Related papers: Attenuation Bias with Latent Predictors
From scientific experiments to online A/B testing, the previously observed data often affects how future experiments are performed, which in turn affects which data will be collected. Such adaptivity introduces complex correlations between…
Modern machine learning datasets can have biases for certain representations that are leveraged by algorithms to achieve high performance without learning to solve the underlying task. This problem is referred to as "representation bias".…
A natural way of estimating heteroscedastic label noise in regression is to model the observed (potentially noisy) target as a sample from a normal distribution, whose parameters can be learned by minimizing the negative log-likelihood.…
In regression analysis of multivariate data, it is tacitly assumed that response and predictor variables in each observed response-predictor pair correspond to the same entity or unit. In this paper, we consider the situation of "permuted…
Misspecifications (i.e. errors on the parameters) of state space models lead to incorrect inference of the hidden states. This paper studies weakly nonlin-ear state space models with additive Gaussian noises and proposes a method for…
In epidemiological studies, participants' disease status is often collected through self-reported outcomes in place of formal medical tests due to budget constraints. However, self-reported outcomes are often subject to measurement errors,…
We introduce and study the problem of detecting whether an agent is updating their prior beliefs given new evidence in an optimal way that is Bayesian, or whether they are biased towards their own prior. In our model, biased agents form…
Orthogonal statistical learning and double machine learning have emerged as general frameworks for two-stage statistical prediction in the presence of a nuisance component. We establish non-asymptotic bounds on the excess risk of orthogonal…
The earth system is exceedingly complex and often chaotic in nature, making prediction incredibly challenging: we cannot expect to make perfect predictions all of the time. Instead, we look for specific states of the system that lead to…
Large Language Models (LLMs) are increasingly integral to information dissemination and decision-making processes. Given their growing societal influence, understanding potential biases, particularly within the political domain, is crucial…
Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…
Machine learning models trained on real-world data may inadvertently make biased predictions that negatively impact marginalized communities. Reweighting, which assigns a weight to each data point used during model training, can mitigate…
In this study, we explore the effects of including noise predictors and noise observations when fitting linear regression models. We present empirical and theoretical results that show that double descent occurs in both cases, albeit with…
Datasets are rarely a realistic approximation of the target population. Say, prevalence is misrepresented, image quality is above clinical standards, etc. This mismatch is known as sampling bias. Sampling biases are a major hindrance for…
We develop a collection of methods for adjusting the predictions of quantile regression to ensure coverage. Our methods are model agnostic and can be used to correct for high-dimensional overfitting bias with only minimal assumptions.…
In this paper we revisit the risk bounds of the lasso estimator in the context of transductive and semi-supervised learning. In other terms, the setting under consideration is that of regression with random design under partial labeling.…
Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…
Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…
Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…
We consider multi-label prediction problems with large output spaces under the assumption of output sparsity -- that the target (label) vectors have small support. We develop a general theory for a variant of the popular error correcting…