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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

Stochastic iterative methods are useful in a variety of large-scale numerical linear algebraic, machine learning, and statistical problems, in part due to their low-memory footprint. They are frequently used in a variety of applications,…

Numerical Analysis · Mathematics 2025-11-27 Toby Anderson , Max Collins , Jamie Haddock , Jackie Lok , Elizaveta Rebrova

High-quality estimates of uncertainty and robustness are crucial for numerous real-world applications, especially for deep learning which underlies many deployed ML systems. The ability to compare techniques for improving these estimates is…

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Machine Learning · Computer Science 2024-08-29 Harris Papadopoulos

Machine learning models rely on various assumptions to attain high accuracy. One of the preliminary assumptions of these models is the independent and identical distribution, which suggests that the train and test data are sampled from the…

Machine Learning · Computer Science 2022-11-08 Paras Sheth , Raha Moraffah , K. Selçuk Candan , Adrienne Raglin , Huan Liu

Accurate conditional prediction in the regression setting plays an important role in many real-world problems. Typically, a point prediction often falls short since no attempt is made to quantify the prediction accuracy. Classically, under…

Methodology · Statistics 2025-09-04 Kejin Wu , Dimitris N. Politis

Continuous integration is an indispensable step of modern software engineering practices to systematically manage the life cycles of system development. Developing a machine learning model is no difference - it is an engineering process…

Machine Learning · Computer Science 2019-03-04 Cedric Renggli , Bojan Karlaš , Bolin Ding , Feng Liu , Kevin Schawinski , Wentao Wu , Ce Zhang

Covariate adjustment is widely recommended to improve statistical efficiency in randomized clinical trials (RCTs), yet empirical evidence comparing available strategies remains limited. This lack of real-world evaluation leaves unresolved…

Applications · Statistics 2026-02-03 Yulin Shao , Liangbo Lyu , Menggang Yu , Bingkai Wang

Evaluating whether explanations faithfully reflect a model's reasoning remains an open problem. Existing benchmarks use single interventions without statistical testing, making it impossible to distinguish genuine faithfulness from…

Computation and Language · Computer Science 2026-03-20 Abhinaba Basu , Pavan Chakraborty

We compute bias, variance, and approximate confidence intervals for the efficiency of a random selection process under various special conditions that occur in practical data analysis. We consider the following cases: a) the number of…

Applications · Statistics 2023-11-30 Hans Dembinski , Michael Schmelling

Consider a statistical problem where a set of parameters are of interest to a researcher. Then multiple confidence intervals can be constructed to infer the set of parameters simultaneously. The constructed multiple confidence intervals are…

Methodology · Statistics 2019-12-10 Taeho Kim , Edsel A. Pena

In the deployment of large language models (LLMs), accurate confidence estimation is critical for assessing the credibility of model predictions. However, existing methods often fail to overcome the issue of overconfidence on incorrect…

Computation and Language · Computer Science 2024-02-20 Pei Wang , Yejie Wang , Muxi Diao , Keqing He , Guanting Dong , Weiran Xu

Context: Machine learning (ML) and deep learning (DL) analyze raw data to extract valuable insights in specific phases. The rise of continuous practices in software projects emphasizes automating Continuous Integration (CI) with these…

Software Engineering · Computer Science 2024-07-03 Ali Kazemi Arani , Triet Huynh Minh Le , Mansooreh Zahedi , M. Ali Babar

Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the…

Methodology · Statistics 2014-04-03 Adel Javanmard , Andrea Montanari

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

As large language models attract increasing attention and find widespread application, concurrent challenges of reliability also arise at the same time. Confidence calibration, an effective analysis method for gauging the reliability of…

Computation and Language · Computer Science 2023-11-23 Chiwei Zhu , Benfeng Xu , Quan Wang , Yongdong Zhang , Zhendong Mao

Network Intrusion Detection Systems (NIDS) are a fundamental tool in cybersecurity. Their ability to generalize across diverse networks is a critical factor in their effectiveness and a prerequisite for real-world applications. In this…

Cryptography and Security · Computer Science 2025-09-18 Marco Cantone , Claudio Marrocco , Alessandro Bria

In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…

Methodology · Statistics 2020-08-04 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

To enable personalized cancer treatment, machine learning models have been developed to predict drug response as a function of tumor and drug features. However, most algorithm development efforts have relied on cross validation within a…

Despite the increasing relevance of forecasting methods, causal implications of these algorithms remain largely unexplored. This is concerning considering that, even under simplifying assumptions such as causal sufficiency, the statistical…