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Efrén Cruz Cortés

Publications and source records attributed to Efrén Cruz Cortés.

3 recordsLinked to original sources

An empirical process framework for covariate balance in causal inference

We propose a new perspective for the evaluation of matching procedures by considering the complexity of the function class they belong to. Under this perspective we provide theoretical guarantees on post-matching covariate balance through a finite sample concentration inequality. We apply this framework to coarsened exact matching as well as matching using the propensity score and suggest how to apply it to other algorithms. Simulation studies are used to evaluate the procedures.

math.ST↗

A Simulation Based Dynamic Evaluation Framework for System-wide Algorithmic Fairness

We propose the use of Agent Based Models (ABMs) inside a reinforcement learning framework in order to better understand the relationship between automated decision making tools, fairness-inspired statistical constraints, and the social phenomena giving rise to discrimination towards sensitive groups. There have been many instances of discrimination occurring due to the applications of algorithmic tools by public and private institutions. Until recently, these practices have mostly gone unchecked. Given the large-scale transformation these new technologies elicit, a joint effort of social sciences and machine learning researchers is necessary. Much of the research has been done on determining statistical properties of such algorithms and the data they are trained on. We aim to complement that approach by studying the social dynamics in which these algorithms are implemented. We show how bias can be accumulated and reinforced through automated decision making, and the possibility of finding a fairness inducing policy. We focus on the case of recidivism risk assessment by considering simplified models of arrest. We find that if we limit our attention to what is observed and manipulated by these algorithmic tools, we may determine some blatantly unfair practices as fair, illustrating the advantage of analyzing the otherwise elusive property with a system-wide model. We expect the introduction of agent based simulation techniques will strengthen collaboration with social scientists, arriving at a better understanding of the social systems affected by technology and to hopefully lead to concrete policy proposals that can be presented to policymakers for a true systemic transformation.

cs.CY↗

Consistent Kernel Density Estimation with Non-Vanishing Bandwidth

Consistency of the kernel density estimator requires that the kernel bandwidth tends to zero as the sample size grows. In this paper we investigate the question of whether consistency is possible when the bandwidth is fixed, if we consider a more general class of weighted KDEs. To answer this question in the affirmative, we introduce the fixed-bandwidth KDE (fbKDE), obtained by solving a quadratic program, and prove that it consistently estimates any continuous square-integrable density. We also establish rates of convergence for the fbKDE with radial kernels and the box kernel under appropriate smoothness assumptions. Furthermore, in an experimental study we demonstrate that the fbKDE compares favorably to the standard KDE and the previously proposed variable bandwidth KDE.

stat.ML↗