相关论文: Estimating the standard error of cross-Validation-…

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While…

Influence function, a technique rooted in robust statistics, has been adapted in modern machine learning for a novel application: data attribution -- quantifying how individual training data points affect a model's predictions. However, the…

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world…

The integrated conditional moment (ICM) test is a classical and widely used method for assessing the adequacy of regression models. Although it performs well in fixed-dimension settings, its behavior changes dramatically when the predictor…

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

We develop a new approach for estimating the risk of an arbitrary estimator of the mean vector in the classical normal means problem. The key idea is to generate two auxiliary data vectors, by adding carefully constructed normal noise…

In critical applications, it is vital for classifiers to defer decision-making to humans. We propose a post-hoc method that makes existing classifiers selectively abstain from predicting certain samples. Our abstaining classifier is…

Common cross-validation (CV) methods like k-fold cross-validation or Monte-Carlo cross-validation estimate the predictive performance of a learner by repeatedly training it on a large portion of the given data and testing on the remaining…

In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…

Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero, covariates without relationships to the response often…

Reference based multiple imputation methods have become popular for handling missing data in randomised clinical trials. Rubin's variance estimator is well known to be biased compared to the reference based imputation estimator's true…

In this manuscript, we discuss a class of difference-based estimators of the autocovariance structure in a semiparametric regression model where the signal is discontinuous and the errors are serially correlated. The signal in this model…

Least absolute shrinkage and selection operator or Lasso is one of the widely used regularization methods in regression. Statisticians usually implement Lasso in practice by choosing the penalty parameter in a data-dependent way, the most…

We study the construction of a confidence interval (CI) for a simulation output performance measure that accounts for input uncertainty when the input models are estimated from finite data. In particular, we focus on performance measures…

Many machine learning algorithms require precise estimates of covariance matrices. The sample covariance matrix performs poorly in high-dimensional settings, which has stimulated the development of alternative methods, the majority based on…

Influence function (IF)-based estimators are widely used in mediation analysis due to their modeling flexibility, but standard implementations require direct estimation of the distribution functions of the mediator and treatment variables.…

Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…

In competing risks models, cumulative incidence functions are commonly compared to infer differences between groups. Many existing inference methods, however, struggle when these functions cross during the time frame of interest. To address…

The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…

The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical…