Related papers: A Bilateral Bound on the Mean-Square Error for Est…
New upper and lower bounds for the error probability over an erasure channel are provided, making use of Wei's generalized weights, hierarchy and spectra. In many situations the upper and lower bounds coincide and this allows improvement of…
In this paper we present a series of results that permit to extend in a direct manner uniform deviation inequalities of the empirical process from the independent to the dependent case characterizing the additional error in terms of…
In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…
This article addresses the problem of estimating the population mean in the presence of auxiliary information when study variable itself is qualitative in nature. Bias and mean squared error (MSE) expressions of the class of estimators are…
Data imbalance exists ubiquitously in real-world visual regressions, e.g., age estimation and pose estimation, hurting the model's generalizability and fairness. Thus, imbalanced regression gains increasing research attention recently.…
This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or…
We investigate the finite sample performance of sample splitting, cross-fitting and averaging for the estimation of the conditional average treatment effect. Recently proposed methods, so-called meta-learners, make use of machine learning…
An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…
An empirical best linear unbiased prediction (EBLUP) estimator is utilized for efficient inference in small-area estimation. To measure its uncertainty, we need to estimate its mean squared error (MSE) since the true MSE cannot generally be…
For sensitivity analysis against unmeasured confounding, we build on the marginal sensitivity model (MSM) and propose a new model, deMSM, by incorporating a second constraint on the shift of potential outcome distributions caused by…
Numerous lines of aim to control $\textit{model disagreement}$ -- the extent to which two machine learning models disagree in their predictions. We adopt a simple and standard notion of model disagreement in real-valued prediction problems,…
We propose a unifying general framework of quantitative primal and dual sufficient and necessary error bound conditions covering linear and nonlinear, local and global settings. The function is not assumed to possess any particular…
We consider the problem of signal estimation (denoising) from a statistical-mechanical perspective, in continuation to a recent work on the analysis of mean-square error (MSE) estimation using a direct relationship between optimum…
We study the estimation capacity of the generalized Lasso, i.e., least squares minimization combined with a (convex) structural constraint. While Lasso-type estimators were originally designed for noisy linear regression problems, it has…
Meta learning uses information from base learners (e.g. classifiers or estimators) as well as information about the learning problem to improve upon the performance of a single base learner. For example, the Bayes error rate of a given…
We study the connection between multicalibration and boosting for squared error regression. First we prove a useful characterization of multicalibration in terms of a ``swap regret'' like condition on squared error. Using this…
We present an a posteriori error analysis for the mixed virtual element method (mixed VEM) applied to second order elliptic equations in divergence form with mixed boundary conditions. The resulting error estimator is of residual-type. It…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…
This paper studies the effect of parametric mismatch in minimum mean square error (MMSE) estimation. In particular, we consider the problem of estimating the input signal from the output of an additive white Gaussian channel whose gain is…