Related papers: Generalized Covariance Estimator under Misspecific…
Causal inference methods for observational data are highly regarded due to their wide applicability. While there are already numerous methods available for de-confounding bias, these methods generally assume that covariates consist solely…
We consider covariate adjusted regression (CAR), a regression method for situations where predictors and response are observed after being distorted by a multiplicative factor. The distorting factors are unknown functions of an observable…
Test equating using covariates may be applied to provide comparable scores from multiple test forms when no anchor items are available. However, its performance may be compromised if some of the covariates themselves are measured using…
A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is well-known that the sample autocovariance, being based on moments, does not have this property. Hence, the use of an…
Concept Activation Vectors (CAVs) are a fundamental tool for concept-based explainability in deep learning, yet their practical utility is limited by statistical instability. We analyze the stochastic nature of CAVs and the Testing with…
In the causal inference literature an estimator belonging to a class of semi-parametric estimators is called robust if it has desirable properties under the assumption that at least one of the working models is correctly specified. In this…
An open scientific challenge is how to classify events with reliable measures of uncertainty, when we have a mechanistic model of the data-generating process but the distribution over both labels and latent nuisance parameters is different…
International Classification of Disease (ICD) codes are widely used for encoding diagnoses in electronic health records (EHR). Automated methods have been developed over the years for predicting biomedical responses using EHR that borrow…
We consider covariance parameter estimation for a Gaussian process under inequality constraints (boundedness, monotonicity or convexity) in fixed-domain asymptotics. We address the estimation of the variance parameter and the estimation of…
K-fold cross-validation (CV) with squared error loss is widely used for evaluating predictive models, especially when strong distributional assumptions cannot be taken. However, CV with squared error loss is not free from distributional…
This paper proposes a novel approach to the statistical characterization of non-central complex Gaussian quadratic forms (CGQFs). Its key strategy is the generation of an auxiliary random variable (RV) that converges in distribution to the…
Tuning parameter selection is of critical importance for kernel ridge regression. To this date, data driven tuning method for divide-and-conquer kernel ridge regression (d-KRR) has been lacking in the literature, which limits the…
The non-parametric estimation of covariance lies at the heart of functional data analysis, whether for curve or surface-valued data. The case of a two-dimensional domain poses both statistical and computational challenges, which are…
We propose the family of generalized resubstitution classifier error estimators based on empirical measures. These error estimators are computationally efficient and do not require re-training of classifiers. The plain resubstitution error…
Covariate measurement error in nonparametric regression is a common problem in nutritional epidemiology and geostatistics, and other fields. Over the last two decades, this problem has received substantial attention in the frequentist…
Assessing fit in common factor models solely through the lens of mean and covariance structures, as is commonly done with conventional goodness-of-fit (GOF) assessments, may overlook critical aspects of misfit, potentially leading to…
Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…
In this paper, we propose a general framework for testing the conditional distribution equality in a two-sample problem, which is most relevant to covariate shift and causal discovery. Our framework is built on neural network-based…
In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generalize a known GSE-type estimator by…
In supervised learning, the estimation of prediction error on unlabeled test data is an important task. Existing methods are usually built on the assumption that the training and test data are sampled from the same distribution, which is…