Related papers: scpi: Uncertainty Quantification for Synthetic Con…
Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…
Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…
We introduce a synthetic control methodology to study policies with staggered adoption. Many policies, such as the board gender diversity policies, are replicated by other policy setters at different time frames. Our method estimates the…
Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…
We propose a computationally efficient method to construct nonparametric, heteroscedastic prediction bands for uncertainty quantification, with or without any user-specified predictive model. Our approach provides an alternative to the…
Conventional methods in causal effect inferencetypically rely on specifying a valid set of control variables. When this set is unknown or misspecified, inferences will be erroneous. We propose a method for inferring average causal effects…
The opaque nature of transformer-based models, particularly in applications susceptible to unethical practices such as dark-patterns in user interfaces, requires models that integrate uncertainty quantification to enhance trust in…
A plethora of disparate statistical methods have been proposed for subgroup identification to help tailor treatment decisions for patients. However a majority of them do not have corresponding R packages and the few that do pertain to…
This paper introduces a comprehensive, multi-stage machine learning methodology that effectively integrates information systems and artificial intelligence to enhance decision-making processes within the domain of operations research. The…
Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…
The synthetic difference-in-differences method provides an efficient method to estimate a causal effect with a latent factor model. However, it relies on the use of panel data. This paper presents an adaptation of the synthetic…
Advancements in Artificial Intelligence, particularly with ChatGPT, have significantly impacted software development. Utilizing novel data from GitHub Innovation Graph, we hypothesize that ChatGPT enhances software production efficiency.…
This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method…
A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…
We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…
Uncertainty quantification of causal effects is crucial for safety-critical applications such as personalized medicine. A powerful approach for this is conformal prediction, which has several practical benefits due to model-agnostic…
The synthetic control method is often applied to problems with one treated unit and a small number of control units. A common inferential task in this setting is to test null hypotheses regarding the average treatment effect on the treated.…
In this paper, we adopt results in nonlinear time series analysis for causal inference in dynamical settings.~Our motivation is policy analysis with panel data, particularly through the use of "synthetic control" methods. These methods…
In this article we propose a set of simple principles to guide empirical practice in synthetic control studies. The proposed principles follow from formal properties of synthetic control estimators, and pertain to the nature, implications,…
We propose a provably stabilizing and tractable approach for control of constrained linear systems under intermittent observations and unreliable transmissions of control commands. A smart sensor equipped with a Kalman filter is employed…