Related papers: Uniformly Valid Inference Based on the Lasso in Li…

We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means and the variances and covariances of the random coefficients…

We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional…

This article investigates the model-robustness of fixed-effects models for analyzing a broad class of longitudinal cluster trials (CTs) such as stepped-wedge, parallel-with-baseline and crossover designs, encompassing both randomized (CRTs)…

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…

In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a…

High-dimensional regression models with regularized sparse estimation are widely applied. For statistical inferences, debiased methods are available about single coefficients or predictions with sparse new covariate vectors (also called…

Non-linear mixed effects modeling and simulation (NLME M&S) is evaluated to be used for standardization with longitudinal data in presence of confounders. Standardization is a well-known method in causal inference to correct for confounding…

Modeling and drawing inference on the joint associations between single nucleotide polymorphisms and a disease has sparked interest in genome-wide associations studies. In the motivating Boston Lung Cancer Survival Cohort (BLCSC) data, the…

This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed…

Large Language Models (LLMs) have shown significant advances in text generation but often lack the reliability needed for autonomous deployment in high-stakes domains like healthcare, law, and finance. Existing approaches rely on external…

Three-dimensional panel models are widely used in empirical analysis. Researchers use various combinations of fixed effects for three-dimensional panels. When one imposes a parsimonious model and the true model is rich, then it incurs…

We study empirical Bayes (EB) predictive density estimation in linear mixed models (LMMs) with large number of units, which induce a high dimensional random effects space. Focusing on Kullback Leibler (KL) risk minimization, we develop a…

Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been…

Nowadays an increasing amount of data is available and we have to deal with models in high dimension (number of covariates much larger than the sample size). Under sparsity assumption it is reasonable to hope that we can make a good…

We present a new method for post-selection inference for L1 (lasso)-penalized likelihood models, including generalized regression models. Our approach generalizes the post-selection framework presented in Lee et al (2014). The method…

We propose a generalized debiased Lasso estimator based on a stability principle. When a single column of the design matrix is perturbed, the estimator admits a simple update formula that can be computed from the original solution. Under…

In this paper, we present a novel and effective inference approach to conduct both finite- and large-sample inference for high-dimensional linear regression models. This approach is developed under the so-called repro samples framework, in…

We develop a general assumption-lean framework for constructing uniformly valid confidence sets for functionals defined by moment equalities, referred to as $Z$-functionals. Our approach combines self-normalized statistics with a test…

Large language models (LLMs) are increasingly deployed in domains where errors carry high social, scientific, or safety costs. Yet standard confidence estimators, such as token likelihood, semantic similarity and multi-sample consistency,…