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Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

Methodology · Statistics 2019-01-10 Ted Westling , Tyler H. McCormick

We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…

Machine Learning · Statistics 2024-01-30 Charles Guille-Escuret , Eugene Ndiaye

We investigate how individuals form expectations about population behavior using statistical inference based on observations of their social relations. Misperceptions about others' connectedness and behavior arise from sampling bias…

Theoretical Economics · Economics 2022-05-27 Andreas Bjerre-Nielsen , Martin Benedikt Busch

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

Infinite population models are important tools for studying population dynamics of evolutionary algorithms. They describe how the distributions of populations change between consecutive generations. In general, infinite population models…

Neural and Evolutionary Computing · Computer Science 2015-09-29 Bo Song , Victor O. K. Li

The problem of individualized prediction can be addressed using variants of conformal prediction, obtaining the intervals to which the actual values of the variables of interest belong. Here we present a method based on detecting the…

Methodology · Statistics 2023-04-12 Fernando Delbianco , Fernando Tohmé

In high-stakes domains like healthcare, users often expect that sharing personal information with machine learning systems will yield tangible benefits, such as more accurate diagnoses and clearer explanations of contributing factors.…

Machine Learning · Computer Science 2026-03-18 Louisa Cornelis , Guillermo Bernárdez , Haewon Jeong , Nina Miolane

A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…

Econometrics · Economics 2025-10-21 Zhongjun Qu , Wendun Wang , Xiaomeng Zhang

Social media provide access to behavioural data at an unprecedented scale and granularity. However, using these data to understand phenomena in a broader population is difficult due to their non-representativeness and the bias of…

Computers and Society · Computer Science 2019-05-16 Zijian Wang , Scott A. Hale , David Adelani , Przemyslaw A. Grabowicz , Timo Hartmann , Fabian Flöck , David Jurgens

The weak convergence of the quantile processes, which are constructed based on different estimators of the finite population quantiles, is shown under various well-known sampling designs based on a superpopulation model. The results related…

Statistics Theory · Mathematics 2024-12-02 Anurag Dey , Probal Chaudhuri

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

Disagreement remains on what the target estimand should be for population-adjusted indirect treatment comparisons. This debate is of central importance for policy-makers and applied practitioners in health technology assessment.…

Methodology · Statistics 2022-12-06 Antonio Remiro-Azócar

Semisupervised methods inevitably invoke some assumption that links the marginal distribution of the features to the regression function of the label. Most commonly, the cluster or manifold assumptions are used which imply that the…

Statistics Theory · Mathematics 2011-12-02 Martin Azizyan , Aarti Singh , Larry Wasserman

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…

Methodology · Statistics 2023-07-20 Tamara Broderick , Ryan Giordano , Rachael Meager

We introduce a new predictive mechanism that operates in the presence of hidden confounding across distributionally diverse data sources while ensuring consistent estimation of causal parameters-despite their recognized suboptimality for…

Statistics Theory · Mathematics 2025-04-01 Carlos García Meixide , David Ríos Insua

We consider the problem of statistical inference on parameters of a target population when auxiliary observations are available from related populations. We propose a flexible empirical Bayes approach that can be applied on top of any…

Statistics Theory · Mathematics 2023-12-15 Michael Law , Peter Bühlmann , Ya'acov Ritov

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

We develop a new extreme value theory for repeated cross-sectional and panel data to construct asymptotically valid confidence intervals (CIs) for conditional extremal quantiles from a fixed number $k$ of nearest-neighbor tail observations.…

Econometrics · Economics 2020-07-21 Yuya Sasaki , Yulong Wang

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Adaptive behavior in volatile environments requires agents to switch among value-control regimes across latent contexts, but maintaining separate preferences, policy biases, and action-confidence parameters for every situation is…

Machine Learning · Computer Science 2025-12-16 Jacob Poschl