Related papers: Quantifying nuisance parameter effects via decompo…

In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two parameters are bundled together, that is, the nuisance parameter is…

For multiple reasons -- such as avoiding overtraining from one data set or because of having received numerical estimates for some parameters in a model from an alternative source -- it is sometimes useful to divide a model's parameters…

We establish the asymptotic distribution of likelihood ratio tests (LRTs) in settings where some of the nuisance parameters are unidentifiable under the null hypothesis, parameters of interest lie on the boundary of the parameter space, and…

This is a writeup, with some elaboration, of the talks by the two authors (a physicist and a statistician) at the first PHYSTAT Informal review on January 24, 2024. We discuss Bayesian and frequentist approaches to dealing with nuisance…

Motivated by data-rich experiments in transcriptional regulation and sensory neuroscience, we consider the following general problem in statistical inference. When exposed to a high-dimensional signal S, a system of interest computes a…

We propose a new method of perturbing a major variable by adding noise such that results of regression analysis are unaffected. The extent of the perturbation can be controlled using a single parameter, which eases an actual perturbation…

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

Have you also been wondering what is this thing with double robustness and nuisance parameters estimated at rate n^(1/4)? It turns out that to understand this phenomenon one just needs the Middle Value Theorem (or a Taylor expansion) and…

The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Effect modification occurs when the effect of the treatment on an outcome varies according to the level of other covariates and often has important implications in decision making. When there are tens or hundreds of covariates, it becomes…

Statistical inference in the presence of nuisance functionals with complex survey data is an important topic in social and economic studies. The Gini index, Lorenz curves and quantile shares are among the commonly encountered examples. The…

Limit distributions of likelihood ratio statistics are well-known to be discontinuous in the presence of nuisance parameters at the boundary of the parameter space, which lead to size distortions when standard critical values are used for…

We study frequentist asymptotic properties of Bayesian procedures for high-dimensional Gaussian sparse regression when unknown nuisance parameters are involved. Nuisance parameters can be finite-, high-, or infinite-dimensional. A mixture…

In this paper, we consider the nonparametric random regression model $Y=f_1(X_1)+f_2(X_2)+\epsilon$ and address the problem of estimating the function $f_1$. The term $f_2(X_2)$ is regarded as a nuisance term which can be considerably more…

This paper develops a two-stage method for inference on partially identified parameters in moment inequality models with separable nuisance parameters. In the first stage, the nuisance parameters are estimated separately, and in the second…

We study the frequentist properties of confidence intervals computed by the method known to statisticians as the Profile Likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible…

Approximations to the modified signed likelihood ratio statistic are asymptotically standard normal with error of order $n^{-1}$, where $n$ is the sample size. Proofs of this fact generally require that the sufficient statistic of the model…

Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome.…

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…