Related papers: Small sample methods for cluster-robust variance e…
We study a multi-factor block model for variable clustering and connect it to regularized subspace clustering through a distributionally robust version of nodewise regression. To solve the latter problem, we derive a convex relaxation,…
Two commonly used methods for improving precision and power in clinical trials are stratified randomization and covariate adjustment. However, many trials do not fully capitalize on the combined precision gains from these two methods, which…
In this paper we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score…
The overwhelming majority of empirical research that uses cluster-robust inference assumes that the clustering structure is known, even though there are often several possible ways in which a dataset could be clustered. We propose two tests…
Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…
Clustering is part of unsupervised analysis methods that consist in grouping samples into homogeneous and separate subgroups of observations also called clusters. To interpret the clusters, statistical hypothesis testing is often used to…
Spectral Clustering is a popular technique to split data points into groups, especially for complex datasets. The algorithms in the Spectral Clustering family typically consist of multiple separate stages (such as similarity matrix…
This paper provides an entire inference procedure for the autoregressive model under (conditional) heteroscedasticity of unknown form with a finite variance. We first establish the asymptotic normality of the weighted least absolute…
Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…
A topic of great current interest is Causal Representation Learning (CRL), whose goal is to learn a causal model for hidden features in a data-driven manner. Unfortunately, CRL is severely ill-posed since it is a combination of the two…
This article introduces a leave-one-out regression adjustment (LOORA) for estimating average treatment effects in randomized controlled trials. In finite samples, LOORA removes the bias of conventional regression adjustment and yields exact…
Randomized controlled trials (RCTs) are the accepted standard for treatment effect estimation but they can be infeasible due to ethical reasons and prohibitive costs. Single-arm trials, where all patients belong to the treatment group, can…
I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…
We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…
Cloze testing is a common method for measuring the behavior of large language models on a number of benchmark tasks. Using the MMLU dataset, we show that the base-rate probability (BRP) differences across answer tokens are significant and…
In modern high-throughput data analysis, researchers perform a large number of statistical tests, expecting to find perhaps a small fraction of significant effects against a predominantly null background. Higher Criticism (HC) was…
Stepped-wedge cluster randomised trials (SW-CRTs) increasingly evaluate complex interventions, yet methodological guidance for analysing composite endpoints using generalized pairwise comparisons (GPC)remains limited. This work investigates…
Sequential monitoring of randomized trials traditionally relies on parametric assumptions or asymptotic approximations. We discuss a family of nonparametric sequential tests - collectively called e-RT - for binary, event-only, and…
Unsupervised representation learning with variational inference relies heavily on independence assumptions over latent variables. Causal representation learning (CRL), however, argues that factors of variation in a dataset are, in fact,…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…