Related papers: Double robust inference for continuous updating GM…
We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…
This work proposes a parametric probabilistic approach to model damage accumulation using the double linear damage rule (DLDR) considering the existence of limited experimental fatigue data. A probabilistic version of DLDR is developed in…
Determining the robustness of deep learning models is an established and ongoing challenge within automated decision-making systems. With the advent and success of techniques that enable advanced deep learning (DL), these models are being…
Marginal maximum likelihood estimation (MMLE) in item response theory (IRT) is highly sensitive to aberrant responses, such as careless answering and random guessing, which can reduce estimation accuracy. To address this issue, this study…
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…
In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…
Robins (1998) introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. He established…
We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…
Estimation and counterfactual analysis in dynamic structural models rely on assumptions about the dynamic process of latent variables, which may be misspecified. We propose a framework to quantify the sensitivity of scalar parameters of…
The robustness of fault detection algorithms against uncertainty is crucial in the real-world industrial environment. Recently, a new probabilistic design scheme called distributionally robust fault detection (DRFD) has emerged and received…
In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…
Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…
The widespread co-existence of misspecification and weak identification in asset pricing has led to an overstated performance of risk factors. Because the conventional Fama and MacBeth (1973) methodology is jeopardized by misspecification…
In this paper, we study distributionally robust offline reinforcement learning (robust offline RL), which seeks to find an optimal policy purely from an offline dataset that can perform well in perturbed environments. In specific, we…
We study the task of conducting structured reasoning as generating a reasoning graph from natural language input using large language models (LLMs). Previous approaches have explored various prompting schemes, yet they suffer from error…
The double machine learning (DML) method combines the predictive power of machine learning with statistical estimation to conduct inference about the structural parameter of interest. This paper presents the R package `xtdml`, which…
Variable selection can be performed by testing conditional independence (CI) between each predictor and the response, given the other predictors. A doubly robust and powerful option for these CI tests is the projected covariance measure…
Magnetic resonance imaging (MRI) is a vital diagnostic tool, but its inherently long acquisition times reduce clinical efficiency and patient comfort. Recent advancements in deep learning, particularly diffusion models, have improved…
The ability to learn disentangled representations that split underlying sources of variation in high dimensional, unstructured data is important for data efficient and robust use of neural networks. While various approaches aiming towards…
Evaluating the performance of an ongoing policy plays a vital role in many areas such as medicine and economics, to provide crucial instructions on the early-stop of the online experiment and timely feedback from the environment. Policy…