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Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…
Consider the problem of imputing missing values in a dataset. One the one hand, conventional approaches using iterative imputation benefit from the simplicity and customizability of learning conditional distributions directly, but suffer…
High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…
We propose a method that meta-learns a knowledge on matrix factorization from various matrices, and uses the knowledge for factorizing unseen matrices. The proposed method uses a neural network that takes a matrix as input, and generates…
Databases in domains such as healthcare are routinely released to the public in aggregated form. Unfortunately, naive modeling with aggregated data may significantly diminish the accuracy of inferences at the individual level. This paper…
This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…
Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…
The final step of most large-scale structure analyses involves the comparison of power spectra or correlation functions to theoretical models. It is clear that the theoretical models have parameter dependence, but frequently the…
Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…
Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a…
Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…
This paper presents a novel method for statistical inference in high-dimensional binary models with unspecified structure, where we leverage a (potentially misspecified) sparsity-constrained working generalized linear model (GLM) to…
The paper concerns inference in the ill-conditioned functional response model, which is a part of functional data analysis. In this regression model, the functional response is modeled using several independent scalar variables. To verify…
In high-dimensional linear models, the sparsity assumption is typically made, stating that most of the parameters are equal to zero. Under the sparsity assumption, estimation and, recently, inference have been well studied. However, in…
Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting method that combines the merits of these two models in a…
We consider the problem of sparse matrix multiplication by the column row method in a distributed setting where the matrix product is not necessarily sparse. We present a surprisingly simple method for "consistent" parallel processing of…
Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…
A framework for quantifying dependence between random vectors is introduced. With the notion of a collapsing function, random vectors are summarized by single random variables, called collapsed random variables in the framework. Using this…
In many application areas, predictive models are used to support or make important decisions. There is increasing awareness that these models may contain spurious or otherwise undesirable correlations. Such correlations may arise from a…