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Under a multinormal distribution with an arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Bayesian, frequentist, and Fisher's reporting $p$-values,…

Statistics Theory · Mathematics 2024-12-10 Ming-Tien Tsai

A conditional independence graph is a concise representation of pairwise conditional independence among many variables. Graphical Random Forests (GRaFo) are a novel method for estimating pairwise conditional independence relationships among…

For any black-box model, conformal prediction (CP) returns prediction sets guaranteed to include the true label with high adjustable probability. Robust CP (RCP) extends the guarantee to the worst case noise up to a pre-defined magnitude.…

Machine Learning · Computer Science 2025-12-09 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

We propose Robust Lasso-Zero, an extension of the Lasso-Zero methodology, initially introduced for sparse linear models, to the sparse corruptions problem. We give theoretical guarantees on the sign recovery of the parameters for a slightly…

Applications · Statistics 2022-03-24 Pascaline Descloux , Claire Boyer , Julie Josse , Aude Sportisse , Sylvain Sardy

Stepped wedge cluster randomized trials (SW-CRTs) are a form of randomized trial whereby clusters are progressively transitioned from control to intervention, with the timing of transition randomized for each cluster. An important task at…

Methodology · Statistics 2025-06-27 Mary Ryan Baumann , Denise Esserman , Monica Taljaard , Fan Li

External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…

Methodology · Statistics 2025-05-08 Ke Zhu , Shu Yang , Xiaofei Wang

Continuous improvement in medical imaging techniques allows the acquisition of higher-resolution images. When these are used in a predictive setting, a greater number of explanatory variables are potentially related to the dependent…

Statistics Theory · Mathematics 2019-03-13 Tuan-Binh Nguyen , Jérôme-Alexis Chevalier , Bertrand Thirion

Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to…

Methodology · Statistics 2025-05-20 Ahmed Boughdiri , Clément Berenfeld , Julie Josse , Erwan Scornet

Clustering and dependence are common in trials. For example, in some cluster randomized trials (CRTs), pre-existing clusters are enrolled, randomized, and serve as the basis of intervention delivery. Such CRTs are "fully clustered":…

Paired cluster-randomized experiments (pCRTs) are common across many disciplines because there is often natural clustering of individuals, and paired randomization can help balance baseline covariates to improve experimental precision.…

Methodology · Statistics 2024-07-03 Charlotte Z. Mann , Adam C. Sales , Johann A. Gagnon-Bartsch

Addressing selection bias in latent variable causal discovery is important yet underexplored, largely due to a lack of suitable statistical tools: While various tools beyond basic conditional independencies have been developed to handle…

Machine Learning · Computer Science 2025-12-15 Haoyue Dai , Yiwen Qiu , Ignavier Ng , Xinshuai Dong , Peter Spirtes , Kun Zhang

Longitudinal cluster randomized trials (L-CRTs) are increasingly used to evaluate the cost-effectiveness of healthcare interventions across multiple assessment periods, yet design methods for powering these trials remain underdeveloped.…

Methodology · Statistics 2026-03-20 Hao Wang , Jingxia Liu , Drew B. Cameron , Jiaqi Tong , Donna Spiegelman , Daniella Meeker , Fan Li

A t-test is considered a standard procedure for inference on population means and is widely used in scientific discovery. However, as a special case of a likelihood-ratio test, t-test often shows drastic performance degradation due to the…

Methodology · Statistics 2019-11-28 Anton Alyakin , Yichen Qin , Carey E. Priebe

In this article, we propose a novel strategy for conducting variable selection without prior model topology knowledge using the knockoff method with boosted tree models. Our method is inspired by the original knockoff method, where the…

Methodology · Statistics 2020-02-24 Tao Jiang , Yuanyuan Li , Alison A. Motsinger-Reif

This paper proposes a new test for covariance matrices structure based on the correction to Rao's score test in large dimensional framework. By generalizing the CLT for the linear spectral statistics of large dimensional sample covariance…

Methodology · Statistics 2015-12-22 Dandan Jiang

Learning causal relations from observational data is a fundamental problem with wide-ranging applications across many fields. Constraint-based methods infer the underlying causal structure by performing conditional independence tests.…

Machine Learning · Computer Science 2026-03-24 Marc Franquesa Monés , Jiaqi Zhang , Caroline Uhler

Let $\mathbf{X}_n=(x_{ij})$ be a $k \times n$ data matrix with complex-valued, independent and standardized entries satisfying a Lindeberg-type moment condition. We consider simultaneously $R$ sample covariance matrices…

Statistics Theory · Mathematics 2018-01-23 Weiming Li , Zeng Li , Jianfeng Yao

Simulation-based inference methods that feature correct conditional coverage of confidence sets based on observations that have been compressed to a scalar test statistic require accurate modeling of either the p-value function or the…

Machine Learning · Statistics 2025-08-18 Ali Al Kadhim , Harrison B. Prosper

A common belief in model-free reinforcement learning is that methods based on random search in the parameter space of policies exhibit significantly worse sample complexity than those that explore the space of actions. We dispel such…

Machine Learning · Computer Science 2018-03-20 Horia Mania , Aurelia Guy , Benjamin Recht

The conditional mean risk-sharing (CMRS) rule is an important tool for distributing aggregate losses across individual risks, but its implementation in continuous multivariate models typically requires complicated multidimensional…

Statistics Theory · Mathematics 2026-03-03 Christopher Blier-Wong
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