Related papers: Estimation under Model Misspecification with Fake …
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
Conformal unlearning aims to ensure that a trained conformal predictor miscovers data points with specific shared characteristics, such as those from a particular label class, associated with a specific user, or belonging to a defined…
Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…
This work presents a new approach, called MISFIT, for fitting generalized functional linear regression models with sparsely and irregularly sampled data. Current methods do not allow for consistent estimation unless one assumes that the…
Modern imaging techniques heavily rely on Bayesian statistical models to address difficult image reconstruction and restoration tasks. This paper addresses the objective evaluation of such models in settings where ground truth is…
Feature importance estimates that inform users about the degree to which given inputs influence the output of a predictive model are crucial for understanding, validating, and interpreting machine-learning models. However, providing fast…
Despite being able to capture a range of features of the data, high accuracy models trained with supervision tend to make similar predictions. This seemingly implies that high-performing models share similar biases regardless of training…
A new type of robust estimation problem is introduced where the goal is to recover a statistical model that has been corrupted after it has been estimated from data. Methods are proposed for "repairing" the model using only the design and…
Estimating how well a machine learning model performs during inference is critical in a variety of scenarios (for example, to quantify uncertainty, or to choose from a library of available models). However, the standard accuracy estimate of…
Semi-supervised learning has attracted significant attention due to the proliferation of applications featuring limited labeled data but abundant unlabeled data. In this paper, we examine the statistical inference problem in an…
Forming a reliable judgement of a machine learning (ML) model's appropriateness for an application ecosystem is critical for its responsible use, and requires considering a broad range of factors including harms, benefits, and…
Results reported in large-scale multilingual evaluations are often fragmented and confounded by factors such as target languages, differences in experimental setups, and model choices. We propose a framework that disentangles these…
We study parameter estimation in Nonlinear Factor Analysis (NFA) where the generative model is parameterized by a deep neural network. Recent work has focused on learning such models using inference (or recognition) networks; we identify a…
The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…
We consider high-dimensional inference when the assumed linear model is misspecified. We describe some correct interpretations and corresponding sufficient assumptions for valid asymptotic inference of the model parameters, which still have…
Overfitting is a phenomenon that occurs when a machine learning model is trained for too long and focused too much on the exact fitness of the training samples to the provided training labels and cannot keep track of the predictive rules…
We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…
Imbalances in covariates between treatment groups are frequent in observational studies and can lead to biased comparisons. Various adjustment methods can be employed to correct these biases in the context of multi-level treatments ($>$ 2).…
We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…
Confidence estimation, a task that aims to evaluate the trustworthiness of the model's prediction output during deployment, has received lots of research attention recently, due to its importance for the safe deployment of deep models.…