Related papers: Some Notes on Blinded Sample Size Re-Estimation
We examine the problem of construction of confidence intervals within the basic single-parameter, single-iteration variation of the method of quasi-optimal weights. Two kinds of distortions of such intervals due to insufficiently large…
Classification imbalance arises when one class is much rarer than the other. We frame this setting as transfer learning under label (prior) shift between an imbalanced source distribution induced by the observed data and a balanced target…
Stratification in both the design and analysis of randomized clinical trials is common. Despite features in automated randomization systems to re-confirm the stratifying variables, incorrect values of these variables may be entered. These…
Importance sampling is often used in machine learning when training and testing data come from different distributions. In this paper we propose a new variant of importance sampling that can reduce the variance of importance sampling-based…
Positivity violations, which occur when some subgroups either always or never receive a treatment of interest, pose significant challenges for causal effect estimation with observational data. Recent balancing weight methods have proved to…
The repeated community-wide reuse of test sets in popular benchmark problems raises doubts about the credibility of reported test-error rates. Verifying whether a learned model is overfitted to a test set is challenging as independent test…
We study the problem nonparametric classification with repeated observations. Let $\bX$ be the $d$ dimensional feature vector and let $Y$ denote the label taking values in $\{1,\dots ,M\}$. In contrast to usual setup with large sample size…
In this paper we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score…
Matching a nonprobability sample to a probability sample is one strategy both for selecting the nonprobability units and for weighting them. This approach has been employed in the past to select subsamples of persons from a large panel of…
Particularly in genomics, but also in other fields, it has become commonplace to undertake highly multiple Student's $t$-tests based on relatively small sample sizes. The literature on this topic is continually expanding, but the main…
There is a well-known problem in Null Hypothesis Significance Testing: many statistically significant results fail to replicate in subsequent experiments. We show that this problem arises because standard `point-form null' significance…
In many real-world binary classification tasks (e.g. detection of certain objects from images), an available dataset is imbalanced, i.e., it has much less representatives of a one class (a minor class), than of another. Generally, accurate…
We study the properties of several likelihood-based statistics commonly used in testing for the presence of a known signal under a mixture model with known background, but unknown signal fraction. Under the null hypothesis of no signal, all…
Many real-world classification problems are significantly class-imbalanced to detriment of the class of interest. The standard set of proper evaluation metrics is well-known but the usual assumption is that the test dataset imbalance equals…
We explore the problem of learning under selective labels in the context of algorithm-assisted decision making. Selective labels is a pervasive selection bias problem that arises when historical decision making blinds us to the true outcome…
In this expository note we describe a surprising phenomenon in overparameterized linear regression, where the dimension exceeds the number of samples: there is a regime where the test risk of the estimator found by gradient descent…
Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…
I have three goals in this article: (1) To show the enormous potential of bootstrapping and permutation tests to help students understand statistical concepts including sampling distributions, standard errors, bias, confidence intervals,…
Hybrid clinical trials, that borrow real-world data (RWD), are gaining interest, especially for rare diseases. They assume RWD and randomized control arm be exchangeable, but violations can bias results, inflate type I error, or reduce…
We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…