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We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…

Statistics Theory · Mathematics 2009-08-26 Hannes Leeb

Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent.…

Methodology · Statistics 2015-10-30 Jennifer Wadsworth , Jonathan Tawn , Anthony Davison , Daniel Elton

We consider high-dimensional inference when the assumed linear model is misspecified. We describe some correct interpretations and corresponding sufficient assumptions for valid asymptotic inference of the model parameters, which still have…

Methodology · Statistics 2015-08-20 Peter Bühlmann , Sara van de Geer

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Statistics Theory · Mathematics 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu

Boolean formulae compactly encode huge, constrained search spaces. Thus, variability-intensive systems are often encoded with Boolean formulae. The search space of a variability-intensive system is usually too large to explore without…

Logic in Computer Science · Computer Science 2025-03-19 Olivier Zeyen , Maxime Cordy , Martin Gubri , Gilles Perrouin , Mathieu Acher

Modern generative and vision-language models (VLMs) are increasingly used in scientific and medical decision support, where predicted probabilities must be both accurate and well calibrated. Despite strong empirical results with moderate…

Machine Learning · Computer Science 2025-12-30 Paul M. Thompson

This paper studies model selection consistency for high dimensional sparse regression when data exhibits both cross-sectional and serial dependency. Most commonly-used model selection methods fail to consistently recover the true model when…

Methodology · Statistics 2018-09-12 Jianqing Fan , Yuan Ke , Kaizheng Wang

Background: Clinical prediction models are increasingly used to inform healthcare decisions, but determining the minimum sample size for their development remains a critical and unresolved challenge. Inadequate sample sizes can lead to…

Machine Learning · Computer Science 2026-03-02 Diana Shamsutdinova , Felix Zimmer , Oyebayo Ridwan Olaniran , Sarah Markham , Daniel Stahl , Gordon Forbes , Ewan Carr

This article deals with the analysis of high dimensional data that come from multiple sources (experiments) and thus have different possibly correlated responses, but share the same set of predictors. The measurements of the predictors may…

Methodology · Statistics 2020-07-01 Guorong Dai , Ursula U. Müller , Raymond J. Carroll

Multiscale modeling of complex systems is crucial for understanding their intricacies. Data-driven multiscale modeling has emerged as a promising approach to tackle challenges associated with complex systems. On the other hand,…

Machine Learning · Computer Science 2024-03-26 Ruyi Tao , Ningning Tao , Yi-zhuang You , Jiang Zhang

The advent of modern technology, permitting the measurement of thousands of characteristics simultaneously, has given rise to floods of data characterized by many large or even huge datasets. This new paradigm presents extraordinary…

Methodology · Statistics 2019-02-14 A. M. Pires , J. A. Branco

Imitation learning from large multi-task demonstration datasets has emerged as a promising path for building generally-capable robots. As a result, 1000s of hours have been spent on building such large-scale datasets around the globe.…

Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonstrate a general framework to efficiently sample a…

Causal discovery, the task of inferring causal structure from data, has the potential to uncover mechanistic insights from biological experiments, especially those involving perturbations. However, causal discovery algorithms over larger…

Machine Learning · Computer Science 2025-04-01 Menghua Wu , Yujia Bao , Regina Barzilay , Tommi Jaakkola

Motivated by statistical inference problems in high-dimensional time series data analysis, we first derive non-asymptotic error bounds for Gaussian approximations of sums of high-dimensional dependent random vectors on hyper-rectangles,…

Statistics Theory · Mathematics 2024-06-05 Jinyuan Chang , Xiaohui Chen , Mingcong Wu

Inference and prediction are fundamental to the study of complex systems, where network data are often incomplete, inaccurate or obtained indirectly. In this paper, we review recent advances in network sampling and comparison, as well as in…

Statistical Mechanics · Physics 2025-12-09 Francisco A. Rodrigues

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

Data Analysis, Statistics and Probability · Physics 2021-03-15 Grant M. Rotskoff , Andrew R. Mitchell , Eric Vanden-Eijnden

Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…

Machine Learning · Statistics 2026-03-11 Shinto Eguchi

Graphs and networks provide a canonical representation of relational data, with massive network data sets becoming increasingly prevalent across a variety of scientific fields. Although tools from mathematics and computer science have been…

Methodology · Statistics 2014-08-11 Benjamin P. Olding , Patrick J. Wolfe

The "large p, small n" paradigm arises in microarray studies, where expression levels of thousands of genes are monitored for a small number of subjects. There has been an increasing demand for study of asymptotics for the various…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Shuangge Ma