English
Related papers

Related papers: Concordance probability in a big data setting: app…

200 papers

Propensity score matching is a tool for causal inference in non-randomized studies that allows for conditioning on large sets of covariates. The use of propensity scores in the social sciences is currently experiencing a tremendous…

Applications · Statistics 2012-02-01 Felix Thoemmes

Non-concave penalized maximum likelihood methods, such as the Bridge, the SCAD, and the MCP, are widely used because they not only do parameter estimation and variable selection simultaneously but also have a high efficiency as compared to…

Methodology · Statistics 2015-12-31 Yuta Umezu , Yusuke Shimizu , Hiroki Masuda , Yoshiyuki Ninomiya

When studying the causal effect of $x$ on $y$, researchers may conduct regression and report a confidence interval for the slope coefficient $\beta_{x}$. This common confidence interval provides an assessment of uncertainty from sampling…

Methodology · Statistics 2019-08-26 Brian Knaeble , Braxton Osting , Mark Abramson

Adaptive importance sampling is a widely spread Monte Carlo technique that uses a re-weighting strategy to iteratively estimate the so-called target distribution. A major drawback of adaptive importance sampling is the large variance of the…

Statistics Theory · Mathematics 2021-11-01 Anna Korba , François Portier

As large language models continue to be widely developed, robust uncertainty quantification techniques will become crucial for their safe deployment in high-stakes scenarios. In this work, we explore how conformal prediction can be used to…

Computation and Language · Computer Science 2023-07-11 Bhawesh Kumar , Charlie Lu , Gauri Gupta , Anil Palepu , David Bellamy , Ramesh Raskar , Andrew Beam

One of the most common ways researchers compare survival outcomes across treatments when confounding is present is using Cox regression. This model is limited by its underlying assumption of proportional hazards; in some cases, substantial…

Applications · Statistics 2021-02-02 Elizabeth A. Handorf , Marc Smaldone , Sujana Movva , Nandita Mitra

Effective decision making requires understanding the uncertainty inherent in a prediction. In regression, this uncertainty can be estimated by a variety of methods; however, many of these methods are laborious to tune, generate…

Machine Learning · Statistics 2021-12-02 Tianhui Zhou , Yitong Li , Yuan Wu , David Carlson

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

The Conway-Maxwell-Poisson (CMP) or COM-Poison regression is a popular model for count data due to its ability to capture both under dispersion and over dispersion. However, CMP regression is limited when dealing with complex nonlinear…

Methodology · Statistics 2020-04-27 Suneel Babu Chatla , Galit Shmueli

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

Counts-in-cells (CIC) measurements contain a wealth of cosmological information yet are seldom used to constrain theories. Although we can predict the shape of the distribution for a given cosmology, to fit a model to the observed CIC…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-02 Andrew Repp , István Szapudi

Bound-to-Bound Data Collaboration (B2BDC) provides a natural framework for addressing both forward and inverse uncertainty quantification problems. In this approach, QOI (quantity of interest) models are constrained by related experimental…

Optimization and Control · Mathematics 2019-04-02 Arun Hegde , Wenyu Li , James Oreluk , Andrew Packard , Michael Frenklach

We introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantifies the extent to which two random variables have a joint distribution concentrated on a singular subset with…

Methodology · Statistics 2025-08-18 Xuzhi Yang , Mona Azadkia , Tengyao Wang

Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…

Econometrics · Economics 2020-02-26 Byunghoon Kang

Propensity score plays a central role in causal inference, but its use is not limited to causal comparisons. As a covariate balancing tool, propensity score can be used for controlled descriptive comparisons between groups whose memberships…

Methodology · Statistics 2022-09-09 Fan Li , Fan Li

The paper illustrates an application of the Resampling approach [2] for the estimation of the aircraft circulation plan reliability. Resampling is an intensive computer statistical method, which can be used effectively in the case of small…

Applications · Statistics 2013-05-14 Maxim Fioshin

Conformal prediction (CP) provides model-agnostic uncertainty quantification with guaranteed coverage, but conventional methods often produce overly conservative uncertainty sets, especially in multi-dimensional settings. This limitation…

Machine Learning · Computer Science 2025-02-12 Minxing Zheng , Shixiang Zhu

Complex high-dimensional co-occurrence data are increasingly popular from a complex system of interacting physical, biological and social processes in discretely indexed modifiable areal units or continuously indexed locations of a study…

Machine Learning · Statistics 2022-10-19 Jian-Yong Wang , Han Yu

Not a matter of serious contention, Pearson's correlation coefficient is still the most important statistical association measure. Restricted to just two variables, this measure sometimes doesn't live up to users' needs and expectations.…

Mathematical Finance · Quantitative Finance 2024-02-02 Reza Salimi , Kamran Pakizeh

Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…

Methodology · Statistics 2020-01-13 Shu Yang , Jae Kwang Kim