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相关论文: Variance-based sensitivity analysis: The quest for…

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In data mining, estimating the number of distinct values (NDV) is a fundamental problem with various applications. Existing methods for estimating NDV can be broadly classified into two categories: i) scanning-based methods, which scan the…

数据库 · 计算机科学 2022-06-14 Jiajun Li , Zhewei Wei , Bolin Ding , Xiening Dai , Lu Lu , Jingren Zhou

We present an approach for forming sensitivity maps (or sensitivites) using ensembles. The method is an alternative to using an adjoint, which can be very challenging to formulate and also computationally expensive to solve. The main…

计算工程、金融与科学 · 计算机科学 2018-09-21 C. E. Heaney , P. Salinas , F. Fang , C. C. Pain , I. M. Navon

This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

计量经济学 · 经济学 2025-05-08 Yuehao Bai , Xun Huang , Joseph P. Romano , Azeem M. Shaikh , Max Tabord-Meehan

Many economic variables feature changes in their conditional mean and volatility, and Time Varying Vector Autoregressive Models are often used to handle such complexity in the data. Unfortunately, when the number of series grows, they…

计量经济学 · 经济学 2022-01-19 G. Cubadda , S. Grassi , B. Guardabascio

User models play an important role in interaction design, supporting automation of interaction design choices. In order to do so, model parameters must be estimated from user data. While very large amounts of user data are sometimes…

人工智能 · 计算机科学 2023-07-20 Antti Keurulainen , Isak Westerlund , Oskar Keurulainen , Andrew Howes

Sobol' sensitivity indices allow to quantify the respective effects of random input variables and their combinations on the variance of mathematical model output. We focus on the problem of Sobol' indices estimation via a metamodeling…

统计理论 · 数学 2021-01-07 Ivan I. Panin

The global sensitivity analysis of time-dependent processes requires history-aware approaches. We develop for that purpose a variance-based method that leverages the correlation structure of the problems under study and employs surrogate…

统计计算 · 统计学 2019-11-05 Alen Alexanderian , Pierre A. Gremaud , Ralph C. Smith

Markov decision models (MDM) used in practical applications are most often less complex than the underlying `true' MDM. The reduction of model complexity is performed for several reasons. However, it is obviously of interest to know what…

最优化与控制 · 数学 2019-09-18 Patrick Kern , Axel Simroth , Henryk Zähle

Estimating causal effects from observational data informs us about which factors are important in an autonomous system, and enables us to take better decisions. This is important because it has applications in selecting a treatment in…

机器学习 · 计算机科学 2021-10-29 Plabon Shaha , Talha Islam Zadid , Ismat Rahman , Md. Mosaddek Khan

In global sensitivity analysis, the well known Sobol' sensitivity indices aim to quantify how the variance in the output of a mathematical model can be apportioned to the different variances of its input random variables. These indices are…

统计理论 · 数学 2018-01-11 Nazih Benoumechiara , Kevin Elie-Dit-Cosaque

Acquisition of labeled training samples for affective computing is usually costly and time-consuming, as affects are intrinsically subjective, subtle and uncertain, and hence multiple human assessors are needed to evaluate each affective…

机器学习 · 计算机科学 2019-03-27 Dongrui Wu , Jian Huang

Multiple importance sampling (MIS) is an increasingly used methodology where several proposal densities are used to approximate integrals, generally involving target probability density functions. The use of several proposals allows for a…

统计理论 · 数学 2022-07-12 Rahul Mukerjee , Víctor Elvira

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to provide unbiased estimates of relevant estimands…

计量经济学 · 经济学 2024-01-18 Kirill Borusyak , Xavier Jaravel , Jann Spiess

This study compares the performances of two sampling-based strategies for the simultaneous estimation of the first-and total-orders variance-based sensitivity indices (a.k.a Sobol' indices). The first strategy was introduced by [8] and is…

应用统计 · 统计学 2020-06-16 Ivano Azzini , Thierry Mara , Rossana Rosati

Sampling-based search, a simple paradigm for utilizing test-time compute, involves generating multiple candidate responses and selecting the best one -- typically by having models self-verify each response for correctness. In this paper, we…

机器学习 · 计算机科学 2025-02-21 Eric Zhao , Pranjal Awasthi , Sreenivas Gollapudi

Factorial designs are frequently used in different fields of science, e.g. psychological, medical or biometric studies. Standard approaches, as the ANOVA $F$-test, make different assumptions on the distribution of the error terms, the…

统计方法学 · 统计学 2018-02-21 Maria Umlauft

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

系统与控制 · 计算机科学 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

Under the Neyman causal model, it is well-known that OLS with treatment-by-covariate interactions cannot harm asymptotic precision of estimated treatment effects in completely randomized experiments. But do such guarantees extend to…

统计理论 · 数学 2018-03-19 Joel A. Middleton

We consider the estimation of measures of model performance in a target population when covariate and outcome data are available on a sample from some source population and covariate data, but not outcome data, are available on a simple…

统计方法学 · 统计学 2023-06-16 Jon A. Steingrimsson , Sarah E. Robertson , Issa J. Dahabreh

We develop new unbiased estimators of a number of quantities defined for functions of conditional moments, like conditional expectations and variances, of functions of two independent random variables given the first variable, including…

统计计算 · 统计学 2013-10-03 Tomasz Badowski