Related papers: Bootstrap Methods for the Empirical Study of Decis…
The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we…
Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…
Process mining extracts value from the traces recorded in the event logs of IT-systems, with process discovery the task of inferring a process model for a log emitted by some unknown system. Generalization is one of the quality criteria…
Information flow analysis has largely ignored the setting where the analyst has neither control over nor a complete model of the analyzed system. We formalize such limited information flow analyses and study an instance of it: detecting the…
Bootstrap inference is a powerful tool for obtaining robust inference for quantiles and difference-in-quantiles estimators. The computationally intensive nature of bootstrap inference has made it infeasible in large-scale experiments. In…
A data-driven model where individual learning behavior is a linear combination of certain stylized learning patterns scaled by learners' affinities is proposed. The absorption of stylized behavior through the affinities constitutes…
Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…
This article proposes an online bootstrap scheme for nonparametric level estimation in nonstationary time series. Our approach applies to a broad class of level estimators expressible as weighted sample averages over time windows, including…
The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical…
The usage of psychological networks that conceptualize psychological behavior as a complex interplay of psychological and other components has gained increasing popularity in various fields of psychology. While prior publications have…
Many online experiments exhibit dependence between users and items. For example, in online advertising, observations that have a user or an ad in common are likely to be associated. Because of this, even in experiments involving millions of…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…
We propose a model for the social flow of information in the form of text data, which simulates the posting and sharing of short social media posts. Nodes in a graph representing a social network take turns generating words, leading to a…
Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative…
We study a stochastic model for the diffusion of competing opinions in a population composed of three types of agents: trend-followers, opposers, and indifferent individuals. The decision dynamics are driven by reinforcement mechanisms,…
Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly accessible. Accordingly, many data collecting agencies only release aggregated data, e.g.…
Conditional selective inference requires an exact characterization of the selection event, which is often unavailable except for a few examples like the lasso. This work addresses this challenge by introducing a generic approach to estimate…
Information asymmetry is a pervasive feature of multi-agent systems, especially evident in economics and social sciences. In these settings, agents tailor their actions based on private information to maximize their rewards. These strategic…
In many applications, data cluster. Failing to take the cluster structure into consideration generally leads to underestimated variances of point estimators and inflated type I errors in hypothesis tests. Many circumstance-dependent…