Related papers: Inference for partial correlation when data are mi…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
A statistical inference method is developed and tested for pairwise interacting systems whose degrees of freedom are continuous angular variables, such as planar spins in magnetic systems or wave phases in optics and acoustics. We…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
The paper reviews methods that seek to draw causal inference from observational data and demonstrates how they can be applied to empirical problems in engineering research. It presents a framework for causal identification based on the…
We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or noninvertible…
In quantum information theory, the reliable and effective detection of entanglement is of paramount importance. However, given an unknown state, assessing its entanglement is a challenging task. To attack this problem, we investigate the…
Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, we propose an alternative conformal causal inference…
When collaborating with an AI system, we need to assess when to trust its recommendations. If we mistakenly trust it in regions where it is likely to err, catastrophic failures may occur, hence the need for Bayesian approaches for…
Overconfidence is a common issue for deep neural networks, limiting their deployment in real-world applications. To better estimate confidence, existing methods mostly focus on fully-supervised scenarios and rely on training labels. In this…
Latent space models have been widely adopted in modeling network data. Developing statistical inference for estimated model parameters enables quantifying associated uncertainty and is pivotal for downstream tasks. Despite recent progress…
When can reliable inference be drawn in the "Big Data" context? This paper presents a framework for answering this fundamental question in the context of correlation mining, with implications for general large scale inference. In large…
This paper builds Wasserstein ambiguity sets for the unknown probability distribution of dynamic random variables leveraging noisy partial-state observations. The constructed ambiguity sets contain the true distribution of the data with…
Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…
Consider a finite sample from an unknown distribution over a countable alphabet. Unobserved events are alphabet symbols which do not appear in the sample. Estimating the probabilities of unobserved events is a basic problem in statistics…
It is important to draw causal inference from observational studies, which, however, becomes challenging if the confounders have missing values. Generally, causal effects are not identifiable if the confounders are missing not at random. We…
Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…
We study coresets for various types of range counting queries on uncertain data. In our model each uncertain point has a probability density describing its location, sometimes defined as k distinct locations. Our goal is to construct a…
Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to…
During the past few decades, missing-data problems have been studied extensively, with a focus on the ignorable missing case, where the missing probability depends only on observable quantities. By contrast, research into non-ignorable…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…