Related papers: A statistical inference course based on p-values
In recent years, modeling and analysis of interval-valued time series have garnered increasing attention in econometrics, finance, and statistics. However, these studies have predominantly focused on statistical inference in the forecasting…
Randomization-based inference commonly relies on grid search methods to construct confidence intervals by inverting hypothesis tests over a range of parameter values. While straightforward, this approach is computationally intensive and can…
Between the two dominant schools of thought in statistics, namely, Bayesian and classical/frequentist, a main difference is that the former is grounded in the mathematically rigorous theory of probability while the latter is not. In this…
Causal inference is a key research area in machine learning, yet confusion reigns over the tools needed to tackle it. There are prevalent claims in the machine learning literature that you need a bespoke causal framework or notation to…
Instead of testing for unanimous agreement, I propose learning how broad of a consensus favors one distribution over another (of earnings, productivity, asset returns, test scores, etc.). Specifically, given a sample from each of two…
As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…
Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying…
Although review papers on causal inference methods are now available, there is a lack of introductory overviews on what they can render and on the guiding criteria for choosing one particular method. This tutorial gives an overview in…
Significance testing based on p-values has been implicated in the reproducibility crisis in scientific research, with one of the proposals being to eliminate them in favor of Bayesian analyses. Defenders of the p-values have countered that…
Classification is a fundamental problem in machine learning and data mining. During the past decades, numerous classification methods have been presented based on different principles. However, most existing classifiers cast the…
This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…
Statistical significance testing of differences in values of metrics like recall, precision and balanced F-score is a necessary part of empirical natural language processing. Unfortunately, we find in a set of experiments that many commonly…
Null hypothesis statistical significance testing (NHST) is the dominant approach for evaluating results from randomized controlled trials. Whereas NHST comes with long-run error rate guarantees, its main inferential tool -- the $p$-value --…
Public-use survey data are an important source of information for researchers in social science and health studies to build statistical models and make inferences on the target finite population. This paper presents two general inferential…
Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…
Belief functions are a powerful and popular framework for the mathematical characterisation of uncertainty, in particular in situations in which lack of data renders learning a probability distribution for the problem impractical. The first…
Survey sampling theory and methods are introduced. Sampling designs and estimation methods are carefully discussed as a textbook for survey sampling. Topics includes Horvitz-Thompson estimation, simple random sampling, stratified sampling,…
With the growth in experimental studies in education, policymakers and practitioners are interested in understanding not only what works, but for whom an intervention works. This interest in the generalizability of a study's findings has…
In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under…
The empirical likelihood is a powerful nonparametric tool, that emulates its parametric counterpart -- the parametric likelihood -- preserving many of its large-sample properties. This article tackles the problem of assessing the…