Related papers: Statistical Analysis of Data Repeatability Measure…
Statistical matching methods are widely used in the social and health sciences to estimate causal effects using observational data. Often the objective is to find comparable groups with similar covariate distributions in a dataset, with the…
Science can be seen as a sequential process where each new study augments evidence to the existing knowledge. To have the best prospects to make an impact in this process, a new study should be designed optimally taking into account the…
In this paper, we focus on the problem of statistical dependence estimation using characteristic functions. We propose a statistical dependence measure, based on the maximum-norm of the difference between joint and product-marginal…
Data plays a pivotal role in the groundbreaking advancements in artificial intelligence. The quantitative analysis of data significantly contributes to model training, enhancing both the efficiency and quality of data utilization. However,…
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…
Ranking populations such as institutions based on certain characteristics is often of interest, and these ranks are typically estimated using samples drawn from the populations. Due to sample randomness, it is important to quantify the…
In covariate-adaptive or response-adaptive randomization, the treatment assignment and outcome can be correlated. Under this situation, re-randomization tests are a straightforward and attractive method to provide valid statistical…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
Understanding causal relationships among the variables of a system is paramount to explain and control its behavior. For many real-world systems, however, the true causal graph is not readily available and one must resort to predictions…
Neuroscience has recently made much progress, expanding the complexity of both neural-activity measurements and brain-computational models. However, we lack robust methods for connecting theory and experiment by evaluating our new big…
In the past two decades, psychological science has experienced an unprecedented replicability crisis which uncovered several issues. Among others, statistical inference is too often viewed as an isolated procedure limited to the analysis of…
Modern longitudinal data, for example from wearable devices, measures biological signals on a fixed set of participants at a diverging number of time points. Traditional statistical methods are not equipped to handle the computational…
Statistics is sometimes described as the science of reasoning under uncertainty. Statistical models provide one view of this uncertainty, but what is frequently neglected is the 'invisible' portion of uncertainty: that assumed not to exist…
Determining the precise rank is an important problem in many large-scale applications with matrix data exploiting low-rank plus noise models. In this paper, we suggest a universal approach to rank inference via residual subsampling (RIRS)…
In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…
Correlated data are ubiquitous in today's data-driven society. While regression models for analyzing means and variances of responses of interest are relatively well-developed, the development of these models for analyzing the correlations…
How can we assess the reliability of a dataset without access to ground truth? We introduce the problem of reliability scoring for datasets collected from potentially strategic sources. The true data are unobserved, but we see outcomes of…
The sequential analysis of series often requires nonparametric procedures, where the most powerful ones frequently use rank transformations. Re-ranking the data sequence after each new observation can become too intensive computationally.…
This paper investigates a statistical procedure for testing the equality of two independently estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are…