Statistics

Because the decathlon tests many facets of athleticism, including sprinting, throwing, jumping, and endurance, many consider it to be the ultimate test of athletic ability. On this view, estimating the maximal decathlon score and…

The Highly Adaptive Lasso (HAL) is a nonparametric regression method that achieves almost dimension-free convergence rates under minimal smoothness assumptions, but its implementation can be computationally prohibitive in high dimensions…

There is growing interest in a hybrid control design for treatment evaluation, where a randomized controlled trial is augmented with external control data from a previous trial or a real world data source. The hybrid control design has the…

Optimal control of the future is the next frontier for AI. Current approaches to this problem are typically rooted in reinforcement learning (RL). RL is mathematically distinct from supervised learning, which has been the main workhorse for…

Environmental processes often exhibit complex, non-linear patterns and discontinuities across space and time, posing significant challenges for traditional geostatistical modeling approaches. In this paper, we propose a hybrid…

We consider the problem of sampling from a probability distribution $\pi$ which admits a density w.r.t. a dominating measure. It is well known that this can be written as an optimisation problem over the space of probability distributions…

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Identifying relationships among stochastic processes is a core objective in many fields, such as economics. While the standard toolkit for multivariate time series analysis has many advantages, it can be difficult to capture nonlinear…

We propose a new class of metrics, called the survival independence divergence (SID), to test dependence between a right-censored outcome and covariates. A key technique for deriving the SIDs is to use a counting process strategy, which…

When entering French university, the students' foreign language level is assessed through a placement test. In this work, we model the placement test results using binary latent block models which allow to simultaneously form homogeneous…

Penalized empirical risk minimization with a surrogate loss function is often used to learn a high-dimensional linear decision rule in classification problems. Although much of the literature focus on the generalization error, there is a…

This paper focuses on block likelihood estimation for geostatistical data, a method that balances statistical accuracy and computational efficiency. Central to this approach is the choice of block size, which can significantly impact…

Regional survey estimates and their significance levels are simultaneously displayed in maps that show all 3,141 U.S. counties and equivalents. An analyst can focus his attention on significant differences (or those with a different,…

When analyzing data researchers make some decisions that are either arbitrary, based on subjective beliefs about the data generating process, or for which equally justifiable alternative choices could have been made. This wide range of…

We propose a parsimonious class of arbitrage-free, yields-only dynamic term structure models (DTSMs) with unspanned latent risks. To enable sequential estimation and forecasting, we develop a Sequential Monte Carlo framework that combines…

Temporal network data is often encoded as time-stamped interaction events between senders and receivers, such as co-authoring scientific articles or communication via email. A number of relational event frameworks have been proposed to…

Gaussian stochastic process emulation is a powerful tool for approximating computationally intensive computer models. However, estimation of parameters in the GaSP emulator is a challenging task. No closed-form estimator is available, and…

Rare disease trials face unique statistical challenges due to limited patient populations and heterogeneous clinical manifestations among patients. Multiple endpoints are often necessary to comprehensively capture treatment benefits. A…

This chapter introduces the Bayesian reflex -- an analogy with the autonomic nervous system -- as a unifying framework for online learning in AI. Bayesian online algorithms automatically maintain equilibrium in dynamic environments via…

The COVID-19 pandemic has been characterised by multiple waves of transmission driven by interventions and emerging variants, challenging epidemic models that assume gradually evolving transmission dynamics. We propose a class of…