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In this paper we consider the problem of detecting a change in the parameters of an autoregressive process, where the moments of the innovation process do not necessarily exist. An empirical likelihood ratio test for the existence of a…
The application of machine learning models can be significantly impeded by the occurrence of distributional shifts, as the assumption of homogeneity between the population of training and testing samples in machine learning and statistics…
In group sequential designs, where several data looks are conducted for early stopping, we generally assume the vector of test statistics from the sequential analyses follows (at least approximately or asymptotially) a multivariate normal…
Generalized linear mixed models (GLMM) are commonly used to analyze clustered data, but when the number of clusters is small to moderate, standard statistical tests may produce elevated type I error rates. Small-sample corrections have been…
Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…
Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we propose an approximate restricted likelihood ratio test that…
Molecular dynamics algorithms are subject to some amount of error dependent on the size of the time step that is used. This error can be corrected by periodically updating the system with a Metropolis criteria, where the integration step is…
Inference-time scaling (ITS) in latent reasoning models typically relies on heuristic perturbations, such as dropout or fixed Gaussian noise, to generate diverse candidate trajectories. However, we show that stronger perturbations do not…
This paper proposes a new feature screening method for the multi-response ultrahigh dimensional linear model by empirical likelihood. Through a multivariate moment condition, the empirical likelihood induced ranking statistics can exploit…
We propose a trust-region method for finite-sum minimization with an adaptive sample size adjustment technique, which is practical in the sense that it leads to a globally convergent method that shows strong performance empirically without…
Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…
The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…
Nonprobability samples have rapidly emerged to address time-sensitive priority topics in a variety of fields. While these data are timely, they are prone to selection bias. To mitigate selection bias, a large number of survey research…
While scaling test-time compute can substantially improve model performance, existing approaches either rely on static compute allocation or sample from fixed generation distributions. In this work, we introduce a test-time compute…
As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…
Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…
Generative models typically sample outputs independently, and recent inference-time guidance and scaling algorithms focus on improving the quality of individual samples. However, in real-world applications, users are often presented with a…
We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…
A mixture with varying concentrations is a modification of a finite mixture model in which the mixing probabilities (concentrations of mixture components) may be different for different observations. In the paper, we assume that the…
Using fixed point characterization, we develop a new goodness of fit test for uniform distribution. We also discuss how the right censored observations can be incorporated in the proposed test procedure. We study the asymptotic properties…