Related papers: An Assumption-Free Exact Test For Fixed-Design Lin…
Sample covariance matrices are widely used in multivariate statistical analysis. The central limit theorems (CLT's) for linear spectral statistics of high-dimensional non-centered sample covariance matrices have received considerable…
Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…
This paper proposes new specification tests for conditional models with discrete responses, which are key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to get appropriate predictions of…
We present a sequential testing method to identify a practically significant effect. We build on the existing mixture sequential probability ratio test (mSPRT) that can sequentially test for a non-zero treatment effect by using a truncated…
The $p_1$ model plays a fundamental role in modeling directed networks, where the reciprocal effect parameter $\rho$ is of special interest in practice. However, due to nonlinear factors in this model, how to estimate $\rho$ efficiently is…
In this paper we have updated the hypothesis testing framework by drawing upon modern computational power and classification models from machine learning. We show that a simple classification algorithm such as a boosted decision stump can…
For testing conditional independence (CI) of a response Y and a predictor X given covariates Z, the recently introduced model-X (MX) framework has been the subject of active methodological research, especially in the context of MX knockoffs…
Kernel-based hypothesis tests offer a flexible, non-parametric tool to detect high-order interactions in multivariate data, beyond pairwise relationships. Yet the scalability of such tests is limited by the computationally demanding…
This paper improves the treatment of equality in guarded dependent type theory (GDTT), by combining it with cubical type theory (CTT). GDTT is an extensional type theory with guarded recursive types, which are useful for building models of…
This book is about conformal prediction and related inferential techniques that build on permutation tests and exchangeability. These techniques are useful in a diverse array of tasks, including hypothesis testing and providing uncertainty…
Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…
We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
We propose a methodology to construct tests for the null hypothesis that the pricing errors of a panel of asset returns are jointly equal to zero in a linear factor asset pricing model -- that is, the null of "zero alpha". We consider, as a…
Temporal logic is a very powerful formalism deeply investigated and used in formal system design and verification. Its application usually reduces to solving specific decision problems such as model checking and satisfiability. In these…
The lack of non-parametric statistical tests for confounding bias significantly hampers the development of robust, valid and generalizable predictive models in many fields of research. Here I propose the partial and full confounder tests,…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
In this paper we present a deterministic polynomial time algorithm for testing if a symbolic matrix in non-commuting variables over $\mathbb{Q}$ is invertible or not. The analogous question for commuting variables is the celebrated…
Handling model mismatch is a common challenge in model predictive control (MPC). While robust MPC is effective, its conservatism often makes it less desirable. Certainty-equivalence MPC (CE-MPC), which uses a nominal model, offers an…
Designing visually diverse and high-quality designs remains a manual, time-consuming process, limiting scalability and personalization in creative workflows. We present a system for generating editable design variations using a decoder-only…