We argue that comprehensive out-of-sample (OOS) evaluation using statistical decision theory (SDT) should replace the current practice of K-fold and Common Task Framework validation in machine learning (ML) research. SDT provides a formal framework for performing comprehensive OOS evaluation...

Statisticians have proposed meta-analysis to combine the findings of multiple studies of health risks or treatment response. The standard practice is to compute a weighted-average of the estimates. Yet it is not clear how to interpret a weighted average of estimates reported in disparate...

"Although uncertainty is common in patient care, it has not been largely addressed in research on evidence-based medicine. Patient Care Under Uncertainty strives to correct this huge omission. For the past few years, renowned economist Charles Manski has been applying the statistical tools of...