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Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

Statistics Theory · Mathematics 2016-10-18 Xinran Li , Peng Ding

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

Methodology · Statistics 2016-10-25 Henry Lam , Enlu Zhou

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

This article attempts to offer some perspectives on Bayesian inference for finite population quantities when the units in the population are assumed to exhibit complex dependencies. Beginning with an overview of Bayesian hierarchical…

Methodology · Statistics 2025-09-15 Sudipto Banerjee

Hypothesis test plays a key role in uncertain statistics based on uncertain measure. This paper extends the parametric hypothesis of a single uncertain population to multiple cases, thereby addressing a broader range of scenarios. First, an…

Methodology · Statistics 2025-12-03 Fan Zhang , Zhiming Li

This paper develops a finite population framework for analyzing causal effects in settings with imperfect compliance where multiple treatments affect the outcome of interest. Two prominent examples are factorial designs and panel…

Methodology · Statistics 2026-01-26 Pedro Picchetti

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

Methodology · Statistics 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

Machine Learning · Computer Science 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

The non-convexity and intractability of distributionally robust chance constraints make them challenging to cope with. From a data-driven perspective, we propose formulating it as a robust optimization problem to ensure that the…

Optimization and Control · Mathematics 2023-06-23 Zhiping Chen , Wentao Ma , Bingbing Ji

Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

We investigate a Poisson sampling design in the presence of unknown selection probabilities when applied to a population of unknown size for multiple sampling occasions. The fixed-population model is adopted and extended upon for inference.…

Methodology · Statistics 2020-01-30 Kyle Vincent , Saman Muthukumarana

Causal inference in a program evaluation setting faces the problem of external validity when the treatment effect in the target population is different from the treatment effect identified from the population of which the sample is…

Methodology · Statistics 2021-12-23 Kyungchul Song , Zhengfei Yu

How can we draw trustworthy scientific conclusions? One criterion is that a study can be replicated by independent teams. While replication is critically important, it is arguably insufficient. If a study is biased for some reason and other…

Methodology · Statistics 2025-02-06 Yujin Jeong , Dominik Rothenhäusler

We explore the effect of finite population sampling in design problems with many variables cross-classified in many ways. In particular, we investigate designs where we wish to sample individuals belonging to different groups for which the…

Methodology · Statistics 2017-11-30 Simon C. Shaw , Michael Goldstein

We revisit empirical Bayes discrimination detection, focusing on uncertainty arising from both partial identification and sampling variability. While prior work has mostly focused on partial identification, we find that some empirical…

Econometrics · Economics 2025-08-19 Jiaying Gu , Nikolaos Ignatiadis , Azeem M. Shaikh

Uncertainty quantification is a fundamental problem in the analysis and interpretation of synthetic control (SC) methods. We develop conditional prediction intervals in the SC framework, and provide conditions under which these intervals…

Methodology · Statistics 2021-09-09 Matias D. Cattaneo , Yingjie Feng , Rocio Titiunik

Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…

Statistics Theory · Mathematics 2019-06-25 Alberto Abadie , Susan Athey , Guido W. Imbens , Jeffrey M. Wooldridge

Clinical prediction models are estimated using a sample of limited size from the target population, leading to uncertainty in predictions, even when the model is correctly specified. Generally, not all patient profiles are observed…

Methodology · Statistics 2024-02-09 Doranne Thomassen , Saskia le Cessie , Hans van Houwelingen , Ewout Steyerberg