Related papers: Selective inference for the problem of regions via…
There are two notoriously hard problems in cluster analysis, estimating the number of clusters, and checking whether the population to be clustered is not actually homogeneous. Given a dataset, a clustering method and a cluster validation…
We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over…
Selective inference is the problem of giving valid answers to statistical questions chosen in a data-driven manner. A standard solution to selective inference is simultaneous inference, which delivers valid answers to the set of all…
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…
This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and…
Statistical significance of network clustering has been an unresolved problem since it was observed that community detection algorithms produce false positives even in random graphs. After a phase transition between undetectable and…
Neuroscience has recently made much progress, expanding the complexity of both neural-activity measurements and brain-computational models. However, we lack robust methods for connecting theory and experiment by evaluating our new big…
In recent years there has been significant progress in algorithms and methods for inducing Bayesian networks from data. However, in complex data analysis problems, we need to go beyond being satisfied with inducing networks with high…
Approximate Bayesian computation (ABC) and synthetic likelihood (SL) techniques have enabled the use of Bayesian inference for models that may be simulated, but for which the likelihood cannot be evaluated pointwise at values of an unknown…
This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…
Estimating nonlinear functionals of probability distributions from samples is a fundamental statistical problem. The "plug-in" estimator obtained by applying the target functional to the empirical distribution of samples is biased.…
This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…
Complex scientific models where the likelihood cannot be evaluated present a challenge for statistical inference. Over the past two decades, a wide range of algorithms have been proposed for learning parameters in computationally feasible…
Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…
We derive nonparametric confidence intervals for the eigenvalues of the Hessian at modes of a density estimate. This provides information about the strength and shape of modes and can also be used as a significance test. We use a…
Selecting the number of clusters remains a fundamental challenge in unsupervised learning. Existing approaches typically focus on identifying a single "optimal" partition, often overlooking statistically meaningful structure present across…
Bootstrapping can produce confidence levels for hypotheses about quadratic regression models - such as whether the U-shape is inverted, and the location of optima. The method has several advantages over conventional methods: it provides…
So-called "classification trimmed likelihood curves" have been proposed as a useful heuristic tool to determine the number of clusters and trimming proportion in trimming-based robust clustering methods. However, these curves needs a…
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…
We propose Bayesian Hierarchical Invariant Prediction (BHIP) reframing Invariant Causal Prediction (ICP) through the lens of Hierarchical Bayes. We leverage the hierarchical structure to explicitly test invariance of causal mechanisms under…