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We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Methodology · Statistics 2022-07-21 Heejun Shin , Joseph Antonelli

Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…

Methodology · Statistics 2018-06-12 Rose Baker , Dan Jackson

Meta-analytic methods may be used to combine evidence from different sources of information. Quite commonly, the normal-normal hierarchical model (NNHM) including a random-effect to account for between-study heterogeneity is utilized for…

Methodology · Statistics 2020-02-25 Christian Röver , Tim Friede

Individual-specific, time-constant, random effects are often used to model dependence and/or to account for omitted covariates in regression models for longitudinal responses. Longitudinal studies have known a huge and widespread use in the…

Methodology · Statistics 2026-01-14 Marco Alfo' , Roberto Rocci

Genetic association analyses often involve data from multiple potentially-heterogeneous subgroups. The expected amount of heterogeneity can vary from modest (e.g., a typical meta-analysis) to large (e.g., a strong gene--environment…

Methodology · Statistics 2014-04-15 Xiaoquan Wen , Matthew Stephens

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

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

Machine Learning · Statistics 2020-02-25 Danijel Kivaranovic , Kory D. Johnson , Hannes Leeb

We consider the setting of an aggregate data meta-analysis of a continuous outcome of interest. When the distribution of the outcome is skewed, it is often the case that some primary studies report the sample mean and standard deviation of…

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

Machine Learning · Computer Science 2023-06-21 Xing Yan , Yonghua Su , Wenxuan Ma

The effect of public health interventions on an epidemic are often estimated by adding the intervention to epidemic models. During the Covid-19 epidemic, numerous papers used such methods for making scenario predictions. The majority of…

Methodology · Statistics 2024-10-16 Heejong Bong , Valérie Ventura , Larry Wasserman

Meta-analysis can be a critical part of the research process, often serving as the primary analysis on which the practitioners, policymakers, and individuals base their decisions. However, current literature synthesis approaches to…

Methodology · Statistics 2023-08-28 Lily H. Zhang , Menelaos Konstantinidis , Marie-Abèle Bind , Donald B. Rubin

Meta-analysis, because of both logistical convenience and statistical efficiency, is widely popular for synthesizing information on common parameters of interest across multiple studies. We propose developing a generalized meta-analysis…

Methodology · Statistics 2018-11-27 Prosenjit Kundu , Runlong Tang , Nilanjan Chatterjee

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

In paired randomized experiments individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment as a way to correct for persistent…

Methodology · Statistics 2017-11-27 Colin B. Fogarty

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…

Machine Learning · Computer Science 2019-05-13 David Hubbard , Benoit Rostykus , Yves Raimond , Tony Jebara

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Meta-analysis is widely used to integrate results from multiple experiments to obtain generalized insights. Since meta-analysis datasets are often heteroscedastic due to varying subgroups and temporal heterogeneity arising from experiments…

Methodology · Statistics 2026-01-19 Kohsuke Kubota , Shonosuke Sugasawa , Keiichi Ochiai , Takahiro Hoshino

Starting from considerations about meaning and subsequent use of asymmetric uncertainty intervals of experimental results, we review the issue of uncertainty propagation. We show that, using a probabilistic approach (the so-called Bayesian…

High Energy Physics - Experiment · Physics 2007-05-23 G. D'Agostini , M. Raso

Prediction intervals are a machine- and human-interpretable way to represent predictive uncertainty in a regression analysis. In this paper, we present a method for generating prediction intervals along with point estimates from an ensemble…

Machine Learning · Statistics 2020-07-21 Tárik S. Salem , Helge Langseth , Heri Ramampiaro
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