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A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…

Machine Learning · Computer Science 2021-05-04 Tianyi Zhang , Ikko Yamane , Nan Lu , Masashi Sugiyama

Difference in proportions is frequently used to measure treatment effect for binary outcomes in randomized clinical trials. The estimation of difference in proportions can be assisted by adjusting for prognostic baseline covariates to…

Methodology · Statistics 2023-08-31 Jialuo Liu , Dong Xi

This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…

Optimization and Control · Mathematics 2023-09-08 Liviu Aolaritei , Nicolas Lanzetti , Hongruyu Chen , Florian Dörfler

Over the last decades, many prognostic models based on artificial intelligence techniques have been used to provide detailed predictions in healthcare. Unfortunately, the real-world observational data used to train and validate these models…

Machine Learning · Computer Science 2023-11-21 Alice Bernasconi , Alessio Zanga , Peter J. F. Lucas , Marco Scutari , Fabio Stella

Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…

Machine Learning · Statistics 2024-04-25 Tianyu Guo , Sai Praneeth Karimireddy , Michael I. Jordan

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

In the analysis of survey data, sampling weights are needed for consistent estimation of the population. However, the original inverse probability weights from the survey sample design are typically modified to account for non-response, to…

Computation · Statistics 2025-08-19 Matthew R. Williams , Terrance D. Savitsky

Matching a nonprobability sample to a probability sample is one strategy both for selecting the nonprobability units and for weighting them. This approach has been employed in the past to select subsamples of persons from a large panel of…

Methodology · Statistics 2021-12-03 Zhan Liu , Richard Valliant

The recently published ICH E9 addendum on estimands in clinical trials provides a framework for precisely defining the treatment effect that is to be estimated, but says little about estimation methods. Here we report analyses of a clinical…

Applications · Statistics 2023-09-25 Camila Olarte Parra , Rhian M. Daniel , David Wright , Jonathan W. Bartlett

Propensity score weighting is widely used to improve the representativeness and correct the selection bias in the voluntary sample. The propensity score is often developed using a model for the sampling probability, which can be subject to…

Methodology · Statistics 2022-07-20 Hengfang Wang , Jae Kwang Kim

Estimation of local average treatment effects in randomized trials typically requires an assumption known as the exclusion restriction in cases where we are unwilling to rule out unmeasured confounding. Under this assumption, any benefit…

Methodology · Statistics 2020-08-17 Andrew J. Spieker , Robert A. Greevy , Lyndsay A. Nelson , Lindsay S. Mayberry

Clinical machine learning applications are often plagued with confounders that are clinically irrelevant, but can still artificially boost the predictive performance of the algorithms. Confounding is especially problematic in mobile health…

Applications · Statistics 2018-11-29 Elias Chaibub Neto

Causally interpretable meta-analysis combines information from a collection of randomized controlled trials to estimate treatment effects in a target population in which experimentation may not be possible but covariate information can be…

Methodology · Statistics 2022-05-03 Jon A. Steingrimsson , David H. Barker , Ruofan Bie , Issa J. Dahabreh

From scientific experiments to online A/B testing, the previously observed data often affects how future experiments are performed, which in turn affects which data will be collected. Such adaptivity introduces complex correlations between…

Machine Learning · Statistics 2018-01-03 Xinkun Nie , Xiaoying Tian , Jonathan Taylor , James Zou

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

Subsampling methods aim to select a subsample as a surrogate for the observed sample. Such methods have been used pervasively in large-scale data analytics, active learning, and privacy-preserving analysis in recent decades. Instead of…

Machine Learning · Statistics 2022-06-03 Jingyi Zhang , Cheng Meng , Jun Yu , Mengrui Zhang , Wenxuan Zhong , Ping Ma

Interventions to increase active commuting have been recommended as a method to increase population physical activity, but evidence is mixed. Social norms related to travel behaviour may influence the uptake of active commuting…

Multiagent Systems · Computer Science 2022-08-11 Robert Greener , Daniel Lewis , Jon Reades , Simon Miles , Steven Cummins

Stochastic traffic capacity is used in traffic modelling and control for unidirectional sections of road infrastructure, although some of the estimation methods have recently proved flawed. However, even sound estimation methods require…

Applications · Statistics 2026-02-24 Igor Mikolasek

Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…

Statistics Theory · Mathematics 2015-11-12 Jonathan Rougier