Statistics
Quantifying uncertainty in detected changepoints is an important problem. However it is challenging as the naive approach would use the data twice, first to detect the changes, and then to test them. This will bias the test, and can lead to…
We consider outbreak detection settings of endemic diseases where the population under study consists of various subpopulations available for stratified surveillance. These subpopulations can for example be based on age cohorts, but may…
The link between age and migration propensity is long established, but existing models of country-level net migration ignore the effect of population age distribution on past and projected migration rates. We propose a method to estimate…
Among the most important models for long-range dependent time series is the class of ARFIMA$(p,d,q)$ (Autoregressive Fractionally Integrated Moving Average) models. Estimating the long-range dependence parameter $d$ in ARFIMA models is a…
Post-selection inference has recently been proposed as a way of quantifying uncertainty about detected changepoints. The idea is to run a changepoint detection algorithm, and then re-use the same data to perform a test for a change near…
Covariate adjustment is a general method for improving precision when estimating treatment effects in randomized trials and is recommended by the FDA in its 2023 guidance when baseline variables are prognostic for the primary outcome. We…
Randomized controlled trials typically assume that prognostic covariates are known and available at no cost. In practice, obtaining high-dimensional pretreatment data is costly, forcing a trade-off between covariate-adaptive precision and a…
Recent advances in biomedical research have identified an increasing number of biomarkers associated with heterogeneity in patient responses to medical treatments. When a treatment is suspected to benefit certain patient subpopulations,…
Existing conformal prediction methods for time-to-event outcomes leverage only baseline covariates, producing prediction intervals that are insufficiently informative to facilitate decision making. We propose History-Aware Prediction Sets…
Since its introduction by Fisher, the method of hypothesis testing that relies on computing error probabilities has witnessed several developments. Perhaps the most significant development was the seminal contributions of Neyman and Pearson…
In networks, effective dynamic treatment allocation requires deciding both whom to treat and also when, so as to amplify policy impact through spillovers. An early intervention at a well-connected node can trigger cascades that change which…
Tree-based regression models are widely used in supervised learning, with the Classification and Regression Tree (CART) algorithm serving as a standard reference. CART construction involves solving a sequence of split-selection optimization…
This work has two major parts. First, we extend the recent study of Pham et al. (2025) on point estimation of the association parameter of a bivariate Frank copula. We investigate two Bayes estimators under the generalized flat prior and…
In many scientific domains, including experimentation, researchers rely on measurements of proxy outcomes to achieve faster and more frequent reads, especially when the primary outcome of interest is challenging to measure directly. While…
Predictive models are often deployed through existing decision policies that stakeholders are reluctant to change unless a risk constraint requires intervention. We study risk-controlled post-processing: given a deterministic baseline…
Traditional multi-population models, such as the Li-Lee framework, rely on the assumption of mean-reverting country-specific deviations. However, recent data from high-longevity clusters suggest a systemic break in this paradigm. We…
Prior-Fitted Networks (PFNs) amortize Bayesian prediction by meta-learning over a synthetic task prior, but their standard output is a posterior predictive distribution over noisy observations. For sequential decision-making, such as active…
Finite-sample analyses of deep Q-learning typically treat replayed data as independent, even though it is sampled from temporally dependent state-action trajectories. We study the Deep Q-networks (DQN) algorithm under explicit dependence by…
Real-world datasets are inherently heterogeneous, yet how per-class structural differences and sampling imbalance shape the training dynamics of diffusion models-and potentially exacerbate disparities-remains poorly understood. While models…
Learning identifiable representations in deep generative models remains a fundamental challenge, particularly for sequential data with regime-switching dynamics. Existing approaches establish identifiability under restrictive assumptions,…