Related papers: Reallocating and Resampling: A Comparison for Infe…
Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…
A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…
We investigate the validity of two resampling techniques when carrying out inference on the underlying unknown copula using a recently proposed class of smooth, possibly data-adaptive nonparametric estimators that contains empirical…
With the rapid development of data collection and aggregation technologies in many scientific disciplines, it is becoming increasingly ubiquitous to conduct large-scale or online regression to analyze real-world data and unveil real-world…
In observational studies, researchers must select a method to control for confounding. Options include propensity score methods and regression. It remains unclear how dataset characteristics (size, overlap in propensity scores, exposure…
We consider the problem of providing valid inference for a selected parameter in a sparse regression setting. It is well known that classical regression tools can be unreliable in this context due to the bias generated in the selection…
In many application domains such as medicine, information retrieval, cybersecurity, social media, etc., datasets used for inducing classification models often have an unequal distribution of the instances of each class. This situation,…
Randomization is a basis for the statistical inference of treatment effects without strong assumptions on the outcome-generating process. Appropriately using covariates further yields more precise estimators in randomized experiments. R. A.…
This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to summarize information in the data. Our reverse sampler…
The principle of allocating an equal number of patients to each arm in a randomized controlled trial remains widely believed to be optimal for maximising statistical power. However, this long-held belief only holds true if the treatment…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…
Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature…
We introduce a set of resampling-based methods for quantifying uncertainty and statistical precision of evaluation metrics in multilingual and/or multitask NLP benchmarks. We show how experimental variation in performance scores arises from…
In this paper, I proof that Importance Sampling estimates based on dependent sample sets are consistent under certain conditions. This can be used to reduce variance in Bayesian Models with factorizing likelihoods, using sample sets that…
In covariate-adaptive or response-adaptive randomization, the treatment assignment and outcome can be correlated. Under this situation, re-randomization tests are a straightforward and attractive method to provide valid statistical…
Relational inference leverages relationships between entities and links in a network to infer information about the network from a small sample. This method is often used when global information about the network is not available or…
Information retrieval systems are usually measured by labeling the relevance of results corresponding to a sample of user queries. In practical search engines, such measurement needs to be performed continuously, such as daily or weekly.…
Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…
In real-world applications, observations are often constrained to a small fraction of a system. Such spatial subsampling can be caused by the inaccessibility or the sheer size of the system, and cannot be overcome by longer sampling.…