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Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood (MSL) estimators,…

Econometrics · Economics 2019-08-13 Michael Griebel , Florian Heiss , Jens Oettershagen , Constantin Weiser

Empirical claims often rely on one population, design, and analysis. Many-analysts, multiverse, and robustness studies expose how results can vary across plausible analytic choices. Synthesizing these results, however, is nontrivial as all…

Methodology · Statistics 2025-11-24 František Bartoš , Suzanne Hoogeveen , Alexandra Sarafoglou , Samuel Pawel

Integrating multiple observational studies to make unconfounded causal or descriptive comparisons of group potential outcomes in a large natural population is challenging. Moreover, retrospective cohorts, being convenience samples, are…

Methodology · Statistics 2024-07-19 Subharup Guha , Yi Li

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

Random-effects meta-analyses are very commonly used in medical statistics. Recent methodological developments include multivariate (multiple outcomes) and network (multiple treatments) meta-analysis. Here we provide a new model and…

Methodology · Statistics 2017-08-16 Dan Jackson , Sylwia Bujkiewicz , Martin Law , Richard D Riley , Ian White

Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…

Machine Learning · Statistics 2025-05-20 Yan Chen , Jose Blanchet , Krzysztof Dembczynski , Laura Fee Nern , Aaron Flores

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

Methodology · Statistics 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller

Meta-analysis combines pertinent information from existing studies to provide an overall estimate of population parameters/effect sizes, as well as to quantify and explain the differences between studies. However, testing the between-study…

Methodology · Statistics 2020-11-13 Han Du , Ge Jiang , Zijun Ke

Higher order correlation measurements involve multiple event averages which must run over unequal events to avoid statistical bias. We derive correction formulas for small event samples, where the bias is largest, and utilize the results to…

High Energy Physics - Experiment · Physics 2009-10-22 H. C. Eggers , P. Lipa

Due to spurious correlations, machine learning systems often fail to generalize to environments whose distributions differ from the ones used at training time. Prior work addressing this, either explicitly or implicitly, attempted to find a…

Machine Learning · Computer Science 2022-10-19 Chaochao Lu , Yuhuai Wu , Jośe Miguel Hernández-Lobato , Bernhard Schölkopf

We develop an encompassing framework for matching, covariate balancing, and doubly-robust methods for causal inference from observational data called generalized optimal matching (GOM). The framework is given by generalizing a new…

Machine Learning · Statistics 2017-10-30 Nathan Kallus

The quality of meeting summaries generated by natural language generation (NLG) systems is hard to measure automatically. Established metrics such as ROUGE and BERTScore have a relatively low correlation with human judgments and fail to…

Computation and Language · Computer Science 2025-02-19 Frederic Kirstein , Terry Ruas , Bela Gipp

While randomized controlled trials (RCTs) are the gold standard for estimating treatment effects in medical research, there is increasing use of and interest in using real-world data for drug development. One such use case is the…

Methodology · Statistics 2021-10-11 Devin Incerti , Michael T Bretscher , Ray Lin , Chris Harbron

Leave-one-out (LOO) prediction provides a principled, data-dependent measure of generalization, yet guarantees in fully transductive settings remain poorly understood beyond specialized models. We introduce Median of Level-Set Aggregation…

Machine Learning · Computer Science 2026-03-03 Jian Qian , Jiachen Xu

This paper develops a general concentration inequality for the suprema of empirical processes with dependent data. The concentration inequality is obtained by combining generic chaining with a coupling-based strategy. Our framework…

Econometrics · Economics 2026-02-23 Chiara Amorino , Christian Brownlees , Ankita Ghosh

Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…

Computation · Statistics 2018-12-19 Jonathan H. Huggins , Ryan P. Adams , Tamara Broderick

Hallucinations are a common issue that undermine the reliability of large language models (LLMs). Recent studies have identified a specific subset of hallucinations, known as confabulations, which arise due to predictive uncertainty of…

Machine Learning · Computer Science 2025-10-24 Mykyta Ielanskyi , Kajetan Schweighofer , Lukas Aichberger , Sepp Hochreiter

Large language models (LLMs) have shown strong results on a range of applications, including regression and scoring tasks. Typically, one obtains outputs from an LLM via autoregressive sampling from the model's output distribution. We show…

Computation and Language · Computer Science 2024-11-04 Michal Lukasik , Harikrishna Narasimhan , Aditya Krishna Menon , Felix Yu , Sanjiv Kumar

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…

Machine Learning · Computer Science 2020-03-31 Yuanzhi Li , Yingyu Liang
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