Related papers: A Unified Monte-Carlo Jackknife for Small Area Est…
We apply the sample average approximation (SAA) method to risk-neutral optimization problems governed by nonlinear partial differential equations (PDEs) with random inputs. We analyze the consistency of the SAA optimal values and SAA…
The paper concerns small-area estimation in the Fay-Herriot type area-level model with random dispersions, which models the case that the sampling errors change from area to area. The resulting Bayes estimator shrinks both means and…
This paper introduces the jackknife+, which is a novel method for constructing predictive confidence intervals. Whereas the jackknife outputs an interval centered at the predicted response of a test point, with the width of the interval…
We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…
To this day, a variety of approaches for providing local interpretability of black-box machine learning models have been introduced. Unfortunately, all of these methods suffer from one or more of the following deficiencies: They are either…
Fault detection is crucial to ensure the reliability of navigation systems. However, mainstream fault detection methods are developed based on Gaussian assumptions on nominal errors, while current attempts at non-Gaussian fault detection…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…
The Jacobi prior offers an alternative Bayesian framework, designed to achieve superior computational efficiency without compromising predictive performance. Compared to widely used methods such as Lasso, Ridge, Elastic Net, uniLasso, the…
Panel local projection (LP) with fixed-effects (FE) is widely adopted for evaluating the economic consequences of financial crises across countries. This paper highlights a fundamental methodological issue: the presence of the Nickell bias…
A complete uncertainty analysis on a given fringe projection set-up has been performed using Monte-Carlo approach. In particular the calibration procedure is taken into account. Two applications are given: at a macroscopic scale, phase…
We introduce MCCE: Monte Carlo sampling of valid and realistic Counterfactual Explanations for tabular data, a novel counterfactual explanation method that generates on-manifold, actionable and valid counterfactuals by modeling the joint…
This paper analyzes several different biases that emerge from the (possibly) low-precision nonparametric ingredient in a semiparametric model. We show that both the variance part and the bias part of the nonparametric ingredient can lead to…
In this work, inspired by machine learning techniques, we propose a new Bayesian model for Small Area Estimation (SAE), the Fay-Herriot model with Spectral Clustering (FH-SC). Unlike traditional approaches, clustering in FH-SC is based on…
We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…
Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial…
There is a lack of simple and scalable algorithms for uncertainty quantification. Bayesian methods quantify uncertainty through posterior and predictive distributions, but it is difficult to rapidly estimate summaries of these…
Stochastic approximation Monte Carlo (SAMC) has recently been proposed by Liang, Liu and Carroll [J. Amer. Statist. Assoc. 102 (2007) 305--320] as a general simulation and optimization algorithm. In this paper, we propose to improve its…
We address the challenge of constructing valid confidence intervals and sets in problems of prediction across multiple environments. We investigate two types of coverage suitable for these problems, extending the jackknife and…
We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…
In cohort studies binary outcomes are very often analyzed by logistic regression. However, it is well-known that when the goal is to estimate a risk ratio, the logistic regression is inappropriate if the outcome is common. In these cases, a…