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The Importance Weighted Auto Encoder (IWAE) objective has been shown to improve the training of generative models over the standard Variational Auto Encoder (VAE) objective. Here, we derive importance weighted extensions to AVB and AAE.…

Machine Learning · Computer Science 2019-10-24 Daniel Jiwoong Im , Sridhama Prakhya , Jinyao Yan , Srinivas Turaga , Kristin Branson

The Wald test remains ubiquitous in statistical practice despite shortcomings such as its inaccuracy in small samples and lack of invariance under reparameterization. This paper develops on another but lesser-known shortcoming called the…

Methodology · Statistics 2022-09-15 Thomas William Yee

Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification…

Methodology · Statistics 2025-10-15 Clara Bicalho , Adam Bouyamourn , Thad Dunning

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

Study populations are typically sampled from limited points in space and time, and marginalized groups are underrepresented. To assess the external validity of randomized and observational studies, we propose and evaluate the worst-case…

Machine Learning · Statistics 2022-02-04 Sookyo Jeong , Hongseok Namkoong

The American Statistical Association (ASA) statement on statistical significance and P-values \cite{wasserstein2016asa} cautioned statisticians against making scientific decisions solely on the basis of traditional P-values. The statement…

Methodology · Statistics 2024-02-22 Abhisek Chakraborty , Megan H. Murray , Ilya Lipkovich , Yu Du

While Null Hypothesis Significance Testing (NHST) remains a widely used statistical tool, it suffers from several shortcomings in its common usage, such as conflating statistical and practical significance, the formulation of inappropriate…

Goal of these proceedings is to introduce a method based on event weighting in particle physics experiments. Weighting means that events are not just counted as integer numbers but are assigned a weight factor according to their importance…

Data Analysis, Statistics and Probability · Physics 2022-03-11 Joerg Pretz

Uncertainty estimation is crucial for the reliability of safety-critical human and artificial intelligence (AI) interaction systems, particularly in the domain of healthcare engineering. However, a robust and general uncertainty measure for…

Computation and Language · Computer Science 2024-11-19 Zhiyuan Wang , Jinhao Duan , Chenxi Yuan , Qingyu Chen , Tianlong Chen , Yue Zhang , Ren Wang , Xiaoshuang Shi , Kaidi Xu

Score matching is a vital tool for learning the distribution of data with applications across many areas including diffusion processes, energy based modelling, and graphical model estimation. Despite all these applications, little work…

Machine Learning · Statistics 2025-06-03 Josh Givens , Song Liu , Henry W J Reeve

Extreme Value Theory (EVT) is one of the most commonly used approaches in finance for measuring the downside risk of investment portfolios, especially during financial crises. In this paper, we propose a novel approach based on EVT called…

General Economics · Economics 2020-11-16 Hamidreza Arian , Hossein Poorvasei , Azin Sharifi , Shiva Zamani

There are many issues that can cause problems when attempting to infer model parameters from data. Data and models are both imperfect, and as such there are multiple scenarios in which standard methods of inference will lead to misleading…

Computation · Statistics 2024-05-01 Simon L. Cotter

Data integration approaches are increasingly used to enhance the efficiency and generalizability of studies. However, a key limitation of these methods is the assumption that outcome measures are identical across datasets -- an assumption…

Missing data is a common challenge when analyzing epidemiological data, and imputation is often used to address this issue. Here, we investigate the scenario where a covariate used in an analysis has missingness and will be imputed. There…

Methodology · Statistics 2024-03-04 Lucy D'Agostino McGowan , Sarah C. Lotspeich , Staci A. Hepler

In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…

Methodology · Statistics 2025-09-03 Inbeom Lee , Yang Ning

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

The importance weighted autoencoder (IWAE) (Burda et al., 2016) is a popular variational-inference method which achieves a tighter evidence bound (and hence a lower bias) than standard variational autoencoders by optimising a multi-sample…

Machine Learning · Statistics 2019-09-20 Axel Finke , Alexandre H. Thiery

A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…

Computational Engineering, Finance, and Science · Computer Science 2023-08-09 Vahab B. Narouie , Henning Wessels , Ulrich Römer

Over the past few decades, statistical methods for causal inference have made impressive strides, enabling progress across a range of scientific fields. However, much of this methodological development has been confined to individual…

Methodology · Statistics 2025-09-30 Wenqi Shi , José R. Zubizarreta

Making causal inferences from observational studies can be challenging when confounders are missing not at random. In such cases, identifying causal effects is often not guaranteed. Motivated by a real example, we consider a…

Methodology · Statistics 2023-10-31 Jian Sun , Bo Fu