Related papers: Spatially Robust Inference with Predicted and Miss…
We address the challenge of constructing valid confidence intervals and sets in problems of prediction across multiple environments. We investigate two types of coverage suitable for these problems, extending the jackknife and…
Conformal inference, cross-validation+, and the jackknife+ are hold-out methods that can be combined with virtually any machine learning algorithm to construct prediction sets with guaranteed marginal coverage. In this paper, we develop…
Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…
Conformal regression provides prediction intervals with global coverage guarantees, but often fails to capture local error distributions, leading to non-homogeneous coverage. We address this with a new adaptive method based on rescaling…
In machine learning one often assumes the data are independent when evaluating model performance. However, this rarely holds in practise. Geographic information data sets are an example where the data points have stronger dependencies among…
Missing data in supervised learning is well-studied, but the specific issue of missing labels during model evaluation has been overlooked. Ignoring samples with missing values, a common solution, can introduce bias, especially when data is…
To analyze unstructured data (text, images, audio, video), economists typically first extract low-dimensional structured features with a neural network. Neural networks do not make generically unbiased predictions, and biases will propagate…
Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of…
Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…
Instance-dependent label noise is realistic but rather challenging, where the label-corruption process depends on instances directly. It causes a severe distribution shift between the distributions of training and test data, which impairs…
We propose a method for constructing confidence intervals that account for many forms of spatial correlation. The interval has the familiar `estimator plus and minus a standard error times a critical value' form, but we propose new methods…
We consider inference in linear regression models that is robust to heteroskedasticity and the presence of many control variables. When the number of control variables increases at the same rate as the sample size the usual…
We develop a theory of evolutionary spectra for heteroskedasticity and autocorrelation robust (HAR) inference when the data may not satisfy second-order stationarity. Nonstationarity is a common feature of economic time series which may…
Hyperspectral image (HSI) classification involves assigning unique labels to each pixel to identify various land cover categories. While deep classifiers have achieved high predictive accuracy in this field, they lack the ability to…
For linear regression models with cross-section or panel data, it is natural to assume that the disturbances are clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are…
Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…
We introduce Harmonic Robustness, a powerful and intuitive method to test the robustness of any machine-learning model either during training or in black-box real-time inference monitoring without ground-truth labels. It is based on…
In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…
In modern large-scale observational studies, data collection constraints often result in partially labeled datasets, posing challenges for reliable causal inference, especially due to potential labeling bias and relatively small size of the…
Deep learning models often achieve high performance by inadvertently learning spurious correlations between targets and non-essential features. For example, an image classifier may identify an object via its background that spuriously…