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Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

Random effects model can account for the lack of fitting a regression model and increase precision of estimating area-level means. However, in case that the synthetic mean provides accurate estimates, the prior distribution may inflate an…

Methodology · Statistics 2016-12-05 Shonosuke Sugasawa , Tatsuya Kubokawa , Kota Ogasawara

Efficient feature selection from high-dimensional datasets is a very important challenge in many data-driven fields of science and engineering. We introduce a statistical mechanics inspired strategy that addresses the problem of sparse…

Machine Learning · Statistics 2021-04-07 Alfredo Braunstein , Thomas Gueudré , Andrea Pagnani , Mirko Pieropan

We consider Bayes and Empirical Bayes (EB) approaches for dealing with violations of parallel trends. In the Bayes approach, the researcher specifies a prior over both the pre-treatment violations of parallel trends $\delta_{pre}$ and the…

Econometrics · Economics 2024-04-19 Soonwoo Kwon , Jonathan Roth

We consider the problem of Bayesian regression with trustworthy uncertainty quantification. We define that the uncertainty quantification is trustworthy if the ground truth can be captured by intervals dependent on the predictive…

Machine Learning · Statistics 2024-07-30 Zhenyuan Yuan , Thinh T. Doan

Counterfactual Explanations (CFEs) interpret machine learning models by identifying the smallest change to input features needed to change the model's prediction to a desired output. For classification tasks, CFEs determine how close a…

Machine Learning · Computer Science 2025-10-01 Margarita A. Guerrero , Cristian R. Rojas

In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for…

Machine Learning · Statistics 2019-12-02 Q. A. Meertens , C. G. H. Diks , H. J. van den Herik , F W Takes

Most techniques for explainable machine learning focus on feature attribution, i.e., values are assigned to the features such that their sum equals the prediction. Example attribution is another form of explanation that assigns weights to…

Machine Learning · Computer Science 2025-02-28 Genghua Dong , Henrik Boström , Michalis Vazirgiannis , Roman Bresson

Entity resolution (ER) is the task of identifying all records in a database that refer to the same underlying entity, and are therefore duplicates of each other. Due to inherent ambiguity of data representation and poor data quality, ER is…

Databases · Computer Science 2017-02-07 Arya Mazumdar , Barna Saha

Truth discovery is to resolve conflicts and find the truth from multiple-source statements. Conventional methods mostly research based on the mutual effect between the reliability of sources and the credibility of statements, however, pay…

Computation and Language · Computer Science 2016-11-08 Luyang Li , Bing Qin , Wenjing Ren , Ting Liu

Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…

Methodology · Statistics 2022-06-13 Yichen Cheng , Yichuan Zhao

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

Given that distributed systems face adversarial behaviors such as eavesdropping and cyberattacks, how to ensure the evidence fusion result is credible becomes a must-be-addressed topic. Different from traditional research that assumes nodes…

Cryptography and Security · Computer Science 2024-12-10 Chaoxiong Ma , Yan Liang

We consider the problem of estimating the means $\mu_i$ of $n$ random variables $Y_i \sim N(\mu_i,1)$, $i=1,\ldots ,n$. Assuming some structure on the $\mu$ process, e.g., a state space model, one may use a summary statistics for the…

Statistics Theory · Mathematics 2014-06-05 E. Greenshtein , A. Mansura , Y. Ritov

In this paper, we are concerned with attributing meaning to the results of a Bayesian analysis for a problem which is sufficiently complex that we are unable to assert a precise correspondence between the expert probabilistic judgements of…

Statistics Theory · Mathematics 2015-12-04 Daniel Williamson , Michael Goldstein

Comparison data arises in many important contexts, e.g. shopping, web clicks, or sports competitions. Typically we are given a dataset of comparisons and wish to train a model to make predictions about the outcome of unseen comparisons. In…

Machine Learning · Statistics 2018-07-25 Stephen Ragain , Alexander Peysakhovich , Johan Ugander

The Bayes error rate (BER) is a fundamental concept in machine learning that quantifies the best possible accuracy any classifier can achieve on a fixed probability distribution. Despite years of research on building estimators of lower and…

Machine Learning · Computer Science 2021-11-08 Cedric Renggli , Luka Rimanic , Nora Hollenstein , Ce Zhang

Bayesian optimal experimental design provides a principled framework for selecting experimental settings that maximize obtained information. In this work, we focus on estimating the expected information gain in the setting where the…

Machine Learning · Statistics 2025-10-02 Chuntao Chen , Tapio Helin , Nuutti Hyvönen , Yuya Suzuki

Conditional average treatment effects (CATEs) allow us to understand the effect heterogeneity across a large population of individuals. However, typical CATE learners assume all confounding variables are measured in order for the CATE to be…

Machine Learning · Computer Science 2022-02-01 Yao Zhang , Jeroen Berrevoets , Mihaela van der Schaar

Adding domain knowledge to a learning system is known to improve results. In multi-parameter Bayesian frameworks, such knowledge is incorporated as a prior. On the other hand, various model parameters can have different learning rates in…

Machine Learning · Computer Science 2022-06-22 Sareh Nabi , Houssam Nassif , Joseph Hong , Hamed Mamani , Guido Imbens