very large number of hypotheses, and then to estimate the effect sizes corresponding to the rejected hypotheses. For instance, this setting arises in the analysis of gene…
Survival analysis is a widely-used technique for analyzing time-to-event data in the presence of censoring. In recent years, numerous survival analysis methods have emerged which scale to large datasets and relax traditional assumptions…