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Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality of two precision matrices in high dimensional setting is a…
We propose a bootstrap testing framework for a general class of hypothesis tests, which allows resampling under the null hypothesis as well as other forms of bootstrapping. We identify combinations of resampling schemes and bootstrap…
Boosting has garnered significant interest across both machine learning and statistical communities. Traditional boosting algorithms, designed for fully observed random samples, often struggle with real-world problems, particularly with…
The requirement of uncertainty quantification for anomaly detection systems has become increasingly important. In this context, effectively controlling Type I error rates ($\alpha$) without compromising the statistical power ($1-\beta$) of…
Clustered data arise naturally in many scientific and applied research settings where units are grouped within clusters. They are commonly analyzed using linear mixed models to account for within-cluster correlations. This article focuses…
In this work, we provide a refinement of the selective CLT result of Tian and Taylor (2015), which allows for selective inference in non-parametric settings by adjusting for the asymptotic Gaussian limit for selection. Under some regularity…
Fine-Gray models specify the subdistribution hazards for one out of multiple competing risks to be proportional. The estimators of parameters and cumulative incidence functions under Fine-Gray models have a simpler structure when data are…
We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…
We propose a residual and wild bootstrap methodology for individual and simultaneous inference in high-dimensional linear models with possibly non-Gaussian and heteroscedastic errors. We establish asymptotic consistency for simultaneous…
Many clinical studies require the follow-up of patients over time. This is challenging: apart from frequently observed drop-out, there are often also organizational and financial challenges, which can lead to reduced data collection and, in…
The identification of causal effects in observational studies typically relies on two standard assumptions: unconfoundedness and overlap. However, both assumptions are often questionable in practice: unconfoundedness is inherently…
Bootstrap is a useful tool for making statistical inference, but it may provide erroneous results under complex survey sampling. Most studies about bootstrap-based inference are developed under simple random sampling and stratified random…
Simultaneous inference for high-dimensional non-Gaussian time series is always considered to be a challenging problem. Such tasks require not only robust estimation of the coefficients in the random process, but also deriving limiting…
Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…
Balancing false discovery rate (FDR) control with high statistical power remains a central challenge in high-dimensional variable selection. While several FDR-controlling methods have been proposed, many degrade the original data -- by…
In this paper, we consider a probabilistic setting where the probability measures are considered to be random objects. We propose a procedure of construction non-asymptotic confidence sets for empirical barycenters in 2-Wasserstein space…
Many epidemiological and clinical studies aim at analyzing a time-to-event endpoint. A common complication is right censoring. In some cases, it arises because subjects are still surviving after the study terminates or move out of the study…
The maximum likelihood estimator in nonlinear panel data models with interactive fixed effects is biased. Several bias correction methods, such as analytical and jackknife approaches, have been proposed to enable valid inference. This paper…
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…
In this paper the bootstrap conditions that follow from the general postulates of effective scattering theory (EST) are checked in the strange sector. We construct the system of tree level bootstrap constraints for the renormalization…