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The intraclass correlation coefficient (ICC) is a classical index of measurement reliability. With the advent of new and complex types of data for which the ICC is not defined, there is a need for new ways to assess reliability. To meet…

Methodology · Statistics 2020-04-29 Meng Xu , Philip T. Reiss , Ivor Cribben

Imitation learning (IL) aims to learn an optimal policy from demonstrations. However, such demonstrations are often imperfect since collecting optimal ones is costly. To effectively learn from imperfect demonstrations, we propose a novel…

Machine Learning · Computer Science 2019-01-31 Yueh-Hua Wu , Nontawat Charoenphakdee , Han Bao , Voot Tangkaratt , Masashi Sugiyama

When analyzing incomplete data, is it better to use multiple imputation (MI) or full information maximum likelihood (ML)? In large samples ML is clearly better, but in small samples ML's usefulness has been limited because ML commonly uses…

Methodology · Statistics 2017-03-24 Paul T. von Hippel

We study properties of confidence intervals (CIs) for the difference of two Bernoulli distributions' success parameters, $p_x - p_y$, in the case where the goal is to obtain a CI of a given half-width while minimizing sampling costs when…

Methodology · Statistics 2023-11-23 Ignacio Erazo , David Goldsman , Yajun Mei

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

In Natural Language Processing (NLP), binary classification algorithms are often evaluated using the F1 score. Because the sample F1 score is an estimate of the population F1 score, it is not sufficient to report the sample F1 score without…

Methodology · Statistics 2024-06-11 Kevin Fu Yuan Lam , Vikneswaran Gopal , Jiang Qian

When a ranking of institutions such as medical centers or universities is based on an indicator provided with a standard error, confidence intervals should be calculated to assess the quality of these ranks. We consider the problem of…

Methodology · Statistics 2018-12-14 Diaa Al Mohamad , Jelle J. Goeman , Erik W. van Zwet

We consider the problem of constructing honest confidence intervals (CIs) for a scalar parameter of interest, such as the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To…

Applications · Statistics 2020-04-08 Timothy B. Armstrong , Michal Kolesár

For the quantification of QoE, subjects often provide individual rating scores on certain rating scales which are then aggregated into Mean Opinion Scores (MOS). From the observed sample data, the expected value is to be estimated. While…

Methodology · Statistics 2018-06-05 Tobias Hossfeld , Poul E. Heegaard , Martin Varela , Lea Skorin-Kapov

Stepped wedge cluster randomized trials (SW-CRTs) with binary outcomes are increasingly used in prevention and implementation studies. Marginal models represent a flexible tool for analyzing SW-CRTs with population-averaged interpretations,…

Methodology · Statistics 2021-01-05 Fan Li , Hengshi Yu , Paul J. Rathouz , Elizabeth L. Turner , John S. Preisser

Interval estimation of quantiles has been treated by many in the literature. However, to the best of our knowledge there has been no consideration for interval estimation when the data are available in grouped format. Motivated by this, we…

Applications · Statistics 2017-12-08 Dilanka S. Dedduwakumara , Luke A. Prendergast

We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…

Econometrics · Economics 2023-08-11 Timothy B. Armstrong , Michal Kolesár , Soonwoo Kwon

The robust Wald confidence interval (CI) for the Cox model is commonly used when the model may be misspecified or when weights are applied. However it can perform poorly when there are few events in one or both treatment groups, as may…

Methodology · Statistics 2025-08-19 Yongwu Shao , Xu Guo

It is well known that it is impossible to construct useful confidence intervals (CIs) about the mean or median of a response $Y$ conditional on features $X = x$ without making strong assumptions about the joint distribution of $X$ and $Y$.…

Methodology · Statistics 2024-01-29 Jayoon Jang , Emmanuel Candès

Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. In this paper, we evaluate and compare five bootstrap-based methods for making confidence intervals: two…

Performance uncertainty quantification is essential for reliable validation and eventual clinical translation of medical imaging artificial intelligence (AI). Confidence intervals (CIs) play a central role in this process by indicating how…

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

Multiple imputation (MI) is an established technique to handle missing data in observational studies. Joint modeling (JM) and fully conditional specification (FCS) are commonly used methods for imputing multilevel clustered data. However,…

Methodology · Statistics 2022-09-28 Mei Dong , Aya Mitani

Statistical inference of the high-dimensional regression coefficients is challenging because the uncertainty introduced by the model selection procedure is hard to account for. A critical question remains unsettled; that is, is it possible…

Methodology · Statistics 2025-01-06 Xiaorui Zhu , Yichen Qin , Peng Wang