English
Related papers

Related papers: Just Identified Indirect Inference Estimator: Accu…

200 papers

We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard…

Econometrics · Economics 2021-01-15 Timothy B. Armstrong , Michal Kolesár

This paper addresses a significant gap in explainable AI: the necessity of interpreting epistemic uncertainty in model explanations. Although current methods mainly focus on explaining predictions, with some including uncertainty, they fail…

Artificial Intelligence · Computer Science 2024-10-10 Helena Löfström , Tuwe Löfström , Johan Hallberg Szabadvary

The presence of confounding by high-dimensional variables complicates estimation of the average effect of a point treatment. On the one hand, it necessitates the use of variable selection strategies or more general data-adaptive…

Methodology · Statistics 2017-08-15 Vahe Avagyan , Stijn Vansteelandt

We develop Structured-Knowledge-Informed Neural Networks (SKINNs), a unified estimation framework that embeds theoretical, simulated, previously learned, or cross-domain insights as differentiable constraints within flexible neural function…

Machine Learning · Statistics 2026-04-02 Yi Cao , Zexun Chen , Lin William Cong , Heqing Shi

In healthcare applications, predictive uncertainty has been used to assess predictive accuracy. In this paper, we demonstrate that predictive uncertainty estimated by the current methods does not highly correlate with prediction error by…

Machine Learning · Computer Science 2021-07-08 Shi Hu , Nicola Pezzotti , Max Welling

We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…

Statistics Theory · Mathematics 2017-03-10 Shunan Zhao , Ruiqi Liu , Zuofeng Shang

The task of abductive natural language inference (\alpha{}nli), to decide which hypothesis is the more likely explanation for a set of observations, is a particularly difficult type of NLI. Instead of just determining a causal relationship,…

Computation and Language · Computer Science 2022-07-12 Emīls Kadiķis , Vaibhav Srivastav , Roman Klinger

In various statistical settings, the goal is to estimate a function which is restricted by the statistical model only through a conditional moment restriction. Prominent examples include the nonparametric instrumental variable framework for…

Methodology · Statistics 2025-05-28 AmirEmad Ghassami , James M. Robins , Andrea Rotnitzky

Inversion by Direct Iteration (InDI) is a new formulation for supervised image restoration that avoids the so-called "regression to the mean" effect and produces more realistic and detailed images than existing regression-based methods. It…

Image and Video Processing · Electrical Eng. & Systems 2024-02-05 Mauricio Delbracio , Peyman Milanfar

We propose a new method, semi-penalized inference with direct false discovery rate control (SPIDR), for variable selection and confidence interval construction in high-dimensional linear regression. SPIDR first uses a semi-penalized…

Methodology · Statistics 2013-12-02 Jian Huang , Shuangge Ma , Cun-Hui Zhang , Yong Zhou

Learning accurate probabilistic models from data is crucial in many practical tasks in data mining. In this paper we present a new non-parametric calibration method called \textit{ensemble of near isotonic regression} (ENIR). The method can…

Machine Learning · Computer Science 2015-11-18 Mahdi Pakdaman Naeini , Gregory F. Cooper

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

Context: New spectroscopic surveys will increase the number of astronomical objects requiring characterization by over tenfold.. Machine learning tools are required to address this data deluge in a fast and accurate fashion. Most machine…

Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of super-additivity they cannot lend themselves to comparisons…

Statistical Finance · Quantitative Finance 2015-10-19 Nassim Nicholas Taleb

A popular approach to model compression is to train an inexpensive student model to mimic the class probabilities of a highly accurate but cumbersome teacher model. Surprisingly, this two-step knowledge distillation process often leads to…

Machine Learning · Statistics 2021-04-21 Tri Dao , Govinda M Kamath , Vasilis Syrgkanis , Lester Mackey

In the flourishing live streaming industry, accurate recognition of streamers' emotions has become a critical research focus, with profound implications for audience engagement and content optimization. However, precise emotion coding…

Methodology · Statistics 2024-08-20 Ziqian Lin , Danyang Huang , Ziyu Xiong , Hansheng Wang

The categorical Gini correlation, $\rho_g$, was proposed by Dang et al. to measure the dependence between a categorical variable, $Y$ , and a numerical variable, $X$. It has been shown that $\rho_g$ has more appealing properties than…

Methodology · Statistics 2023-10-17 Sameera Hewage , Yongli Sang

In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The…

Methodology · Statistics 2019-05-21 Andreas Svensson , Dave Zachariah , Petre Stoica , Thomas B. Schön

A subjective expected utility policy making centre, managing complex, dynamic systems, needs to draw on the expertise of a variety of disparate panels of experts and integrate this information coherently. To achieve this, diverse supporting…

Methodology · Statistics 2015-12-21 Jim Q. Smith , Martine J. Barons , Manuele Leonelli

Accurately estimating parameters of physiological models is essential to achieving reliable digital twins. For Type 1 Diabetes, this is particularly challenging due to the complexity of glucose-insulin interactions. Traditional methods…