Related papers: A moment-matching metric for latent variable gener…
Many methods of estimating causal models do not provide estimates of confidence in the resulting model. In this work, a metric is proposed for validating the output of a causal model fit; the robustness of the model structure with resampled…
Probabilistic generative models provide a powerful framework for representing data that avoids the expense of manual annotation typically needed by discriminative approaches. Model selection in this generative setting can be challenging,…
Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…
When the number of subjects, $n$, is large, paired comparisons are often sparse. Here, we study statistical inference in a class of paired comparison models parameterized by a set of merit parameters, under an Erd\"{o}s--R\'{e}nyi…
Unmeasured or latent variables are often the cause of correlations between multivariate measurements, which are studied in a variety of fields such as psychology, ecology, and medicine. For Gaussian measurements, there are classical tools…
In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the…
The adoption of deep learning across various fields has been extensive, yet there is a lack of focus on evaluating the performance of deep learning pipelines. Typically, with the increased use of large datasets and complex models, the…
Learning an appropriate (dis)similarity function from the available data is a central problem in machine learning, since the success of many machine learning algorithms critically depends on the choice of a similarity function to compare…
The condition of parameter identifiability is essential for the consistency of all estimators and is often challenging to prove. As a consequence, this condition is often assumed for simplicity although this may not be straightforward to…
This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…
Model selection strategies have been routinely employed to determine a model for data analysis in statistics, and further study and inference then often proceed as though the selected model were the true model that were known a priori. This…
Model checking is essential to evaluate the adequacy of statistical models and the validity of inferences drawn from them. Particularly, hierarchical models such as latent Gaussian models (LGMs) pose unique challenges as it is difficult to…
Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addresses various natural questions in such a framework. We…
Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…
A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…
Existing metrics in competing risks survival analysis such as concordance and accuracy do not evaluate a model's ability to jointly predict the event type and the event time. To address these limitations, we propose a new metric, which we…
In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…
This research proposes a new (old) metric for evaluating goodness of fit in topic models, the coefficient of determination, or $R^2$. Within the context of topic modeling, $R^2$ has the same interpretation that it does when used in a…
Large Language Models (LLM) are increasingly trained on data generated by other LLM, either because generated text and images become part of the pre-training corpus, or because synthetized data is used as a replacement for expensive…
Meta-analysis, because of both logistical convenience and statistical efficiency, is widely popular for synthesizing information on common parameters of interest across multiple studies. We propose developing a generalized meta-analysis…