Statistics

A generalised concept of the signal-to-noise ratio (or equivalently the ratio of predictable components, or RPC) is provided, based on proper scoring rules. This definition is the natural generalisation of the classical RPC, yet it allows…

We study reinforcement learning (RL) with transition look-ahead, where the agent may observe which states would be visited upon playing any sequence of $\ell$ actions before deciding its course of action. While such predictive information…

Kernel Stein discrepancies (KSDs) have emerged as a powerful tool for quantifying goodness-of-fit over the last decade, featuring numerous successful applications. To the best of our knowledge, all existing KSD estimators with known rate…

Conformal prediction is a model-free machine learning method for constructing prediction regions at a guaranteed coverage probability level. However, a data scientist often faces three challenges in practice: (i) the determination of a…

Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear…

In this paper we investigate the spatio-temporal dynamics of obesity rates across Italian regions from 2010 to 2022, aiming to identify spatial and temporal trends and assess potential heterogeneities. We implement a Bayesian hierarchical…

To reach human level intelligence, learning algorithms need to incorporate causal reasoning. But identifying causality, and particularly counterfactual reasoning, remains elusive. In this paper, we make progress on counterfactual inference…

We propose a new omnibus goodness-of-fit test based on trigonometric moments of probability-integral-transformed data. The test builds on the framework of the LK test introduced by Langholz and Kronmal [J. Amer. Statist. Assoc. 86 (1991),…

While average treatment effects (ATE) and conditional average treatment effects (CATE) provide valuable population- and subgroup-level summaries, they fail to capture uncertainty at the individual level. For high-stakes decision-making,…

Aggregated relational data is widely collected to study social networks, in fields such as sociology, public health and economics. Many of the successes of ARD inference have been driven by increasingly complex Bayesian models, which…

Longitudinal binary or count functional data are common in neuroscience, but are often too large to analyze with existing functional regression methods. We propose one-step penalized generalized estimating equations that supports…

Using the bit string generation problem as a case study, we theoretically compare two standard methods for adapting large language models to new tasks. The first, referred to as supervised fine-tuning, involves training a new next token…

The long term consequences of unwanted pregnancies carried to term on mothers have not been much explored. We use data from the Wisconsin Longitudinal Study (WLS) and propose a novel approach, namely two team cross-screening, to study the…

Creating large-scale datasets for training high-performance generative models is often prohibitively expensive, especially when associated attributes or annotations must be provided. As a result, merging existing datasets has become a…

We consider a method for conformalizing a stacked ensemble of predictive models, showing that the potentially simple form of the meta-learner at the top of the stack enables a procedure with manageable computational cost that achieves…

We introduce a novel particle-based algorithm for end-to-end training of latent diffusion models. We reformulate the training task as minimizing a free energy functional and obtain a gradient flow that does so. By approximating the latter…

Criminal activity data are typically available via a three-way tensor encoding the reported frequencies of different crime categories across time and space. The challenges that arise in the design of interpretable, yet realistic,…

Racial disparities in healthcare expenditures are well-documented, yet the underlying drivers remain complex. This study develops a framework to decompose such disparities through shifts in the distributions of mediating variables, rather…

Bayesian Poisson Non-Negative Matrix Factorization (NMF) is widely used to model count data, including in cancer mutational signature analysis. However, standard Gibbs samplers rely on computationally expensive Poisson augmentation, and…

Analysis of data from randomized controlled trials in vulnerable populations requires special attention when assessing treatment effect by a score measuring, e.g., disease stage or activity together with onset of prevalent terminal events.…