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Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…
Estimation of heterogeneous treatment effects is an essential component of precision medicine. Model and algorithm-based methods have been developed within the causal inference framework to achieve valid estimation and inference. Existing…
We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…
Use of prediction models is widely recommended by clinical guidelines, but usually requires complete information on all predictors that is not always available in daily practice. We describe two methods for real-time handling of missing…
Much evidence in comparative effectiveness research is based on observational studies. Researchers who conduct observational studies typically assume that there are no unobservable differences between the treated and control groups.…
Many real-world Electronic Health Record (EHR) data contains a large proportion of missing values. Leaving substantial portion of missing information unaddressed usually causes significant bias, which leads to invalid conclusion to be…
According to a study of The Standish Group International, 44% of software projects cost more and last longer than expected. More accurate the effort estimation is; the better the enterprise gets organized and the more the software project…
Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…
Intent classifiers are vital to the successful operation of virtual agent systems. This is especially so in voice activated systems where the data can be noisy with many ambiguous directions for user intents. Before operation begins, these…
We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…
Many decisions in healthcare, business, and other policy domains are made without the support of rigorous evidence due to the cost and complexity of performing randomized experiments. Using observational data to answer causal questions is…
Introduction Data imbalance is one of the crucial issues in big data analysis with fewer labels. For example, in real-world healthcare data, spam detection labels, and financial fraud detection datasets. Many data balance methods were…
This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…
The hybrid power system state estimation problem requires computing the state of the power network using data from both legacy and phasor measurements. Recent research has shown that the normal equations approach in complex variables is…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
Estimating the effect of treatments from natural experiments, where treatments are pre-assigned, is an important and well-studied problem. We introduce a novel natural experiment dataset obtained from an early childhood literacy nonprofit.…
Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by…
The optimization of Value of Information (VoI) in sensor networks integrates awareness of the measured process in the communication system. However, most existing scheduling algorithms do not consider the specific needs of monitoring…
We consider a general statistical estimation problem involving a finite-dimensional target parameter vector. Beyond an internal data set drawn from the population distribution, external information, such as additional individual data or…