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Fair inference in supervised learning is an important and active area of research, yielding a range of useful methods to assess and account for fairness criteria when predicting ground truth targets. As shown in recent work, however, when…

Machine Learning · Statistics 2020-03-18 Laura Boeschoten , Erik-Jan van Kesteren , Ayoub Bagheri , Daniel L. Oberski

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin

Quantifying the heterogeneity is an important issue in meta-analysis, and among the existing measures, the $I^2$ statistic is most commonly used. In this paper, we first illustrate with a simple example that the $I^2$ statistic is heavily…

Methodology · Statistics 2025-06-10 Ke Yang , Enxuan Lin , Wangli Xu , Liping Zhu , Tiejun Tong

Data following an interval structure are increasingly prevalent in many scientific applications. In medicine, clinical events are often monitored between two clinical visits, making the exact time of the event unknown and generating…

Methodology · Statistics 2025-04-01 Carlos García Meixide , Michael R. Kosorok , Marcos Matabuena

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix. Despite several appealing properties of median, the non-smooth absolute deviation loss leads to computational challenge…

Machine Learning · Statistics 2020-06-19 Weidong Liu , Xiaojun Mao , Raymond K. W. Wong

We consider Gini's mean difference statistic as an alternative to the empirical variance in the settings of finite populations where simple random samples are drawn without replacement. In particular, we discuss specific (in the finite…

Statistics Theory · Mathematics 2014-06-10 Andrius Čiginas , Dalius Pumputis

Rigorous assessment of the uncertainty is crucial to the utility of numerical simulation of Turbulent flow. The Turbulent flows are often stationary and ergodic, after some initial transient time. Therefore, the time averaged of a quantity…

Statistics Theory · Mathematics 2018-02-06 Pooriya Beyhaghi , Shahrouz Alimohammadi , Thomas Bewley

Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…

Statistics Theory · Mathematics 2010-11-24 Paul Rochet

Pairwise comparison matrices are increasingly used in settings where some pairs are missing. However, there exist few inconsistency indices for similar incomplete data sets and no reasonable measure has an associated threshold. This paper…

Statistics Theory · Mathematics 2022-02-03 Kolos Csaba Ágoston , László Csató

This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…

Statistics Theory · Mathematics 2021-02-24 Michel Broniatowski

In the literature, quite a few measures have been proposed for quantifying the deviation of a probability distribution from symmetry. The most popular of these skewness measures are based on the third centralized moment and on quantiles.…

Statistics Theory · Mathematics 2019-08-23 Andreas Eberl , Bernhard Klar

Statistical models are central to machine learning with broad applicability across a range of downstream tasks. The models are controlled by free parameters that are typically estimated from data by maximum-likelihood estimation or…

Machine Learning · Computer Science 2023-08-16 Vaidotas Simkus , Benjamin Rhodes , Michael U. Gutmann

Missing data are prevalent and present daunting challenges in real data analysis. While there is a growing body of literature on fairness in analysis of fully observed data, there has been little theoretical work on investigating fairness…

Machine Learning · Computer Science 2021-12-10 Yiliang Zhang , Qi Long

Gini index is a widely used measure of economic inequality. This article develops a general theory for constructing a confidence interval for Gini index with a specified confidence coefficient and a specified width. Fixed sample size…

Methodology · Statistics 2017-09-21 Bhargab Chattopadhyay , Shyamal Krishna De

A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…

Econometrics · Economics 2025-10-21 Zhongjun Qu , Wendun Wang , Xiaomeng Zhang

Inequalities may appear in many models. They can be as simple as assuming a parameter is nonnegative, possibly a regression coefficient or a treatment effect. This paper focuses on the case that there is only one inequality and proposes a…

Econometrics · Economics 2024-09-17 Gregory Fletcher Cox

The paper presents a construction of a quantitative measure of variability for parameter estimates in the data fitting problem under interval uncertainty. It shows the degree of variability and ambiguity of the estimate, and the need for…

Numerical Analysis · Mathematics 2020-03-12 Sergey P. Shary

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

We report an inconsistency found in probability theory (also referred to as measure-theoretic probability). For probability measures induced by real-valued random variables, we deduce an "equality" such that one side of the "equality" is a…

General Mathematics · Mathematics 2017-03-01 Guang-Liang Li , Victor O. K. Li