Related papers: ASN-Minimax double sampling plans by variables for…
There are many different proposed procedures for sample size planning for the Wilcoxon-Mann-Whitney test at given type-I and type-II error rates $\alpha$ and $\beta$, respectively. Most methods assume very specific models or types of data…
We study the sample complexity of finding an $\varepsilon$-optimal policy in average-reward Markov Decision Processes (MDPs) with a generative model. The minimax optimal span-based complexity of $\widetilde{O}(SAH/\varepsilon^2)$, where $H$…
We propose a new sufficient dimension reduction approach designed deliberately for high-dimensional classification. This novel method is named maximal mean variance (MMV), inspired by the mean variance index first proposed by Cui, Li and…
In this paper we focus on comparative diagnostic trials which are frequently employed to compare two markers with continuous or ordinal results. We derive explicit expressions for the optimal sampling ratio based on a common variance…
We introduce a procedure for conditional density estimation under logarithmic loss, which we call SMP (Sample Minmax Predictor). This estimator minimizes a new general excess risk bound for statistical learning. On standard examples, this…
In many real-world applications, it is common that a proportion of the data may be missing or only partially observed. We develop a novel two-sample testing method based on the Maximum Mean Discrepancy (MMD) which accounts for missing data…
The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used in terms of the risk associated with a loss function that…
A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…
Annealed Sequential Monte Carlo (ASMC) samplers are special cases of SMC samplers where the sequence of distributions can be embedded in a smooth path of distributions. Using this underlying path and a performance model based on the…
We study least squares linear regression over $N$ uncorrelated Gaussian features that are selected in order of decreasing variance. When the number of selected features $p$ is at most the sample size $n$, the estimator under consideration…
Integrating probability and nonprobability survey samples is an important problem in modern survey sampling. Nonprobability samples often contain rich outcome information but may lack population representativeness, whereas probability…
In industrial anomaly detection, model efficiency and mobile-friendliness become the primary concerns in real-world applications. Simultaneously, the impressive generalization capabilities of Segment Anything (SAM) have garnered broad…
Anomaly detection is not an easy problem since distribution of anomalous samples is unknown a priori. We explore a novel method that gives a trade-off possibility between one-class and two-class approaches, and leads to a better performance…
We consider an experiment with at least two stages or batches and $O(N)$ subjects per batch. First, we propose a semiparametric treatment effect estimator that efficiently pools information across the batches, and show it asymptotically…
We consider unconstrained multi-criteria optimization problems with finite sum objective functions. The proposed algorithm belongs to a non-monotone trust region framework where additional sampling approach is used to govern the sample size…
Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…
This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…
We develop a multiscale scanning method to find anomalies in a $d$-dimensional random field in the presence of nuisance parameters. This covers the common situation that either the baseline-level or additional parameters such as the…
Multinomial logistic regression models allow one to predict the risk of a categorical outcome with more than 2 categories. When developing such a model, researchers should ensure the number of participants (n) is appropriate relative to the…
Minimax $L_2$ risks for high-dimensional nonparametric regression are derived under two sparsity assumptions: (1) the true regression surface is a sparse function that depends only on $d=O(\log n)$ important predictors among a list of $p$…