Related papers: A General (Non-Markovian) Framework for Covariate …
Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary…
Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…
Robotic calibration allows for the fusion of data from multiple sensors such as odometers, cameras, etc., by providing appropriate transformational relationships between the corresponding reference frames. For wheeled robots equipped with…
We introduce a fine-grained framework for uncertainty quantification of predictive models under distributional shifts. This framework distinguishes the shift in covariate distributions from that in the conditional relationship between the…
Rerandomization discards assignments with covariates unbalanced in the treatment and control groups to improve estimation and inference efficiency. However, the acceptance-rejection sampling method used in rerandomization is computationally…
In this paper, we consider comparison-based adaptive stochastic algorithms for solving numerical optimisation problems. We consider a specific subclass of algorithms that we call comparison-based step-size adaptive randomized search…
A fundamental task in AI is providing performance guarantees for predictions made in unseen domains. In practice, there can be substantial uncertainty about the distribution of new data, and corresponding variability in the performance of…
This paper is focused on the convergence analysis of an adaptive stochastic collocation algorithm for the stationary diffusion equation with parametric coefficient. The algorithm employs sparse grid collocation in the parameter domain…
Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…
Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…
Although complete randomization ensures covariate balance on average, the chance for observing significant differences between treatment and control covariate distributions increases with many covariates. Rerandomization discards…
Multi-contrast image registration is a challenging task due to the complex intensity relationships between different imaging contrasts. Conventional image registration methods are typically based on iterative optimizations for each input…
Educational policymakers often lack data on student outcomes where standardized tests were not administered. Machine learning can predict unobserved outcomes in target populations using source population data. However, covariate…
Predictive risk scores estimating probabilities for a binary outcome on the basis of observed covariates are common across the sciences. They are frequently developed with the intent of avoiding the outcome in question by intervening in…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
Compositional generalization is a crucial step towards developing data-efficient intelligent machines that generalize in human-like ways. In this work, we tackle a challenging form of distribution shift, termed compositional shift, where…
The survey experiment is widely used in economics and social sciences to evaluate the effects of treatments or programs. In a standard population-based survey experiment, the experimenter randomly draws experimental units from a target…
This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…
We propose a new estimation methodology to address the presence of covariate measurement error by exploiting the availability of spatial data. The approach uses neighboring observations as repeated measurements, after suitably controlling…
Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution…