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Advanced machine learning models have recently achieved high predictive accuracy for weather and climate prediction. However, these complex models often lack inherent transparency and interpretability, acting as "black boxes" that impede…
Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…
Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…
Machine learning models that first learn a representation of a domain in terms of human-understandable concepts, then use it to make predictions, have been proposed to facilitate interpretation and interaction with models trained on…
Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…
We introduce the Prediction Advantage (PA), a novel performance measure for prediction functions under any loss function (e.g., classification or regression). The PA is defined as the performance advantage relative to the Bayesian risk…
For robust statistical inference it is crucial to obtain a good estimator of the variance of the proposed estimator of the statistical estimand. A commonly used estimator of the variance for an asymptotically linear estimator is the sample…
Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes a new sensitivity index, based upon the modification of the…
Interpretation of deep learning models is a very challenging problem because of their large number of parameters, complex connections between nodes, and unintelligible feature representations. Despite this, many view interpretability as a…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
Interpretability is a pressing issue for machine learning. Common approaches to interpretable machine learning constrain interactions between features of the input, rendering the effects of those features on a model's output comprehensible…
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…
With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to…
High-stakes applications require AI-generated models to be interpretable. Current algorithms for the synthesis of potentially interpretable models rely on objectives or regularization terms that represent interpretability only coarsely…
The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…
With now well-recognized non-negligible model selection uncertainty, data analysts should no longer be satisfied with the output of a single final model from a model selection process, regardless of its sophistication. To improve…
This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven…
Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…
Causal inference is only valid when its underlying assumptions are satisfied, one of the most central being the ignorability or unconfoundedness assumption. However, this hypothesis is often unrealistic in observational studies, as some…
State of the art machine learning algorithms are highly optimized to provide the optimal prediction possible, naturally resulting in complex models. While these models often outperform simpler more interpretable models by order of…