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There is a renewed interest in polynomial regression in the form of identifying influential interactions between features. In many settings, this takes place in a high-dimensional model, making the number of interactions unwieldy or…

Methodology · Statistics 2020-02-19 Kory D. Johnson , Robert A. Stine , Dean P. Foster

We investigate a multi-factor extension of the asymptotic single risk factor (ASRF) model that underlies the capital charges of the "Basel II Accord". In this extended model, it is still possible to derive closed-form solutions for the risk…

Physics and Society · Physics 2008-12-02 Dirk Tasche

Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

Applications · Statistics 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel

Confounding and exposure measurement error can introduce bias when drawing inference about the marginal effect of an exposure on an outcome of interest. While there are broad methodologies for addressing each source of bias individually,…

Methodology · Statistics 2025-01-29 Brian D. Richardson , Bryan S. Blette , Peter B. Gilbert , Michael G. Hudgens

The health effects of environmental exposures have been studied for decades, typically using standard regression models to assess exposure-outcome associations found in observational non-experimental data. We propose and illustrate a…

Applications · Statistics 2017-09-20 Marie-Abele C. Bind , Donald B. Rubin

There is wide interest in studying how the distribution of a continuous response changes with a predictor. We are motivated by environmental applications in which the predictor is the dose of an exposure and the response is a health…

Methodology · Statistics 2018-05-10 Antonio Canale , Daniele Durante , David Dunson

One component of precision medicine is to construct prediction models with their predictive ability as high as possible, e.g. to enable individual risk prediction. In genetic epidemiology, complex diseases have a polygenic basis and a…

Machine Learning · Statistics 2019-01-28 Damian Gola , Inke R. König

We revisit the problem of asymmetric binary hypothesis testing against a composite alternative hypothesis. We introduce a general framework to treat such problems when the alternative hypothesis adheres to certain axioms. In this case we…

Information Theory · Computer Science 2017-12-12 Marco Tomamichel , Masahito Hayashi

To date, testing interactions in high dimensions has been a challenging task. Existing methods often have issues with sensitivity to modeling assumptions and heavily asymptotic nominal p-values. To help alleviate these issues, we propose a…

Machine Learning · Statistics 2012-06-29 Noah Simon , Robert Tibshirani

Many systems exhibit complex interactions between their components: some features or actions amplify each other's effects, others provide redundant information, and some contribute independently. We present a simple geometric method for…

Machine Learning · Computer Science 2025-12-15 Ahmad Shamail , Claire McWhite

Objective: To compare different risk-based methods for optimal prediction of treatment effects. Methods: We simulated RCT data using diverse assumptions for the average treatment effect, a baseline prognostic index of risk (PI), the shape…

This article is motivated by the problem of inference on interactions among chemical exposures impacting human health outcomes. Chemicals often co-occur in the environment or in synthetic mixtures and as a result exposure levels can be…

Methodology · Statistics 2020-01-09 Federico Ferrari , David B Dunson

An important goal of environmental health research is to assess the health risks posed by mixtures of multiple environmental exposures. In these mixtures analyses, flexible models like Bayesian kernel machine regression and multiple index…

Methodology · Statistics 2025-12-29 Glen McGee , Joseph Antonelli

The Adjusted Rand Index ($ARI$) is arguably one of the most popular measures for cluster comparison. The adjustment of the $ARI$ is based on a hypergeometric distribution assumption which is unsatisfying from a modeling perspective as (i)…

Methodology · Statistics 2020-11-18 Martina Sundqvist , Julien Chiquet , Guillem Rigaill

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

In the absence of a randomized experiment, a key assumption for drawing causal inference about treatment effects is the ignorable treatment assignment. Violations of the ignorability assumption may lead to biased treatment effect estimates.…

Methodology · Statistics 2021-08-17 Liangyuan Hu , Jungang Zou , Chenyang Gu , Jiayi Ji , Michael Lopez , Minal Kale

Systems that answer questions by reviewing the scientific literature are becoming increasingly feasible. To draw reliable conclusions, these systems should take into account the quality of available evidence from different studies, placing…

Computation and Language · Computer Science 2025-09-23 Jianyou Wang , Weili Cao , Longtian Bao , Youze Zheng , Gil Pasternak , Kaicheng Wang , Xiaoyue Wang , Ramamohan Paturi , Leon Bergen

Epidemiologic studies often evaluate the association between an exposure and an event risk. When time-varying, exposure updates usually occur at discrete visits although changes are in continuous time and survival models require values to…

Most conventional risk analysis methods rely on a single best estimate of exposure per person which does not allow for adjustment for exposure-related uncertainty. Here, we propose a Bayesian model averaging method to properly quantify the…

Applications · Statistics 2020-04-07 Deukwoo Kwon , F. Owen Hoffman , Brian E. Moroz , Steven L. Simon

We revise the encounter-based approach to imperfect diffusion-controlled reactions, which employs the statistics of encounters between a diffusing particle and the reactive region to implement surface reactions. We extend this approach to…

Statistical Mechanics · Physics 2023-10-03 Denis S. Grebenkov