相关论文: Assessing inter-rater reliability with heterogeneo…

Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which…

Robust validation of Machine Learning (ML) models is essential, but traditional data partitioning approaches often ignore the intrinsic quality of each instance. This study proposes the use of Item Response Theory (IRT) parameters to…

The application of machine learning models can be significantly impeded by the occurrence of distributional shifts, as the assumption of homogeneity between the population of training and testing samples in machine learning and statistics…

A key challenge in building effective regression models for large and diverse populations is accounting for patient heterogeneity. An example of such heterogeneity is in health system risk modeling efforts where different combinations of…

This paper considers the problem of estimating the variance of a sum of a triangular array of random vectors with heterogeneous means. When random vectors exhibit two-way cluster dependence or weak dependence, standard variance estimators…

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…

Estimating the covariance of asset returns, i.e., the risk model, is a key component of financial portfolio construction and evaluation. Most risk modeling approaches produce a factor model that decomposes the asset variability into two…

We tackle the problem of robust novelty detection, where we aim to detect novelties in terms of semantic content while being invariant to changes in other, irrelevant factors. Specifically, we operate in a setup with multiple environments,…

Motivated by applications in tissue-wide association studies (TWAS), we develop a flexible and theoretically grounded empirical Bayes approach for integrating %vector-valued outcomes data obtained from different sources. We propose a linear…

The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big, the issue of variable selection…

The quality of a Bayes factor crucially depends on the number of regressors, the sample size and the prior on the regression parameters, and hence it has to be established in a case-by-case basis. In this paper we analyze the consistency of…

Successful modeling of degradation performance data is essential for accurate reliability assessment and failure predictions of highly reliable product units. The degradation performance measurements over time are highly heterogeneous. Such…

Automated medical image segmentation inherently involves a certain degree of uncertainty. One key factor contributing to this uncertainty is the ambiguity that can arise in determining the boundaries of a target region of interest,…

In this paper, the problem of robust reconfigurable intelligent surface (RIS) system design under changes in data distributions is investigated. Using the notion of invariant risk minimization (IRM), an invariant causal representation…

Conventional likelihood-based information criteria for model selection rely on the distribution assumption of data. However, for complex data that are increasingly available in many scientific fields, the specification of their underlying…

Estimation of high-dimensional covariance matrices in latent factor models is an important topic in many fields and especially in finance. Since the number of financial assets grows while the estimation window length remains of limited…

Roughness parameters that characterize contacting surfaces with regard to friction and wear are commonly stated without uncertainties, or with an uncertainty only taking into account a very limited amount of aspects such as repeatability of…

The effectiveness and validity of applying variation partitioning methods in community ecology has been questioned. Here, using mathematical deduction and numerical simulation, we made an attempt to uncover the underlying mechanisms…