Related papers: Foundational principles for large scale inference:…
We place ourselves in the setting of high-dimensional statistical inference where the number of variables $p$ in a dataset of interest is of the same order of magnitude as the number of observations $n$. We consider the spectrum of certain…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
Standard penalized methods of variable selection and parameter estimation rely on the magnitude of coefficient estimates to decide which variables to include in the final model. However, coefficient estimates are unreliable when the design…
In many settings, robust data analysis involves computational methods for uncertainty quantification and statistical inference. To design frequentist studies that leverage robust analysis methods, suitable sample sizes to achieve desired…
The aim of this paper is to provide a resampling technique that allows us to make inference on superpopulation parameters in finite population setting. Under complex sampling designs, it is often difficult to obtain explicit results about…
Large-scale empirical data, the sample size and the dimension are high, often exhibit various characteristics. For example, the noise term follows unknown distributions or the model is very sparse that the number of critical variables is…
The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…
An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…
Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…
A fundamental aspect of biological information processing is the ubiquity of sequence-function relationships -- functions that map the sequence of DNA, RNA, or protein to a biochemically relevant activity. Most sequence-function…
With the advent of big data applications and the increasing amount of data being produced in these applications, the importance of efficient methods for big data analysis has become highly evident. However, the success of any such method…
The last decade witnessed a rise in the importance of supervised learning applications involving {\em big data} and {\em big models}. Big data refers to situations where the amounts of training data available and needed causes difficulties…
In the era of big data, analysts usually explore various statistical models or machine learning methods for observed data in order to facilitate scientific discoveries or gain predictive power. Whatever data and fitting procedures are…
In processing large quantities of data, a fundamental problem is to obtain a summary which supports approximate query answering. Random sampling yields flexible summaries which naturally support subset-sum queries with unbiased estimators…
In this paper, we consider procedures for testing hypotheses on the dimension of the linear span generated by a growing number of $p\times p$ covariance matrices from independent $q$ populations. Under a proper limiting scheme where all the…
In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The…
A vast array of transformative technologies developed over the past decade has enabled measurement and perturbation at ever increasing scale, yet our understanding of many systems remains limited by experimental capacity. Overcoming this…
Generative models are invaluable in many fields of science because of their ability to capture high-dimensional and complicated distributions, such as photo-realistic images, protein structures, and connectomes. How do we evaluate the…
For high-dimensional inference problems, statisticians have a number of competing interests. On the one hand, procedures should provide accurate estimation, reliable structure learning, and valid uncertainty quantification. On the other…
Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…