Related papers: A coherent likelihood parametrization for doubly r…
Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…
Partial observability and uncertainty are common problems in sequential decision-making that particularly impede the use of formal models such as Markov decision processes (MDPs). However, in practice, agents may be able to employ costly…
This paper provides further insight into the key concept of missing at random (MAR) in incomplete data analysis. Following the usual selection modelling approach we envisage two models with separable parameters: a model for the response of…
Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…
Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…
The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…
The composite likelihood (CL) is amongst the computational methods used for the estimation of high-dimensional multivariate normal (MVN) copula models with discrete responses. Its computational advantage, as a surrogate likelihood method,…
This study develops a framework for testing hypotheses on structural parameters in incomplete models. Such models make set-valued predictions and hence do not generally yield a unique likelihood function. The model structure, however,…
The composite likelihood (CL) is amongst the computational methods used for estimation of the generalized linear mixed model (GLMM) in the context of bivariate meta-analysis of diagnostic test accuracy studies. Its advantage is that the…
Balancing weights have been widely applied to single or monotone missingness due to empirical advantages over likelihood-based methods and inverse probability weighting approaches. This paper considers non-monotone missing data under the…
This paper develops a robust and efficient method for policy learning from observational data in the presence of unobserved confounding, complementing existing instrumental variable (IV) based approaches. We employ the marginal sensitivity…
We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…
In cluster-randomized trials (CRTs), missing data can occur in various ways, including missing values in outcomes and baseline covariates at the individual or cluster level, or completely missing information for non-participants. Among the…
Model-based reinforcement learning is a widely accepted solution for solving excessive sample demands. However, the predictions of the dynamics models are often not accurate enough, and the resulting bias may incur catastrophic decisions…
Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…
This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…
We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…
The integration of semantic information in a map allows robots to understand better their environment and make high-level decisions. In the last few years, neural networks have shown enormous progress in their perception capabilities.…
In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…
Robustness and counterfactual bias are usually evaluated on a test dataset. However, are these evaluations robust? If the test dataset is perturbed slightly, will the evaluation results keep the same? In this paper, we propose a "double…