Related papers: A simulation-free extrapolation method for misspec…
I propose a new type of confidence interval for correct asymptotic inference after using data to select a model of interest without assuming any model is correctly specified. This hybrid confidence interval is constructed by combining…
We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…
In randomised trials, continuous endpoints are often measured with some degree of error. This study explores the impact of ignoring measurement error, and proposes methods to improve statistical inference in the presence of measurement…
Previous likelihood-based linear modeling of nutritional data has been limited by the availability of software that allows flexible error structures in the data. We demonstrate the use of a Bayesian modeling approach to the analysis of such…
Weighting methods are popular tools for estimating causal effects; assessing their robustness under unobserved confounding is important in practice. In the following paper, we introduce a new set of sensitivity models called "variance-based…
Many clinical endpoint measures, such as the number of standard drinks consumed per week or the number of days that patients stayed in the hospital, are count data with excessive zeros. However, the zero-inflated nature of such outcomes is…
Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…
In epidemiology, obtaining accurate individual exposure measurements can be costly and challenging. Thus, these measurements are often subject to error. Regression calibration with a validation study is widely employed as a study design and…
A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…
Measurement error arises through a variety of mechanisms. A rich literature exists on the bias introduced by covariate measurement error and on methods of analysis to address this bias. By comparison, less attention has been given to errors…
Model-form uncertainty (MFU) in assumptions made during physics-based model development is widely considered a significant source of uncertainty; however, there are limited approaches that can quantify MFU in predictions extrapolating…
Wearable devices are often used in clinical and epidemiological studies to monitor physical activity behavior and its influence on health outcomes. These devices are worn over multiple days to record activity patterns, such as step counts…
We present a sampling-free approach for computing the epistemic uncertainty of a neural network. Epistemic uncertainty is an important quantity for the deployment of deep neural networks in safety-critical applications, since it represents…
We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic approach where the degree of misspecification is indexed by the sample size. We construct estimators whose mean squared…
We propose a new procedure for inference on optimal treatment regimes in the model-free setting, which does not require to specify an outcome regression model. Existing model-free estimators for optimal treatment regimes are usually not…
In nutritional and environmental epidemiology, exposures are impractical to measure accurately, while practical measures for these exposures are often subject to substantial measurement error. Regression calibration is among the most used…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
Qualitative models provide crucial instruments for modelling complex biological systems. While advances in automated reasoning and symbolic encodings have enabled rigorous inference of these models from data, the process remains highly…