相关论文: Just Identified Indirect Inference Estimator: Accu…

This paper studies a regularized support function estimator for bounds on components of the parameter vector in the case in which the identified set is a polygon. The proposed regularized estimator has three important properties: (i) it has…

Indirect Inference (I-I) estimation of structural parameters $\theta$ {{requires matching observed and simulated statistics, which are most often generated using an auxiliary model that depends on instrumental parameters $\beta$.}} {The…

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

Classical estimators, the cornerstones of statistical inference, face insurmountable challenges when applied to important emerging classes of Archimedean copulas. These models exhibit pathological properties, including numerically unstable…

Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models.…

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Just-in-time Information Recommendation (JIR) is a service designed to deliver the most relevant information precisely when users need it, , addressing their knowledge gaps with minimal effort and boosting decision-making and efficiency in…

Physics informed neural networks (PINNs) have recently been very successfully applied for efficiently approximating inverse problems for PDEs. We focus on a particular class of inverse problems, the so-called data assimilation or unique…

Accurate uncertainty quantification is crucial for making reliable decisions in various supervised learning scenarios, particularly when dealing with complex, multimodal data such as images and text. Current approaches often face notable…

Statistical inference, a central tool of science, revolves around the study and the usage of statistical estimators: functions that map finite samples to predictions about unknown distribution parameters. In the frequentist framework,…

Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere. For thick tailed predictors under heteroskedasticity this…

This paper proposes Progressive Inference - a framework to compute input attributions to explain the predictions of decoder-only sequence classification models. Our work is based on the insight that the classification head of a decoder-only…

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Conventional deep models predict a test sample with a single forward propagation, which, however, may not be sufficient for predicting hard-classified samples. On the contrary, we human beings may need to carefully check the sample many…

Recent advances in artificial intelligence have enabled the generation of large-scale, low-cost predictions with increasingly high fidelity. As a result, the primary challenge in statistical inference has shifted from data scarcity to data…

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…

Mechanistic Interpretability (MI) aims to reverse-engineer model behaviors by identifying functional sub-networks. Yet, the scientific validity of these findings depends on their stability. In this work, we argue that circuit discovery is…

Prediction-powered inference (PPI) is a method that improves statistical estimates based on limited human-labeled data. PPI achieves this by combining small amounts of human-labeled data with larger amounts of data labeled by a reasonably…

This article proposes an inferential framework for comparing predictor importance in classification problems with categorical response variables. The approach is based on the categorical Gini correlation (CGC) proposed by Dang et al.…