Statistics

We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can…

To estimate the causal effect of an intervention, researchers need to identify a control group that represents what might have happened to the treatment group in the absence of that intervention. This is challenging without a randomized…

The signature is a canonical representation of a multidimensional path over an interval. However, it treats all historical information uniformly, offering no intrinsic mechanism for contextualising the relevance of the past. To address…

Prediction-powered inference (PPI) is a rapidly growing framework for combining machine learning predictions with a small set of gold-standard labels to conduct valid statistical inference. In this article, I argue that the core estimators…

Direct air carbon capture and storage (DACCS) is a promising CO2 removal technology, but its deployment at scale remains speculative. Yet, its technological, economic, and policy-related uncertainties have often been overlooked in…

Non-Gaussian statistics are a challenge for data assimilation. Linear methods oversimplify the problem, yet fully nonlinear methods are often too expensive to use in practice. The best solution usually lies between these extremes.…

Kernel-based multivariate statistical process control (K-MSPC) extends classical monitoring to nonlinear industrial processes. Its performance depends critically on kernel parameters such as lengthscales and variance terms. In current…

Longitudinal cluster randomized trials (L-CRTs) are increasingly used to evaluate the cost-effectiveness of healthcare interventions across multiple assessment periods, yet design methods for powering these trials remain underdeveloped.…

Autoregressive (AR) models remain widely used in time series analysis due to their interpretability, but convencional parameter estimation methods can be computationally expensive and prone to convergence issues. This paper proposes a…

Distributed lag non-linear models (DLNMs) are a popular approach to flexibly model the effect of time-delayed exposures. Classical DLNMs specify a common exposure-lag-response relationship across geographical areas. However, this…

Deep learning models have become the dominant approach for multivariate time series anomaly detection (MTSAD), often reporting substantial performance improvements over classical statistical methods. However, these gains are frequently…

We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms…

Sensitivity analysis for unmeasured confounding in observational studies is commonly based on threshold quantities, such as the Cornfield condition or the E-value, which quantify how strong a confounder must be to explain away an observed…

Although Hamiltonian Monte Carlo (HMC) scales as O(d^(1/4)) in dimension, there is a large constant factor determined by the curvature of the target density. This constant factor can be reduced in most cases through preconditioning, the…

Sparse functional data arise when measurements are observed infrequently and at irregular time points for each subject, often in the presence of measurement error. These characteristics introduce additional challenges for functional…

Recursive partitioning methods provide computationally efficient surrogates for the Wasserstein distance, yet their statistical behavior and their resolution in the small-discrepancy regime remain insufficiently understood. We study…

In the present paper we study the performance of linear denoisers for noisy data of the form $\mathbf{x} + \mathbf{z}$, where $\mathbf{x} \in \mathbb{R}^d$ is the desired data with zero mean and unknown covariance $\mathbf{\Sigma}$, and…

Biclustering is a powerful unsupervised learning technique for simultaneously identifying coherent subsets of rows and columns in a data matrix, thus revealing local patterns that may not be apparent in global analyses. However, most…

The use of synthetic data to deidentify data and to improve predictive models is well-attested to. The augmentation of datasets using synthetically generated data is an alluring proposition: in the best case, it generates realistic data…

Geostatistics is a branch of statistics concerned with stochastic processes over continuous domains, with Gaussian processes (GPs) providing a flexible and principled modelling framework. However, the high computational cost of simulating…