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Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
Testing restrictions on regression coefficients in linear models often requires correcting the conventional F-test for potential heteroskedasticity or autocorrelation amongst the disturbances, leading to so-called heteroskedasticity and…
Large language models (LLMs) are prone to hallucinations and sensitive to prompt perturbations, often resulting in inconsistent or unreliable generated text. Different methods have been proposed to mitigate such hallucinations and…
The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM)…
Many methods of estimating causal models do not provide estimates of confidence in the resulting model. In this work, a metric is proposed for validating the output of a causal model fit; the robustness of the model structure with resampled…
Model checking is essential to evaluate the adequacy of statistical models and the validity of inferences drawn from them. Particularly, hierarchical models such as latent Gaussian models (LGMs) pose unique challenges as it is difficult to…
Two-sample hypothesis testing for random graphs arises naturally in neuroscience, social networks, and machine learning. In this paper, we consider a semiparametric problem of two-sample hypothesis testing for a class of latent position…
Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…
Le Cam's third/contiguity lemma is a fundamental probabilistic tool to compute the limiting distribution of a given statistic $T_n$ under a non-null sequence of probability measures $\{Q_n\}$, provided its limiting distribution under a null…
The performance of the Lasso is well understood under the assumptions of the standard linear model with homoscedastic noise. However, in several applications, the standard model does not describe the important features of the data. This…
The aim of this paper is to establish non-asymptotic minimax rates of testing for goodness-of-fit hypotheses in a heteroscedastic setting. More precisely, we deal with sequences $(Y_j)_{j\in J}$ of independent Gaussian random variables,…
Lattice Boltzmann simulations have been very successful in simulating liquid-gas and other multi-phase fluid systems. However, the underlying second order analysis of the equation of motion has long been known to be insufficient to…
We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…
This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…
Large language models (LLMs) that do not give consistent answers across contexts are problematic when used for tasks with expectations of consistency, e.g., question-answering, explanations, etc. Our work presents an evaluation benchmark…
Nowadays both commercial and open-source academic LLM have become the mainstream models of NLP. However, there is still a lack of research on LLM consistency, meaning that throughout the various stages of LLM research and deployment, its…
Consistency, which refers to the capability of generating the same predictions for semantically similar contexts, is a highly desirable property for a sound language understanding model. Although recent pretrained language models (PLMs)…
Parameter estimation in a class of heteroscedastic time series models is investigated. The existence of conditional least-squares and conditional likelihood estimators is proved. Their consistency and their asymptotic normality are…
Generalized linear models (GLMs) are used within a vast number of application domains. However, formal goodness of fit (GOF) tests for the overall fit of the model$-$so-called "global" tests$-$seem to be in wide use only for certain classes…