Related papers: Post Selection Inference with Incomplete Maximum M…

The problem of model selection is inevitable in an increasingly large number of applications involving partial theoretical knowledge and vast amounts of information, like in medicine, biology or economics. The associated techniques are…

Modern data analyses frequently encounter settings where samples of variables are contaminated by measurement error. Ignoring measurement noise can substantially degrade statistical inference, while existing correction techniques are often…

The boom of DL technology leads to massive DL models built and shared, which facilitates the acquisition and reuse of DL models. For a given task, we encounter multiple DL models available with the same functionality, which are considered…

Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able…

Finding statistically significant high-order interaction features in predictive modeling is important but challenging task. The difficulty lies in the fact that, for a recent applications with high-dimensional covariates, the number of…

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

The maximum mean discrepancy (MMD) is a kernel-based nonparametric statistic for two-sample testing, whose inferential accuracy depends critically on variance characterization. Existing work provides various finite-sample estimators of the…

This paper introduces a Bayesian inference framework for incomplete structural models, termed distribution-matching posterior inference (DMPI). Extending the minimal econometric interpretation (MEI), DMPI constructs a divergence-based…

In machine learning, the performance of a classifier depends on both the classifier model and the separability/complexity of datasets. To quantitatively measure the separability of datasets, we create an intrinsic measure -- the…

Determining the best model or models for a particular data set, a process known as Bayesian model comparison, is a critical part of probabilistic inference. Typically, this process assumes a fixed model-space (that is, a fixed set of…

Although a vast body of literature relates to image segmentation methods that use deep neural networks (DNNs), less attention has been paid to assessing the statistical reliability of segmentation results. In this study, we interpret the…

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

Feature selection is an important process in machine learning and knowledge discovery. By selecting the most informative features and eliminating irrelevant ones, the performance of learning algorithms can be improved and the extraction of…

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…

We consider training a deep neural network to generate samples from an unknown distribution given i.i.d. data. We frame learning as an optimization minimizing a two-sample test statistic---informally speaking, a good generator network…

There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated parameters in the case of composite null hypotheses. In this…

This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…

Next-generation sequencing technologies now constitute a method of choice to measure gene expression. Data to analyze are read counts, commonly modeled using Negative Binomial distributions. A relevant issue associated with this…