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Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

Econometrics · Economics 2024-06-19 Matthew D. Cocci , Mikkel Plagborg-Møller

Aleatoric uncertainty quantification seeks for distributional knowledge of random responses, which is important for reliability analysis and robustness improvement in machine learning applications. Previous research on aleatoric uncertainty…

Machine Learning · Computer Science 2022-06-10 Ziyi Huang , Henry Lam , Haofeng Zhang

A basic requirement for a mathematical model is often that its solution (output) shouldn't change much if the model's parameters (input) are perturbed. This is important because the exact values of parameters may not be known and one would…

Optimization and Control · Mathematics 2021-08-09 Johannes O. Royset

We use decision theory to confront uncertainty that is sufficiently broad to incorporate "models as approximations." We presume the existence of a featured collection of what we call "structured models" that have explicit substantive…

Theoretical Economics · Economics 2022-08-22 Simone Cerreia-Vioglio , Lars Peter Hansen , Fabio Maccheroni , Massimo Marinacci

We consider minimax-optimal designs for the prediction of individual parameters in random coefficient regression models. We focus on the minimax-criterion, which minimizes the "worst case" for the basic criterion with respect to the…

Statistics Theory · Mathematics 2018-11-09 Maryna Prus

We introduce some notions of conditional mean dimension for a factor map between two topological dynamical systems and discuss their properties. With the help of these notions, we obtain an inequality to estimate the mean dimension of an…

Dynamical Systems · Mathematics 2021-11-16 Bingbing Liang

Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a…

Methodology · Statistics 2010-01-19 James G. Booth , Walter T. Federer , Martin T. Wells , Russell D. Wolfinger

When making treatment selection decisions, it is essential to include a causal effect estimation analysis to compare potential outcomes under different treatments or controls, assisting in optimal selection. However, merely estimating…

Machine Learning · Statistics 2024-10-08 Sherly Alfonso-Sánchez , Kristina P. Sendova , Cristián Bravo

To estimate casual treatment effects, we propose a new matching approach based on the reduced covariates obtained from sufficient dimension reduction. Compared to the original covariates and the propensity score, which are commonly used for…

Methodology · Statistics 2017-02-03 Wei Luo , Yeying Zhu

We report the most general expression for the chiral charges of a non-universal $U(1)'$ with identical charges for the first two families but different charges for the third one. The model is minimal in the sense that only standard model…

High Energy Physics - Phenomenology · Physics 2017-06-21 Richard H. Benavides , Luis Alfredo Muñoz , William A. Ponce , Oscar Rodríguez , Eduardo Rojas

Tuning parameters is an important step for the application of metaheuristics to problem classes of interest. In this work we present a tuning framework based on the sequential optimization of perturbed regression models. Besides providing…

Neural and Evolutionary Computing · Computer Science 2019-12-02 Áthila R. Trindade , Felipe Campelo

This note presents a method that provides optimal monotone conditional error functions for a large class of adaptive two stage designs. The presented method builds on a previously developed general theory for optimal adaptive two stage…

Methodology · Statistics 2024-10-08 Werner Brannath , Morten Dreher , Martin Scharpenberg

Recent trends in planning research have led to empirical comparison becoming commonplace. The field has started to settle into a methodology for such comparisons, which for obvious practical reasons requires running a subset of planners on…

Artificial Intelligence · Computer Science 2011-06-10 E. Dahlman , A. E. Howe

Regression models describing the joint distribution of multivariate response variables conditional on covariate information have become an important aspect of contemporary regression analysis. However, a limitation of such models is that…

Methodology · Statistics 2023-06-27 Nadja Klein , Torsten Hothorn , Luisa Barbanti , Thomas Kneib

Statistical design of experiments is widely used in scientific and industrial investigations. A generalized minimum aberration (GMA) orthogonal array is optimum under the well-established, so-called GMA criterion, and such an array can…

Computation · Statistics 2021-04-27 Dursun A. Bulutoglu , Kenneth J. Ryan

Minimal sentence pairs are frequently used to analyze the behavior of language models. It is often assumed that model behavior on contrastive pairs is predictive of model behavior at large. We argue that two conditions are necessary for…

Computation and Language · Computer Science 2021-09-16 Jannis Vamvas , Rico Sennrich

Observational studies are needed when experiments are not possible. Within study comparisons (WSC) compare observational and experimental estimates that test the same hypothesis using the same treatment group, outcome, and estimand.…

This paper proves, in very general settings, that convex risk minimization is a procedure to select a unique conditional probability model determined by the classification problem. Unlike most previous work, we give results that are general…

Machine Learning · Computer Science 2015-06-16 Matus Telgarsky , Miroslav Dudík , Robert Schapire

We generate all the Orthogonal Arrays (OAs) of a given size n and strength t as the union of a collection of OAs which belong to an inclusion-minimal set of OAs. We derive a formula for computing the (Generalized) Word Length Pattern of a…

Statistics Theory · Mathematics 2018-01-03 Roberto Fontana , Fabio Rapallo

In many set-identified models, it is difficult to obtain a tractable characterization of the identified set. Therefore, researchers often rely on non-sharp identification conditions, and empirical results are often based on an outer set of…

Econometrics · Economics 2024-04-30 Lixiong Li , Désiré Kédagni , Ismaël Mourifié