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Existing high-dimensional statistical methods are largely established for analyzing individual-level data. In this work, we study estimation and inference for high-dimensional linear models where we only observe "proxy data", which include…

Methodology · Statistics 2022-01-12 Sai Li , T. Tony Cai , Hongzhe Li

We study the problem of domain adaptation under distribution shift, where the shift is due to a change in the distribution of an unobserved, latent variable that confounds both the covariates and the labels. In this setting, neither the…

Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…

Methodology · Statistics 2023-11-07 Santiago Cortes-Gomez , Mateo Dulce , Carlos Patino , Bryan Wilder

Aggregate outcome variables collected through surveys and administrative records are often subject to systematic measurement error. For instance, in disaster loss databases, county-level losses reported may differ from the true damages due…

Machine Learning · Computer Science 2026-03-17 Saketh Vishnubhatla , Shu Wan , Andre Harrison , Adrienne Raglin , Huan Liu

Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true predictive task of interest, and must instead rely on more abundant data on a…

Machine Learning · Statistics 2020-05-07 Hamsa Bastani

In many domains, it is difficult to obtain the race data that is required to estimate racial disparity. To address this problem, practitioners have adopted the use of proxy methods which predict race using non-protected covariates. However,…

Computers and Society · Computer Science 2024-09-04 Kweku Kwegyir-Aggrey , Naveen Durvasula , Jennifer Wang , Suresh Venkatasubramanian

In many randomized experiments, the treatment effect of the long-term metric (i.e. the primary outcome of interest) is often difficult or infeasible to measure. Such long-term metrics are often slow to react to changes and sufficiently…

Auxiliary information is increasingly available from administrative and other data sources, but it is often incomplete and of non-probability origin. We propose a two-step small area estimation approach in which the first step relies on…

Methodology · Statistics 2026-02-16 Donatas Šlevinskas , Ieva Burakauskaitė , Andrius Čiginas

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…

Methodology · Statistics 2024-10-08 Jiawei Ge , Debarghya Mukherjee , Jianqing Fan

When machine learning models are deployed on a test distribution different from the training distribution, they can perform poorly, but overestimate their performance. In this work, we aim to better estimate a model's performance under…

Machine Learning · Computer Science 2020-07-08 Ching-Yao Chuang , Antonio Torralba , Stefanie Jegelka

Addressing the domain adaptation problem becomes more challenging when distribution shifts across domains stem from latent confounders that affect both covariates and outcomes. Existing proxy-based approaches that address latent shift rely…

Machine Learning · Computer Science 2026-03-17 Zahra Rahiminasab , Reza Soumi , Arto Klami , Samuel Kaski

For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…

Methodology · Statistics 2025-07-23 Maxime Faymonville , Carsten Jentsch , Efstathios Paparoditis

The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

Fair inference in supervised learning is an important and active area of research, yielding a range of useful methods to assess and account for fairness criteria when predicting ground truth targets. As shown in recent work, however, when…

Machine Learning · Statistics 2020-03-18 Laura Boeschoten , Erik-Jan van Kesteren , Ayoub Bagheri , Daniel L. Oberski

Among various supervised deep metric learning methods proxy-based approaches have achieved high retrieval accuracies. Proxies, which are class-representative points in an embedding space, receive updates based on proxy-sample similarities…

Computer Vision and Pattern Recognition · Computer Science 2022-11-21 Aoyu Li , Ikuro Sato , Kohta Ishikawa , Rei Kawakami , Rio Yokota

Empirical researchers increasingly use upstream machine-learning (ML) methods to construct proxies for latent target variables from complex, unstructured data. A naive plug-in use of such proxies in downstream econometric models, however,…

Econometrics · Economics 2026-04-14 Lixiong Li

Many existing approaches for generating predictions in settings with distribution shift model distribution shifts as adversarial or low-rank in suitable representations. In various real-world settings, however, we might expect shifts to…

Machine Learning · Statistics 2023-10-31 Kirk Bansak , Elisabeth Paulson , Dominik Rothenhäusler

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

We introduce a transfer learning framework for regression that leverages heterogeneous source domains to improve predictive performance in a data-scarce target domain. Our approach learns a conditional generative model separately for each…

Machine Learning · Statistics 2026-02-03 Yikun Zhang , Steven Wilkins-Reeves , Wesley Lee , Aude Hofleitner
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