Related papers: Should a Normal Imputation Model Be Modified to Im…
We tackle the problem of computing counterfactual explanations -- minimal changes to the features that flip an undesirable model prediction. We propose a solution to this question for linear Support Vector Machine (SVMs) models. Moreover,…
In adaptive clinical trials, the conventional end-of-trial point estimate of a treatment effect is prone to bias, that is, a systematic tendency to deviate from its true value. As stated in recent FDA guidance on adaptive designs, it is…
Baseline covariates in randomized experiments are often used in the estimation of treatment effects, for example, when estimating treatment effects within covariate-defined subgroups. In practice, however, covariate values may be missing…
Equivariance is a fundamental property in computer vision models, yet strict equivariance is rarely satisfied in real-world data, which can limit a model's performance. Controlling the degree of equivariance is therefore desirable. We…
Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…
Importance-weighting is a popular and well-researched technique for dealing with sample selection bias and covariate shift. It has desirable characteristics such as unbiasedness, consistency and low computational complexity. However,…
Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…
Much research in machine learning involves finding appropriate inductive biases (e.g. convolutional neural networks, momentum-based optimizers, transformers) to promote generalization on tasks. However, quantification of the amount of…
Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…
Simulation from the truncated multivariate normal distribution in high dimensions is a recurrent problem in statistical computing, and is typically only feasible using approximate MCMC sampling. In this article we propose a minimax tilting…
When teaching and discussing statistical assumptions, our focus is oftentimes placed on how to test and address potential violations rather than the effects of violating assumptions on the estimates produced by our statistical models. The…
Imputation is a popular approach to handling censored, missing, and error-prone covariates -- all coarsened data types for which the true values are unknown. However, there are nuances to imputing these different data types based on the…
Finite sample properties of multiple imputation estimators under the linear regression model are studied. The exact bias of the multiple imputation variance estimator is presented. A method of reducing the bias is presented and simulation…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…
Widely used methods for analyzing missing data can be biased in small samples. To understand these biases, we evaluate in detail the situation where a small univariate normal sample, with values missing at random, is analyzed using either…
Masking methods for the safe dissemination of microdata consist of distorting the original data while preserving a pre-defined set of statistical properties in the microdata. For continuous variables, available methodologies rely…
Many proposals have emerged as alternatives to the Heckman selection model, mainly to address the non-robustness of its normal assumption. The 2001 Medical Expenditure Panel Survey data is often used to illustrate this non-robustness of the…
The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…
In this paper, we propose improvements in how estimation bias, e.g., the tendency towards under-estimating the effort, is measured. The proposed approach emphasizes the need to know what the estimates are meant to represent, i.e., the type…
We propose a simple method by which to choose sample weights for problems with highly imbalanced or skewed traits. Rather than naively discretizing regression labels to find binned weights, we take a more principled approach -- we derive…