Related papers: Inference for Multivariate Regression Model based …
Sampled network data are widely used in empirical research because collecting complete network information is costly. However, empirical analyses based on sampled networks may lead to biased estimators. We propose a nonparametric imputation…
Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such…
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…
This article presents a novel, general, and effective simulation-inspired approach, called {\it repro samples method}, to conduct statistical inference. The approach studies the performance of artificial samples, referred to as {\it repro…
Valid statistical inference is challenging when the sample is subject to unknown selection bias. Data integration can be used to correct for selection bias when we have a parallel probability sample from the same population with some common…
We propose a novel resampling-based method to construct an asymptotically exact test for any subset of hypotheses on coefficients in high-dimensional linear regression. It can be embedded into any multiple testing procedure to make…
Synthetic likelihood is an attractive approach to likelihood-free inference when an approximately Gaussian summary statistic for the data, informative for inference about the parameters, is available. The synthetic likelihood method derives…
Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…
Conformal prediction is a framework for predictive inference with a distribution-free, finite-sample guarantee. However, it tends to provide uninformative prediction sets when calibration data are scarce. This paper introduces…
We propose Predictive Permutation Feature Selection (PPFS), a novel wrapper-based feature selection method based on the concept of Markov Blanket (MB). Unlike previous MB methods, PPFS is a universal feature selection technique as it can…
Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…
Prediction-powered inference (PPI) is a recent framework for valid statistical inference with partially labeled data, combining model-based predictions on a large unlabeled set with bias correction from a smaller labeled subset. Building on…
Inference after model selection has been an active research topic in the past few years, with numerous works offering different approaches to addressing the perils of the reuse of data. In particular, major progress has been made recently…
A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…
We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…
While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…
We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to…
A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of moments (SMM) approach with non-overlapping simulation…
Diffusion models have shown strong performances in solving inverse problems through posterior sampling while they suffer from errors during earlier steps. To mitigate this issue, several Decoupled Posterior Sampling methods have been…
Conformal prediction methods are statistical tools designed to quantify uncertainty and generate predictive sets with guaranteed coverage probabilities. This work introduces an innovative refinement to these methods for classification…