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The process of data mining with differential privacy produces results that are affected by two types of noise: sampling noise due to data collection and privacy noise that is designed to prevent the reconstruction of sensitive information.…

Machine Learning · Computer Science 2018-04-12 Yue Wang , Daniel Kifer , Jaewoo Lee

In data mining, when binary prediction rules are used to predict a binary outcome, many performance measures are used in a vast array of literature for the purposes of evaluation and comparison. Some examples include classification…

Machine Learning · Statistics 2025-07-08 Zheng Yuan , Wenxin Jiang

To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the…

Econometrics · Economics 2019-01-23 Eric Beutner , Alexander Heinemann , Stephan Smeekes

Knowing when a classifier's prediction can be trusted is useful in many applications and critical for safely using AI. While the bulk of the effort in machine learning research has been towards improving classifier performance,…

Machine Learning · Statistics 2018-10-30 Heinrich Jiang , Been Kim , Melody Y. Guan , Maya Gupta

Machine learning models are often evaluated using point estimates of performance metrics such as accuracy, F1 score, or mean squared error. Such summaries fail to capture the inherent variability induced by stochastic elements of the…

Machine Learning · Computer Science 2026-05-13 Christoph Lehmann , Yahor Paromau

We consider a general regression model, without a scale parameter. Our aim is to construct a confidence interval for a scalar parameter of interest $\theta$ that utilizes the uncertain prior information that a distinct scalar parameter…

Methodology · Statistics 2020-09-17 Paul Kabaila , Nishika Ranathunga

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

Methodology · Statistics 2023-04-18 Zijian Guo

In the context of machine learning, disparate impact refers to a form of systematic discrimination whereby the output distribution of a model depends on the value of a sensitive attribute (e.g., race or gender). In this paper, we propose an…

Information Theory · Computer Science 2018-05-14 Hao Wang , Berk Ustun , Flavio P. Calmon

In settings where interference between units is possible, we define the prevalence of indirect effects to be the number of units who are affected by the treatment of others. This quantity does not fully identify an indirect effect, but may…

Methodology · Statistics 2024-01-18 David Choi

This note uses a simple example to show how moment inequality models used in the empirical economics literature lead to general minimax relative efficiency comparisons. The main point is that such models involve inference on a low…

Applications · Statistics 2014-12-19 Timothy B. Armstrong

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

Econometrics · Economics 2018-04-12 Hiroaki Kaido , Jiaxuan Li , Marc Rysman

Significant treatment effects are often emphasized when interpreting and summarizing empirical findings in studies that estimate multiple, possibly many, treatment effects. Under this kind of selective reporting, conventional treatment…

Econometrics · Economics 2025-12-11 Andreas Dzemski , Ryo Okui , Wenjie Wang

Statistical significance testing of differences in values of metrics like recall, precision and balanced F-score is a necessary part of empirical natural language processing. Unfortunately, we find in a set of experiments that many commonly…

Computation and Language · Computer Science 2007-05-23 Alexander Yeh

Applications based on Machine Learning models have now become an indispensable part of the everyday life and the professional world. A critical question then recently arised among the population: Do algorithmic decisions convey any type of…

Machine Learning · Statistics 2020-04-07 Philippe Besse , Eustasio del Barrio , Paula Gordaliza , Jean-Michel Loubes , Laurent Risser

Computers are increasingly used to make decisions that have significant impact in people's lives. Often, these predictions can affect different population subgroups disproportionately. As a result, the issue of fairness has received much…

Turing's estimator allows one to estimate the probabilities of outcomes that either do not appear or only rarely appear in a given random sample. We perform a simulation study to understand the finite sample performance of several related…

Statistics Theory · Mathematics 2025-03-19 Jie Chang , Michael Grabchak , Jialin Zhang

Recidivism prediction instruments provide decision makers with an assessment of the likelihood that a criminal defendant will reoffend at a future point in time. While such instruments are gaining increasing popularity across the country,…

Applications · Statistics 2016-10-25 Alexandra Chouldechova

Machine learning systems are increasingly being used to make impactful decisions such as loan applications and criminal justice risk assessments, and as such, ensuring fairness of these systems is critical. This is often challenging as the…

Machine Learning · Computer Science 2020-12-18 YooJung Choi , Meihua Dang , Guy Van den Broeck

Confidence estimation, a task that aims to evaluate the trustworthiness of the model's prediction output during deployment, has received lots of research attention recently, due to its importance for the safe deployment of deep models.…

Computer Vision and Pattern Recognition · Computer Science 2022-10-14 Haoxuan Qu , Yanchao Li , Lin Geng Foo , Jason Kuen , Jiuxiang Gu , Jun Liu

Confidence interval of mean is often used when quoting statistics. The same rigor is often missing when quoting percentiles and tolerance or percentile intervals. This article derives the expression for confidence in percentiles of a sample…

Methodology · Statistics 2024-03-01 Sanjay M. Joshi