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In today's modern era of Big data, computationally efficient and scalable methods are needed to support timely insights and informed decision making. One such method is sub-sampling, where a subset of the Big data is analysed and used as…

Methodology · Statistics 2022-09-07 Amalan Mahendran , Helen Thompson , James M. McGree

Calibration weighting has been widely used to correct selection biases in non-probability sampling, missing data, and causal inference. The main idea is to calibrate the biased sample to the benchmark by adjusting the subject weights.…

Methodology · Statistics 2023-05-30 Chenyin Gao , Shu Yang , Jae Kwang Kim

Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…

Machine Learning · Computer Science 2024-07-25 Rui Luo , Nicolo Colombo

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

Classical randomized experiments, equipped with randomization-based inference, provide assumption-free inference for treatment effects. They have been the gold standard for drawing causal inference and provide excellent internal validity.…

Methodology · Statistics 2021-09-22 Zihao Yang , Tianyi Qu , Xinran Li

Weighting methods are used in observational studies to adjust for covariate imbalances between treatment and control groups. Entropy balancing (EB) is an alternative to inverse probability weighting with an estimated propensity score. The…

Methodology · Statistics 2022-04-25 David Källberg , Ingeborg Waernbaum

The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…

Machine Learning · Statistics 2025-05-20 Sven Klaassen , Jan Rabenseifner , Jannis Kueck , Philipp Bach

Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…

Machine Learning · Computer Science 2024-08-12 Mari-Liis Allikivi , Joonas Järve , Meelis Kull

The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…

Methodology · Statistics 2016-09-30 Fan Li , Kari Lock Morgan , Alan M. Zaslavsky

Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…

Methodology · Statistics 2016-11-17 Fan Li , Kari Lock Morgan , Alan M. Zaslavsky

In surveys, the interest lies in estimating finite population parameters such as population totals and means. In most surveys, some auxiliary information is available at the estimation stage. This information may be incorporated in the…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

Regression analysis is commonly conducted in survey sampling. However, existing methods fail when the relationships vary across different areas or domains. In this paper, we propose a unified framework to study the group-wise covariate…

Methodology · Statistics 2024-09-25 Mingjun Gang , Xin Wang , Zhonglei Wang , Wei Zhong

Many modern datasets, such as those in ecology and geology, are composed of samples with spatial structure and dependence. With such data violating the usual independent and identically distributed (IID) assumption in machine learning and…

Methodology · Statistics 2023-10-18 Kevin Fry , Jonathan E. Taylor

Despite the popular of multimodal statistical models, there lacks rigorous statistical inference tools for inferring the significance of a single modality within a multimodal model, especially in high-dimensional models. For…

Methodology · Statistics 2026-02-04 Wanting Jin , Guorong Wu , Quefeng Li

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Machine Learning · Computer Science 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…

Machine Learning · Computer Science 2024-11-21 Sebastian Bieringer , Sascha Diefenbacher , Gregor Kasieczka , Mathias Trabs

A quantifier is a supervised machine learning algorithm, focused on estimating the class prevalence in a dataset rather than labeling its individual observations. We introduce Continuous Sweep, a new parametric binary quantifier inspired by…

Machine Learning · Statistics 2024-10-14 Kevin Kloos , Julian D. Karch , Quinten A. Meertens , Mark de Rooij