Related papers: Randomization Does Not Justify Logistic Regression
Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…
Classification with imbalanced data is a common challenge in data analysis, where certain classes (minority classes) account for a small fraction of the training data compared with other classes (majority classes). Classical statistical…
Generalized Linear Models (GLMs) have been used extensively in statistical models of spike train data. However, the maximum likelihood estimates of the model parameters and their uncertainty, can be challenging to compute in situations…
Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…
In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…
In this work, we demonstrate that reliable stochastic sampling is a fundamental yet unfulfilled requirement for Large Language Models (LLMs) operating as agents. Agentic systems are frequently required to sample from distributions, often…
We consider a log-linear model for survival data, where both the location and scale parameters depend on covariates and the baseline hazard function is completely unspecified. This model provides the flexibility needed to capture many…
We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…
Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…
Particle physics experiments rely on the (generalised) likelihood ratio test (LRT) for searches and measurements, which consist of composite hypothesis tests. However, this test is not guaranteed to be optimal, as the Neyman-Pearson lemma…
Traditionally model averaging has been viewed as an alternative to model selection with the ultimate goal to incorporate the uncertainty associated with the model selection process in standard errors and confidence intervals by using a…
In this paper, we propose a convex formulation for learning logistic regression model (logit) with latent heterogeneous effect on sub-population. In transportation, logistic regression and its variants are often interpreted as discrete…
Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…
Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…
Language models (LMs) are increasingly used as simulacra for people, yet their ability to match the distribution of views of a specific demographic group and be \textit{distributionally aligned} remains uncertain. This notion of…
Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical…
The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…
We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic…
Two popular approaches for relating correlated measurements of a non-Gaussian response variable to a set of predictors are to fit a marginal model using generalized estimating equations and to fit a generalized linear mixed model by…
The recursive logit (RL) model has become a widely used framework for route choice modeling, but it suffers from a key limitation: it assigns nonzero probabilities to all paths in the network, including those that are unrealistic, such as…