Related papers: Inference for Multivariate Regression Model based …
We propose new inference tools for forward stepwise regression, least angle regression, and the lasso. Assuming a Gaussian model for the observation vector y, we first describe a general scheme to perform valid inference after any selection…
This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…
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…
With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…
In implicit collaborative filtering (CF) task of recommender systems, recent works mainly focus on model structure design with promising techniques like graph neural networks (GNNs). Effective and efficient negative sampling methods that…
We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-prone testing outcomes instead of the true values of the…
Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…
We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…
Multiple imputation is a highly recommended technique to deal with missing data, but the application to longitudinal datasets can be done in multiple ways. When a new wave of longitudinal data arrives, we can treat the combined data of…
In this paper, I try to tame "Basu's elephants" (data with extreme selection on observables). I propose new practical large-sample and finite-sample methods for estimating and inferring heterogeneous causal effects (under unconfoundedness)…
Training-free conditional generation based on flow matching aims to leverage pre-trained unconditional flow matching models to perform conditional generation without retraining. Recently, a successful training-free conditional generation…
We present an approach to inform decisions about nonresponse follow-up sampling. The basic idea is (i) to create completed samples by imputing nonrespondents' data under various assumptions about the nonresponse mechanisms, (ii) take…
Quantitative measurements produced by mass spectrometry proteomics experiments offer a direct way to explore the role of proteins in molecular mechanisms. However, analysis of such data is challenging due to the large proportion of missing…
Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…
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…
This paper presents a simulation-based framework for sequential inference from partially and discretely observed point process (PP's) models with static parameters. Taking on a Bayesian perspective for the static parameters, we build upon…
The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…
Propensity score matching (PSM) has been widely used to mitigate confounding in observational studies, although complications arise when the covariates used to estimate the PS are only partially observed. Multiple imputation (MI) is a…
We propose simple inferential approaches for the fixed effects in complex functional mixed effects models. We estimate the fixed effects under the independence of functional residuals assumption and then bootstrap independent units (e.g.…
We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…