Related papers: Inference for partial correlation when data are mi…
In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…
Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…
The expense of acquiring labels in large-scale statistical machine learning makes partially and weakly-labeled data attractive, though it is not always apparent how to leverage such data for model fitting or validation. We present a…
In this paper we formulate the problem of inference under incomplete information in very general terms. This includes modelling the process responsible for the incompleteness, which we call the incompleteness process. We allow the process…
We revisit empirical Bayes discrimination detection, focusing on uncertainty arising from both partial identification and sampling variability. While prior work has mostly focused on partial identification, we find that some empirical…
To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the…
I discuss an issue arising in analyzing data from astronomical surveys: accounting for measurement uncertainties in the properties of individual sources detected in a survey when making inferences about the entire population of sources.…
Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…
Quantifying uncertainty in large language models (LLMs) is important for safety-critical applications because it helps spot incorrect answers, known as hallucinations. One major trend of uncertainty quantification methods is based on…
In this article, we review selective inference, a set of techniques for inference when the statistical question asked is a function of the data. This setting often arises in contemporary scientific workflows, where hypotheses and parameters…
Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…
Uncertainty quantification for inverse problems in imaging has drawn much attention lately. Existing approaches towards this task define uncertainty regions based on probable values per pixel, while ignoring spatial correlations within the…
We consider the problem of constructing confidence intervals for nonparametric functional data analysis using empirical likelihood. In this doubly infinite-dimensional context, we demonstrate the Wilks's phenomenon and propose a…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
We provide a means of computing and estimating the asymptotic distributions of statistics based on an outer minimization of an inner maximization. Such test statistics, which arise frequently in moment models, are of special interest in…
Spurious correlations allow flexible models to predict well during training but poorly on related test distributions. Recent work has shown that models that satisfy particular independencies involving correlation-inducing \textit{nuisance}…
Quantifying the uncertainty of predictions is a core problem in modern statistics. Methods for predictive inference have been developed under a variety of assumptions, often -- for instance, in standard conformal prediction -- relying on…
Starting from considerations about meaning and subsequent use of asymmetric uncertainty intervals of experimental results, we review the issue of uncertainty propagation. We show that, using a probabilistic approach (the so-called Bayesian…
Not all experiments publish their results with a description of the correlations between the data points. This makes it difficult to do hypothesis tests or model fits with that data, since just assuming no correlation can lead to an over-…
In many causal inference applications, only one or a few units (or clusters of units) are treated. An important challenge in such settings is that standard inference methods relying on asymptotic theory may be unreliable, even with large…