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Conditional selective inference (SI) has been actively studied as a new statistical inference framework for data-driven hypotheses. The basic idea of conditional SI is to make inferences conditional on the selection event characterized by a…

Machine Learning · Statistics 2021-04-23 Kazuya Sugiyama , Vo Nguyen Le Duy , Ichiro Takeuchi

The use of machine learning (ML) in high-stakes societal decisions has encouraged the consideration of fairness throughout the ML lifecycle. Although data integration is one of the primary steps to generate high quality training data, most…

Machine Learning · Computer Science 2022-04-01 Sainyam Galhotra , Karthikeyan Shanmugam , Prasanna Sattigeri , Kush R. Varshney

Investigators often use the data to generate interesting hypotheses and then perform inference for the generated hypotheses. P-values and confidence intervals must account for this explorative data analysis. A fruitful method for doing so…

Methodology · Statistics 2018-02-06 Keli Liu , Jelena Markovic , Robert Tibshirani

Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…

Machine Learning · Statistics 2019-11-22 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

Nowadays, feature selection is frequently used in machine learning when there is a risk of performance degradation due to overfitting or when computational resources are limited. During the feature selection process, the subset of features…

Machine Learning · Computer Science 2023-01-02 Sergey A. Saltykov

Statistical analyses of multipopulation studies often use the data to select a particular population as the target of inference. For example, a confidence interval may be constructed for a population only in the event that its sample mean…

Statistics Theory · Mathematics 2025-09-18 Peter Hoff , Surya Tokdar

Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…

Methodology · Statistics 2021-03-31 Hang Yu , Yuanjia Wang , Donglin Zeng

Recent advances in artificial intelligence have enabled the generation of large-scale, low-cost predictions with increasingly high fidelity. As a result, the primary challenge in statistical inference has shifted from data scarcity to data…

Statistics Theory · Mathematics 2026-02-12 Shirong Xu , Will Wei Sun

Composite likelihood has shown promise in settings where the number of parameters $p$ is large due to its ability to break down complex models into simpler components, thus enabling inference even when the full likelihood is not tractable.…

Methodology · Statistics 2021-07-21 Claudia Di Caterina , Davide Ferrari

Feature selection is an important but challenging task in causal inference for obtaining unbiased estimates of causal quantities. Properly selected features in causal inference not only significantly reduce the time required to implement a…

Methodology · Statistics 2025-02-04 Tianyu Yang , Md. Noor-E-Alam

We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-prone testing outcomes instead of the true values of the…

Methodology · Statistics 2025-04-17 Qinyan Shen , Karl Gregory , Xianzheng Huang

Independence screening is a powerful method for variable selection for `Big Data' when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or variations of it. In many…

Statistics Theory · Mathematics 2012-11-02 Emre Barut , Jianqing Fan , Anneleen Verhasselt

We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…

Methodology · Statistics 2018-10-11 Tamara Fernández , Arthur Gretton

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…

Machine Learning · Computer Science 2024-10-29 Anna Sokol , Nuno Moniz , Nitesh Chawla

Modern large-scale kernel-based tests such as maximum mean discrepancy (MMD) and kernelized Stein discrepancy (KSD) optimize kernel hyperparameters on a held-out sample via data splitting to obtain the most powerful test statistics. While…

Machine Learning · Computer Science 2020-10-20 Jonas M. Kübler , Wittawat Jitkrittum , Bernhard Schölkopf , Krikamol Muandet

In this paper, we investigate dynamic feature selection within multivariate time-series scenario, a common occurrence in clinical prediction monitoring where each feature corresponds to a bio-test result. Many existing feature selection…

Machine Learning · Computer Science 2024-05-31 Yutong Chen , Jiandong Gao , Ji Wu

Selecting relevant features is an important and necessary step for intelligent machines to maximize their chances of success. However, intelligent machines generally have no enough computing resources when faced with huge volume of data.…

Machine Learning · Computer Science 2025-07-04 Hexiang Bai , Deyu Li , Jiye Liang , Yanhui Zhai

Data-driven most powerful tests are statistical hypothesis decision-making tools that deliver the greatest power against a fixed null hypothesis among all corresponding data-based tests of a given size. When the underlying data…

Statistics Theory · Mathematics 2023-03-15 Albert Vexler , Alan D. Hutson

A/B testing is ubiquitous within the machine learning and data science operations of internet companies. Generically, the idea is to perform a statistical test of the hypothesis that a new feature is better than the existing platform---for…

Statistics Theory · Mathematics 2017-10-11 David Goldberg , James E. Johndrow

In this article, we review selective inference, a set of techniques for inference when the statistical question asked is a function of the data. This setting often arises in contemporary scientific workflows, where hypotheses and parameters…

Methodology · Statistics 2026-04-14 Anna Neufeld , Ronan Perry , Daniela Witten