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Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

The use of models, even if efficient, must be accompanied by an understanding at all levels of the process that transforms data (upstream and downstream). Thus, needs increase to define the relationships between individual data and the…

Machine Learning · Statistics 2022-09-02 Dimitri Delcaillau , Antoine Ly , Alize Papp , Franck Vermet

A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between…

In some situations, the interpretability of the machine learning models plays a role as important as the model accuracy. Interpretability comes from the need to trust the prediction model, verify some of its properties, or even enforce them…

Machine Learning · Computer Science 2024-04-10 Guilherme Seidyo Imai Aldeia , Fabricio Olivetti de Franca

In this paper we propose a new parameter estimator that ensures global exponential convergence of linear regression models requiring only the necessary assumption of identifiability of the regression equation,which we show is equivalent to…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Lei Wang , Romeo Ortega , Alexey Bobtsov , Jose Guadalupe Romero , Bowen Yi

We address the question of sensitivity analysis for model outputs of any dimension using Regional Sensitivity Analysis (RSA). Classical RSA computes sensitivity indices related to the impact of model inputs variations on the occurrence of a…

Statistics Theory · Mathematics 2022-11-04 Sébastien Roux , Patrice Loisel , Samuel Buis

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

Current machine learning models are evaluated through behavioral snapshots, with benchmark accuracies, win rates and outcome-based metrics. Model explanations and evaluations, however, are fundamentally intertwined: understanding why a…

Computers and Society · Computer Science 2026-05-08 Isabelle Lee , Emmy Liu , Cathy Jiao , Brihi Joshi , Dani Yogatama , Fazl Barez , Michael Saxon

We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…

Econometrics · Economics 2023-08-11 Timothy B. Armstrong , Michal Kolesár , Soonwoo Kwon

Recently, it was shown that most popular IR measures are not interval-scaled, implying that decades of experimental IR research used potentially improper methods, which may have produced questionable results. However, it was unclear if and…

Information Retrieval · Computer Science 2021-01-08 Marco Ferrante , Nicola Ferro , Norbert Fuhr

Machine learning algorithms often assume that training samples are independent. When data points are connected by a network, the induced dependency between samples is both a challenge, reducing effective sample size, and an opportunity to…

Machine Learning · Statistics 2025-09-22 Tiffany M. Tang , Elizaveta Levina , Ji Zhu

This work focuses on the issue of variable selection in functional regression. Unlike most work in this framework, our approach does not select isolated points in the definition domain of the predictors, nor does it rely on the expansion of…

Statistics Theory · Mathematics 2018-03-05 Victor Picheny , Rémi Servien , Nathalie Villa-Vialaneix

Model interpretations are often used in practice to extract real world insights from machine learning models. These interpretations have a wide range of applications; they can be presented as business recommendations or used to evaluate…

Machine Learning · Computer Science 2020-11-20 Brian Liu , Madeleine Udell

Reinforcement Learning (RL) bears the promise of being a game-changer in many applications. However, since most of the literature in the field is currently focused on opaque models, the use of RL in high-stakes scenarios, where…

Machine Learning · Computer Science 2025-01-22 Leonardo Lucio Custode , Giovanni Iacca

Deep learning has achieved remarkable success across many domains, but it has also created a growing demand for interpretability in model predictions. Although many explainable machine learning methods have been proposed, post-hoc…

Machine Learning · Computer Science 2026-01-28 Shijian Xu , Marcello Massimo Negri , Volker Roth

The lack of interpretability and transparency are preventing economists from using advanced tools like neural networks in their empirical research. In this paper, we propose a class of interpretable neural network models that can achieve…

Econometrics · Economics 2020-12-01 Yucheng Yang , Zhong Zheng , Weinan E

We investigate a long-debated question, which is how to create predictive models of recidivism that are sufficiently accurate, transparent, and interpretable to use for decision-making. This question is complicated as these models are used…

Machine Learning · Statistics 2020-10-20 Jiaming Zeng , Berk Ustun , Cynthia Rudin

Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…

Applications · Statistics 2023-06-21 Max Ehre , Iason Papaioannou , Daniel Straub

The increasing demand in artificial intelligence (AI) for models that are both effective and explainable is critical in domains where safety and trust are paramount. In this study, we introduce MIRA, a transparent and interpretable…

Artificial Intelligence · Computer Science 2024-10-18 Sarah Seifi , Tobias Sukianto , Cecilia Carbonelli , Lorenzo Servadei , Robert Wille

Interpretability methods for image classification assess model trustworthiness by attempting to expose whether the model is systematically biased or attending to the same cues as a human would. Saliency methods for feature attribution…

Machine Learning · Statistics 2021-04-08 Jacob Pfau , Albert T. Young , Jerome Wei , Maria L. Wei , Michael J. Keiser
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