Related papers: Misspecified Model Estimation and Its Impact on Pr…
In order to estimate the population mean in the presence of both non-response and measurement errors that are uncorrelated, the paper presents some novel estimators employing ranked set sampling by utilizing auxiliary information.Up to the…
Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they…
Evaluating predictive models is a crucial task in predictive analytics. This process is especially challenging with time series data where the observations show temporal dependencies. Several studies have analysed how different performance…
Model misspecification is a long-standing enigma of the Bayesian inference framework as posteriors tend to get overly concentrated on ill-informed parameter values towards the large sample limit. Tempering of the likelihood has been…
This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…
Small area models are mixed effects regression models that link the small areas and borrow strength from similar domains. When the auxiliary variables used in the models are measured with error, small area estimators that ignore the…
Performative predictions influence the very outcomes they aim to forecast. We study performative predictions that affect a sample (e.g., only existing users of an app) and/or the whole population (e.g., all potential app users). This raises…
Recent work has shown that models trained to the same objective, and which achieve similar measures of accuracy on consistent test data, may nonetheless behave very differently on individual predictions. This inconsistency is undesirable in…
Disagreement remains on what the target estimand should be for population-adjusted indirect treatment comparisons. This debate is of central importance for policy-makers and applied practitioners in health technology assessment.…
Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…
This paper provides nonparametric identification results for random coefficient distributions in perturbed utility models. We cover discrete and continuous choice models. We establish identification using variation in mean quantities, and…
Modern applications of machine learning (ML) deal with increasingly heterogeneous datasets comprised of data collected from overlapping latent subpopulations. As a result, traditional models trained over large datasets may fail to recognize…
We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in an additive separable way, but without imposing any…
Distributed lag models (DLMs) express the cumulative and delayed dependence between pairs of time-indexed response and explanatory variables. In practical application, users of DLMs examine the estimated influence of a series of lagged…
Open-generation bias benchmarks evaluate social biases in Large Language Models (LLMs) by analyzing their outputs. However, the classifiers used in analysis often have inherent biases, leading to unfair conclusions. This study examines such…
Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture…
Over the past decade, the use of machine learning (ML) models in healthcare applications has rapidly increased. Despite high performance, modern ML models do not always capture patterns the end user requires. For example, a model may…
In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…
Individual-specific, time-constant, random effects are often used to model dependence and/or to account for omitted covariates in regression models for longitudinal responses. Longitudinal studies have known a huge and widespread use in the…
We consider the problem of parameter estimation using weakly supervised datasets, where a training sample consists of the input and a partially specified annotation, which we refer to as the output. The missing information in the annotation…