Related papers: Identification of inferential parameters in the co…
Multivariate binary distributions can be decomposed into products of univariate conditional distributions. Recently popular approaches have modeled these conditionals through neural networks with sophisticated weight-sharing structures. It…
Leveraging the models' outputs, specifically the logits, is a common approach to estimating the test accuracy of a pre-trained neural network on out-of-distribution (OOD) samples without requiring access to the corresponding ground truth…
This article deals with asimple issue: if we have grouped data with a binary dependent variable and want to include fixed effects (group specific intercepts) in the specification, is Ordinary Least Squares (OLS) in any way superior to a…
A fundamental research question is how much a variation in a covariate influences a binary response variable in a logistic regression model, both directly or through mediators. We derive the exact formula linking the parameters of marginal…
With an eye towards human-centered automation, we contribute to the development of a systematic means to infer features of human decision-making from behavioral data. Motivated by the common use of softmax selection in models of human…
Discrete choice models are fundamental tools in management science, economics, and marketing for understanding and predicting decision-making. Logit-based models are dominant in applied work, largely due to their convenient closed-form…
Stochastic gradient methods enable learning probabilistic models from large amounts of data. While large step-sizes (learning rates) have shown to be best for least-squares (e.g., Gaussian noise) once combined with parameter averaging,…
This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…
High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…
Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…
In a multivariate linear regression model with $p>1$ covariates, implementation of penalization techniques often implies a preliminary univariate standardization step. Although this prevents scale effects on the covariates selection…
Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…
Latent categorical variables are frequently found in deep learning architectures. They can model actions in discrete reinforcement-learning environments, represent categories in latent-variable models, or express relations in graph neural…
We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…
Clinical researchers often select among and evaluate risk prediction models using standard machine learning metrics based on confusion matrices. However, if these models are used to allocate interventions to patients, standard metrics…
In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…
We study estimation and inference on causal parameters under finely stratified rerandomization designs, which use baseline covariates to match units into groups (e.g. matched pairs), then rerandomize within-group treatment assignments until…
Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable…
In this paper, we propose a covariate-adjusted nonlinear regression model. In this model, both the response and predictors can only be observed after being distorted by some multiplicative factors. Because of nonlinearity, existing methods…
Latent variable models are powerful tools for modeling complex phenomena involving in particular partially observed data, unobserved variables or underlying complex unknown structures. Inference is often difficult due to the latent…