Related papers: Reconciling Binary Replicates: Beyond the Average
Nonparametric estimation using uniform-width binning is a standard approach for evaluating the calibration performance of machine learning models. However, existing theoretical analyses of the bias induced by binning are limited to binary…
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…
We develop and apply two calibration procedures for checking the coverage of approximate Bayesian credible sets including intervals estimated using Monte Carlo methods. The user has an ideal prior and likelihood, but generates a credible…
Nowadays model uncertainty has become one of the most important problems in both academia and industry. In this paper, we mainly consider the scenario in which we have a common model set used for model averaging instead of selecting a…
A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…
An accurate multiclass classification strategy is crucial to interpreting antibody tests. However, traditional methods based on confidence intervals or receiver operating characteristics lack clear extensions to settings with more than two…
In recurrent event studies, panel binary data arise when subjects are observed at discrete time points and only the recurrent event status within each observation window is recorded. Such data frequently occur in longitudinal studies due to…
When interpreting A/B tests, we typically focus only on the statistically significant results and take them by face value. This practice, termed post-selection inference in the statistical literature, may negatively affect both point…
Observational studies are frequently used to estimate the effect of an exposure or treatment on an outcome. To obtain an unbiased estimate of the treatment effect, it is crucial to measure the exposure accurately. A common type of exposure…
Intuitively, unfamiliarity should lead to lack of confidence. In reality, current algorithms often make highly confident yet wrong predictions when faced with relevant but unfamiliar examples. A classifier we trained to recognize gender is…
The widely recommended procedure of Bayesian model averaging is flawed in the M-open setting in which the true data-generating process is not one of the candidate models being fit. We take the idea of stacking from the point estimation…
An ongoing "reproducibility crisis" calls into question scientific discoveries across a variety of disciplines ranging from life to social sciences. Replication studies aim to investigate the validity of findings in published research, and…
Reference based multiple imputation methods have become popular for handling missing data in randomised clinical trials. Rubin's variance estimator is well known to be biased compared to the reference based imputation estimator's true…
Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…
After experimenting with a number of non-probabilistic methods for dealing with uncertainty many researchers reaffirm a preference for probability methods [1] [2], although this remains controversial. The importance of being able to form…
Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…
Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…
Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the…
Replication studies are essential for assessing the credibility of claims from original studies. A critical aspect of designing replication studies is determining their sample size; a too small sample size may lead to inconclusive studies…
In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…