Related papers: Proxy-Guided Measurement Calibration
Training classification models on imbalanced data tends to result in bias towards the majority class. In this paper, we demonstrate how variable discretization and cost-sensitive logistic regression help mitigate this bias on an imbalanced…
Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting…
Calibration is a conditional property that depends on the information retained by a predictor. We develop decomposition identities for arbitrary proper losses that make this dependence explicit. At any information level $\mathcal A$, the…
A standard assumption for causal inference from observational data is that one has measured a sufficiently rich set of covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values. Skepticism…
Discovery of an accurate causal Bayesian network structure from observational data can be useful in many areas of science. Often the discoveries are made under uncertainty, which can be expressed as probabilities. To guide the use of such…
Reliable estimates of indirect economic losses arising from natural disasters are currently out of scientific reach. To address this problem, we propose a novel approach that combines a probabilistic physical damage catastrophe model with a…
Observational studies are the primary source of data for causal inference, but it is challenging when existing unmeasured confounding. Missing data problems are also common in observational studies. How to obtain the causal effects from the…
Latent variable models are used to estimate variables of interest quantities which are observable only up to some measurement error. In many studies, such variables are known but not precisely quantifiable (such as "job satisfaction" in…
Estimating the effect of a treatment on a given outcome, conditioned on a vector of covariates, is central in many applications. However, learning the impact of a treatment on a continuous temporal response, when the covariates suffer…
Deep latent-variable models learn representations of high-dimensional data in an unsupervised manner. A number of recent efforts have focused on learning representations that disentangle statistically independent axes of variation by…
When studying the causal effect of $x$ on $y$, researchers may conduct regression and report a confidence interval for the slope coefficient $\beta_{x}$. This common confidence interval provides an assessment of uncertainty from sampling…
External-instrument identification leads to biased responses when the shock is not invertible and the measurement error is present. We propose to use this identification strategy in a structural Dynamic Factor Model, which we call Proxy…
Predictive process monitoring focuses on forecasting future states of ongoing process executions, such as predicting the outcome of a particular case. In recent years, the application of machine learning models in this domain has garnered…
Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…
In machine learning, disparity metrics are often defined by measuring the difference in the performance or outcome of a model, across different sub-populations (groups) of datapoints. Thus, the inputs to disparity quantification consist of…
In most practical applications such as recommendation systems, display advertising, and so forth, the collected data often contains missing values and those missing values are generally missing-not-at-random, which deteriorates the…
We analyze the complexity of biased stochastic gradient methods (SGD), where individual updates are corrupted by deterministic, i.e. biased error terms. We derive convergence results for smooth (non-convex) functions and give improved rates…
Generative modeling of high-dimensional data is a key problem in machine learning. Successful approaches include latent variable models and autoregressive models. The complementary strengths of these approaches, to model global and local…
Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…
Empirical research in economics often examines the behavior of agents located in a geographic space. In such cases, statistical inference is complicated by the interdependence of economic outcomes across locations. A common approach to…