Related papers: Logistic Regression Equivalence: A Framework for C…
Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…
A common problem in numerous research areas, particularly in clinical trials, is to test whether the effect of an explanatory variable on an outcome variable is equivalent across different groups. In practice, these tests are frequently…
The credit scoring risk management is a fast growing field due to consumer's credit requests. Credit requests, of new and existing customers, are often evaluated by classical discrimination rules based on customers information. However,…
A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be…
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…
Complex statistical machine learning models are increasingly being used or considered for use in high-stakes decision-making pipelines in domains such as financial services, health care, criminal justice and human services. These models are…
This paper focuses on the problem of testing the null hypothesis that the regression functions of several populations are equal under a general nonparametric homoscedastic regression model. It is well known that linear kernel regression…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…
Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…
This paper is motivated by the comparison of genetic networks based on microarray samples. The aim is to test whether the differences observed between two inferred Gaussian graphical models come from real differences or arise from…
We present a flexible framework for learning predictive models that approximately satisfy the equalized odds notion of fairness. This is achieved by introducing a general discrepancy functional that rigorously quantifies violations of this…
While discriminative classifiers often yield strong predictive performance, missing feature values at prediction time can still be a challenge. Classifiers may not behave as expected under certain ways of substituting the missing values,…
Fairness-aware learning aims to mitigate discrimination against specific protected social groups (e.g., those categorized by gender, ethnicity, age) while minimizing predictive performance loss. Despite efforts to improve fairness in…
High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression…
Increasing nonresponse rates and the cost of data collection are two pressing problems encountered in traditional probability surveys. The proliferation of inexpensive data from web surveys stimulates interest in statistical techniques for…
The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…
We introduce equivalence testing procedures for linear regression analyses. Such tests can be very useful for confirming the lack of a meaningful association between a continuous outcome and a continuous or binary predictor. Specifically,…
Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model. We present simple examples demonstrating how comparisons based on test…
Algorithms are now routinely used to make consequential decisions that affect human lives. Examples include college admissions, medical interventions or law enforcement. While algorithms empower us to harness all information hidden in vast…