相关论文: Econometric applications of high-breakdown robust …

Regression discontinuity designs have become one of the most popular research designs in empirical economics. We argue, however, that widely used approaches to building confidence intervals in regression discontinuity designs exhibit…

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Bayesian hierarchical models are increasing popular in economics. When using hierarchical models, it is useful not only to calculate posterior expectations, but also to measure the robustness of these expectations to reasonable alternative…

Real data are rarely pure. Hence the past half-century has seen great interest in robust estimation algorithms that perform well even when part of the data is corrupt. However, their vast majority approach optimal accuracy only when given a…

We introduce four new real-world distribution shift datasets consisting of changes in image style, image blurriness, geographic location, camera operation, and more. With our new datasets, we take stock of previously proposed methods for…

Large pre-trained language models have shown remarkable performance over the past few years. These models, however, sometimes learn superficial features from the dataset and cannot generalize to the distributions that are dissimilar to the…

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

We consider the problem of learning from training data obtained in different contexts, where the underlying context distribution is unknown and is estimated empirically. We develop a robust method that takes into account the uncertainty of…

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of…

Reinforcement learning has received significant interest in recent years, due primarily to the successes of deep reinforcement learning at solving many challenging tasks such as playing Chess, Go and online computer games. However, with the…

We assess empirical models in climate econometrics using modern statistical learning techniques. Existing approaches are prone to outliers, ignore sample dependencies, and lack principled model selection. To address these issues, we…

Robustness checks are routine in empirical work, but there is no standard statistical procedure to formally measure what one can learn from them. I propose a "robustness radius" measure to quantify the amount by which the robustness checks…

Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a…

Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…

It is well known that models used in conventional regression analysis are commonly misspecified. A standard response is little more than a shrug. Data analysts invoke Box's maxim that all models are wrong and then proceed as if the results…

Many important computer vision applications are naturally formulated as regression problems. Within medical imaging, accurate regression models have the potential to automate various tasks, helping to lower costs and improve patient…

As machine learning models become increasingly prevalent in critical decision-making models and systems in fields like finance, healthcare, etc., ensuring their robustness against adversarial attacks and changes in the input data is…