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A multiplier bootstrap procedure for construction of likelihood-based confidence sets is considered for finite samples and a possible model misspecification. Theoretical results justify the bootstrap validity for a small or moderate sample…
This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampling and formally establish its validity for asymptotic…
While many methods purport to explain predictions by highlighting salient features, what aims these explanations serve and how they ought to be evaluated often go unstated. In this work, we introduce a framework to quantify the value of…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
Researchers addressing post-treatment complications in randomized trials often turn to principal stratification to define relevant assumptions and quantities of interest. One approach for estimating causal effects in this framework is to…
Inference is the process of using facts we know to learn about facts we do not know. A theory of inference gives assumptions necessary to get from the former to the latter, along with a definition for and summary of the resulting…
Copula modeling has gained much attention in many fields recently with the advantage of separating dependence structure from marginal distributions. In real data, however, serious ties are often present in one or multiple margins, which…
Many real-world classification problems are significantly class-imbalanced to detriment of the class of interest. The standard set of proper evaluation metrics is well-known but the usual assumption is that the test dataset imbalance equals…
Optimizing the phrasing of argumentative text is crucial in higher education and professional development. However, assessing whether and how the different claims in a text should be revised is a hard task, especially for novice writers. In…
This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…
When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform…
The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the…
We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…
Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…
We apply the bootstrap technique to find the moments of certain multi-trace and multi-matrix random matrix models suggested by noncommutative geometry. Using bootstrapping we are able to find the relationships between the coupling constant…
This paper proposes a new bootstrap method to compute predictive intervals for nonlinear autoregressive time series model forecast. This method we call the splice boobstrap as it involves splicing the last p values of a given series to a…
We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which…
Bootstrap is a popular methodology for simulating input uncertainty. However, it can be computationally expensive when the number of samples is large. We propose a new approach called \textbf{Orthogonal Bootstrap} that reduces the number of…
We consider inference about coefficients on a small number of variables of interest in a linear panel data model with additive unobserved individual and time specific effects and a large number of additional time-varying confounding…
Large language model pipelines have improved automated fact-checking for complex claims, yet many approaches rely on few-shot in-context learning with demonstrations that require substantial human effort and domain expertise. Among these,…