Related papers: Multiple bias-calibration for adjusting selection …
It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…
The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…
We establish a general framework for statistical inferences with non-probability survey samples when relevant auxiliary information is available from a probability survey sample. We develop a rigorous procedure for estimating the propensity…
Confounding remains one of the major challenges to causal inference with observational data. This problem is paramount in medicine, where we would like to answer causal questions from large observational datasets like electronic health…
Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo…
For many applications of probabilistic classifiers it is important that the predicted confidence vectors reflect true probabilities (one says that the classifier is calibrated). It has been shown that common models fail to satisfy this…
We consider comparisons of statistical learning algorithms using multiple data sets, via leave-one-in cross-study validation: each of the algorithms is trained on one data set; the resulting model is then validated on each remaining data…
We propose a novel multi-dimensional integration algorithm using a machine learning (ML) technique. After training a ML regression model to mimic a target integrand, the regression model is used to evaluate an approximation of the integral.…
Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…
Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…
The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…
Administrative data, or non-probability sample data, are increasingly being used to obtain official statistics due to their many benefits over survey methods. In particular, they are less costly, provide a larger sample size, and are not…
We consider the problem of model multiplicity in downstream decision-making, a setting where two predictive models of equivalent accuracy cannot agree on the best-response action for a downstream loss function. We show that even when the…
Multiple importance sampling (MIS) is an increasingly used methodology where several proposal densities are used to approximate integrals, generally involving target probability density functions. The use of several proposals allows for a…
A probabilistic model is said to be calibrated if its predicted probabilities match the corresponding empirical frequencies. Calibration is important for uncertainty quantification and decision making in safety-critical applications. While…
Screening traditionally refers to the problem of detecting active inputs in the computer model. In this paper, we develop methodology that applies to screening, but the main focus is on detecting active inputs not in the computer model…
We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…
Subset selection for multiple linear regression aims to construct a regression model that minimizes errors by selecting a small number of explanatory variables. Once a model is built, various statistical tests and diagnostics are conducted…
The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…
Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…