Related papers: A Bootstrap Method for Goodness of Fit and Model S…
In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…
While deep neural networks can attain good accuracy on in-distribution test points, many applications require robustness even in the face of unexpected perturbations in the input, changes in the domain, or other sources of distribution…
Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…
Fitting parametric models by optimizing frequency domain objective functions is an attractive approach of parameter estimation in time series analysis. Whittle estimators are a prominent example in this context. Under weak conditions and…
This paper proposes asymptotically distribution-free inference methods for comparing a broad range of welfare indices across dependent samples, including those employed in inequality, poverty, and risk analysis. Two distinct situations are…
Dependency networks (Heckerman et al., 2000) provide a flexible framework for modeling complex systems with many variables by combining independently learned local conditional distributions through pseudo-Gibbs sampling. Despite their…
How can researchers test for heterogeneity in the local structure of a network? In this paper, we present a framework that utilizes random sampling to give subgraphs which are then used in a goodness of fit test to test for heterogeneity.…
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,…
This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…
The recent development of single-cell transcriptomics has enabled gene expression to be measured in individual cells instead of being population-averaged. Despite this considerable precision improvement, inferring regulatory networks…
In this paper, we propose new nonparametric approach to network inference that may be viewed as a fusion of block sampling procedures for temporally and spatially dependent processes with the classical network methodology. We develop…
In this paper we describe two bootstrap methods for massive data sets. Naive applications of common resampling methodology are often impractical for massive data sets due to computational burden and due to complex patterns of inhomogeneity.…
We adopt the statistical framework on robustness proposed by Watson and Holmes in 2016 and then tackle the practical challenges that hinder its applicability to network models. The goal is to evaluate how the quality of an inference for a…
This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…
Plant breeding programs use data obtained from multi-environment selection experiments to produce improved varieties with the ultimate aim of maintaining high levels of genetic gain. Selection accuracy can be improved with the use of…
The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…
We introduce the \textit{almost goodness-of-fit} test, a procedure to assess whether a (parametric) model provides a good representation of the probability distribution generating the observed sample. Specifically, given a distribution…
Biological systems are driven by intricate interactions among the complex array of molecules that comprise the cell. Many methods have been developed to reconstruct network models of those interactions. These methods often draw on large…
We study active structure learning of Bayesian networks in an observational setting, in which there are external limitations on the number of variable values that can be observed from the same sample. Random samples are drawn from the joint…
Subsampling methods aim to select a subsample as a surrogate for the observed sample. Such methods have been used pervasively in large-scale data analytics, active learning, and privacy-preserving analysis in recent decades. Instead of…