Related papers: Minimal inference from incomplete 2x2-tables
Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…
We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…
Interval identification of parameters such as average treatment effects, average partial effects and welfare is particularly common when using observational data and experimental data with imperfect compliance due to the endogeneity of…
This paper is concerned with estimating the column space of an unknown low-rank matrix $\boldsymbol{A}^{\star}\in\mathbb{R}^{d_{1}\times d_{2}}$, given noisy and partial observations of its entries. There is no shortage of scenarios where…
This paper considers inference for a function of a parameter vector in a partially identified model with many moment inequalities. This framework allows the number of moment conditions to grow with the sample size, possibly at exponential…
Causal inference with observational data can be performed under an assumption of no unobserved confounders (unconfoundedness assumption). There is, however, seldom clear subject-matter or empirical evidence for such an assumption. We…
A linear inference is a valid inequality of Boolean algebra in which each variable occurs at most once on each side. In this work we leverage recently developed graphical representations of linear formulae to build an implementation that is…
This paper presents a simple yet efficient method for statistical inference of tensor linear forms using incomplete and noisy observations. Under the Tucker low-rank tensor model and the missing-at-random assumption, we utilize an…
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…
Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…
We consider identification, inference and validation of linear panel data models when both factors and factor loadings are accounted for by a nonparametric function. This general specification encompasses rather popular models such as the…
The expense of acquiring labels in large-scale statistical machine learning makes partially and weakly-labeled data attractive, though it is not always apparent how to leverage such data for model fitting or validation. We present a…
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…
Expert systems applications that involve uncertain inference can be represented by a multidimensional contingency table. These tables offer a general approach to inferring with uncertain evidence, because they can embody any form of…
Reliable confidence estimation for the predictions is important in many safety-critical applications. However, modern deep neural networks are often overconfident for their incorrect predictions. Recently, many calibration methods have been…
Matrix completion aims to estimate missing entries in a data matrix, using the assumption of a low-complexity structure (e.g., low rank) so that imputation is possible. While many effective estimation algorithms exist in the literature,…
Often in real-world datasets, especially in high dimensional data, some feature values are missing. Since most data analysis and statistical methods do not handle gracefully missing values, the first step in the analysis requires the…
We introduce uncertainty regions to perform inference on partial correlations when data are missing not at random. These uncertainty regions are shown to have a desired asymptotic coverage. Their finite sample performance is illustrated via…
Traditionally regression analysis answers questions about the relationships among variables based on the assumption that the observation values of variables are precise numbers. It has long been dominated by least squares techniques, mostly…