Related papers: Supplementary Material for CDC Submission No. 1461
Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…
Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…
Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…
The features in high dimensional biomedical prediction problems are often well described with lower dimensional manifolds. An example is genes that are organised in smaller functional networks. The outcome can then be described with the…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error…
We demonstrate that the Conditional Entropy Bottleneck (CEB) can improve model robustness. CEB is an easy strategy to implement and works in tandem with data augmentation procedures. We report results of a large scale adversarial robustness…
Estimating average causal effect (ACE) is useful whenever we want to know the effect of an intervention on a given outcome. In the absence of a randomized experiment, many methods such as stratification and inverse propensity weighting have…
We investigate simulation-based bandpower covariance matrices commonly used in cosmological parameter inferences such as the estimation of the tensor-to-scalar ratio $r$. We find that upper limits on $r$ can be biased low by tens of…
The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…
Analyses of adverse events (AEs) are an important aspect of the evaluation of experimental therapies. The SAVVY (Survival analysis for AdVerse events with Varying follow-up times) project aims to improve the analyses of AE data in clinical…
The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data…
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…
In this article we compare the performances of a logistic regression and a feed forward neural network for credit scoring purposes. Our results show that the logistic regression gives quite good results on the dataset and the neural network…
We present a new Bayesian approach to model-robust linear regression that leads to uncertainty estimates with the same robustness properties as the Huber--White sandwich estimator. The sandwich estimator is known to provide asymptotically…
We consider the problem of estimating a low-rank signal matrix from noisy measurements under the assumption that the distribution of the data matrix belongs to an exponential family. In this setting, we derive generalized Stein's unbiased…
This study investigates fall risk prediction in older adults using various machine learning models trained on accelerometric, non-accelerometric, and combined data from 146 participants. Models combining both data types achieved superior…
The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…
This work studies the statistical properties of the maximum penalized likelihood approach in a semi-parametric framework. We recall the penalized likelihood approach for estimating a function and review some asymptotic results. We…
We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…
Compartmental epidemic models with dynamics that evolve over a graph network have gained considerable importance in recent years but analysis of these models is in general difficult due to their complexity. In this paper, we develop two…