Related papers: Proxy-Guided Measurement Calibration
Unmeasured confounding is a major challenge for identifying causal relationships from non-experimental data. Here, we propose a method that can accommodate unmeasured discrete confounding. Extending recent identifiability results in deep…
The deconfounder was proposed as a method for estimating causal parameters in a context with multiple causes and unobserved confounding. It is based on recovery of a latent variable from the observed causes. We disentangle the causal…
From scientific experiments to online A/B testing, the previously observed data often affects how future experiments are performed, which in turn affects which data will be collected. Such adaptivity introduces complex correlations between…
Proper confidence calibration of deep neural networks is essential for reliable predictions in safety-critical tasks. Miscalibration can lead to model over-confidence and/or under-confidence; i.e., the model's confidence in its prediction…
Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…
Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…
Statistical analysis of voluntary survey data is an important area of research in survey sampling. We consider a unified approach to voluntary survey data analysis under the assumption that the sampling mechanism is ignorable. Generalized…
Statistical models are central to machine learning with broad applicability across a range of downstream tasks. The models are controlled by free parameters that are typically estimated from data by maximum-likelihood estimation or…
Detecting latent confounders from proxy variables is an essential problem in causal effect estimation. Previous approaches are limited to low-dimensional proxies, sorted proxies, and binary treatments. We remove these assumptions and…
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…
Patient-reported outcome (PRO) measures are increasingly collected as a means of measuring healthcare quality and value. The capability to predict such measures enables patient-provider shared decision making and the delivery of…
Model diagnostics and forecast evaluation are two sides of the same coin. A common principle is that fitted or predicted distributions ought to be calibrated or reliable, ideally in the sense of auto-calibration, where the outcome is a…
In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation. However, if the posited model is…
Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…
Calibrated probability outputs of trained classifiers are increasingly used as inputs to downstream regression estimands such as effects, prevalences, or disparities for a latent group observed only on a small labelled subset. A standard…
In causal inference, it is a fundamental task to estimate the causal effect from observational data. However, latent confounders pose major challenges in causal inference in observational data, for example, confounding bias and M-bias.…
In this work, we propose an approach for assessing sensitivity to unobserved confounding in studies with multiple outcomes. We demonstrate how prior knowledge unique to the multi-outcome setting can be leveraged to strengthen causal…
Empirical investigations into unintended model behavior often show that the algorithm is predicting another outcome than what was intended. These exposes highlight the need to identify when algorithms predict unintended quantities - ideally…
Calibration is commonly evaluated by comparing model confidence with its empirical correctness, implicitly treating reliability as a function of the confidence score alone. However, this view can hide substantial structure: models may be…
In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…