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Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Summary points: - This article considers the combination of two binary or two time-to-event endpoints to form the primary composite endpoint for leading a trial. - It discusses the relative efficiency of choosing a composite endpoint over…

Applications · Statistics 2020-01-13 Marta Bofill Roig , Jordi Cortés Martínez , Guadalupe Gómez Melis

Bias in datasets can be very detrimental for appropriate statistical estimation. In response to this problem, importance weighting methods have been developed to match any biased distribution to its corresponding target unbiased…

Machine Learning · Computer Science 2022-09-12 Antoine de Mathelin , Francois Deheeger , Mathilde Mougeot , Nicolas Vayatis

The case-cohort design is a commonly used cost-effective sampling strategy for large cohort studies, where some covariates are expensive to measure or obtain. In this paper, we consider regression analysis under a case-cohort study with…

Methodology · Statistics 2023-10-24 Qingning Zhou , Kin Yau Wong

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

We study nonparametric inference for the causal dose-response (or treatment effect) curve when the treatment variable is continuous rather than binary or discrete. We do this by developing doubly robust confidence intervals for the…

Methodology · Statistics 2025-08-13 Charles R. Doss

The construction of confidence intervals for the mean of a bounded random variable is a classical problem in statistics with numerous applications in machine learning and virtually all scientific fields. In particular, obtaining the…

Machine Learning · Computer Science 2025-11-12 Václav Voráček , Francesco Orabona

A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any…

Computation · Statistics 2013-08-30 P. Menendez , Y. Fan , P. H. Garthwaite , S. A. Sisson

The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its…

Statistics Theory · Mathematics 2023-06-30 Claire Boyer , Antoine Godichon-Baggioni

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

In assessing prediction accuracy of multivariable prediction models, optimism corrections are essential for preventing biased results. However, in most published papers of clinical prediction models, the point estimates of the prediction…

Estimating the probability of the binomial distribution is a basic problem, which appears in almost all introductory statistics courses and is performed frequently in various studies. In some cases, the parameter of interest is a difference…

Computation · Statistics 2024-08-21 Almog Peer , David Azriel

With continuous outcomes, the average causal effect is typically defined using a contrast of expected potential outcomes. However, in the presence of skewed outcome data, the expectation may no longer be meaningful. In practice the typical…

Methodology · Statistics 2023-02-06 Daisy A. Shepherd , Benjamin R. Baer , Margarita Moreno-Betancur

Reliability is probability of success in a success-failure experiment. Confidence in reliability estimate improves with increasing number of samples. Assurance sets confidence level same as reliability to create one number for easier…

Methodology · Statistics 2023-03-07 Sanjay M. Joshi

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

It remains an open question how to determine the winner of an election when voter preferences are incomplete or uncertain. One option is to assume some probability space over the voting profile and select the Most Probable Winner (MPW) --…

Computer Science and Game Theory · Computer Science 2023-04-27 Haoyue Ping , Julia Stoyanovich

Forecasting revenues by aggregating analyst forecasts is a fundamental problem in financial research and practice. A key objective in this context is to improve the accuracy of the forecast by optimizing two performance metrics: the hit…

Methodology · Statistics 2025-03-27 Henry D. van Eijk , Sujit K. Ghosh

Bootstrap methods are increasingly accepted as one of the common approaches in constructing confidence intervals in bibliometric studies. Typical bootstrap methods assume that the statistical population is infinite. When the statistical…

Applications · Statistics 2018-04-17 Tina Nane , Kasper Kooijman
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