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Important objectives in cancer research are the prediction of a patient's risk based on molecular measurements such as gene expression data and the identification of new prognostic biomarkers (e.g. genes). In clinical practice, this is…
Heterogeneity is an unwanted variation when analyzing aggregated datasets from multiple sources. Though different methods have been proposed for heterogeneity adjustment, no systematic theory exists to justify these methods. In this work,…
This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…
Many studies in data mining have proposed a new learning called semi-Supervised. Such type of learning combines unlabeled and labeled data which are hard to obtain. However, in unsupervised methods, the only unlabeled data are used. The…
We study the problem of parameter estimation for time-series possessing two, widely separated, characteristic time scales. The aim is to understand situations where it is desirable to fit a homogenized singlescale model to such multiscale…
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…
Estimation of the allele frequency at genetic markers is a key ingredient in biological and biomedical research, such as studies of human genetic variation or of the genetic etiology of heritable traits. As genetic data becomes increasingly…
Estimating the prevalence of a disease is necessary for evaluating and mitigating risks of its transmission within or between populations. Estimates that consider how prevalence changes with time provide more information about these risks…
This paper addresses patient heterogeneity associated with prediction problems in biomedical applications. We propose a systematic hypothesis testing approach to determine the existence of patient subgroup structure and the number of…
We consider a partially linear framework for modelling massive heterogeneous data. The major goal is to extract common features across all sub-populations while exploring heterogeneity of each sub-population. In particular, we propose an…
Homogenisation empowers the efficient macroscale system level prediction of physical scenarios with intricate microscale structures. Here we develop an innovative powerful, rigorous and flexible framework for asymptotic homogenisation of…
Cross-level interactions among fixed effects in linear mixed models (also known as multilevel models) are often complicated by the variances stemming from random effects and residuals. When these variances change across clusters, tests of…
Overlapping asymmetric datasets are common in data science and pose questions of how they can be incorporated together into a predictive analysis. In healthcare datasets there is often a small amount of information that is available for a…
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed effects. The test statistic resembles the Lagrange Multiplier (LM) test statistic in parametric models and is based on a…
This paper proposes a new procedure to validate the multi-factor pricing theory by testing the presence of alpha in linear factor pricing models with a large number of assets. Because the market's inefficient pricing is likely to occur to a…
Sample complexity of bias estimation is a lower bound on the runtime of any bias detection method. Many regulatory frameworks require the bias to be tested for all subgroups, whose number grows exponentially with the number of protected…
This paper is to prove the asymptotic normality of a statistic for detecting the existence of heteroscedasticity for linear regression models without assuming randomness of covariates when the sample size $n$ tends to infinity and the…
This paper develops a test for homogeneity in finite mixture models where the mixing proportions are known a priori (taken to be 0.5) and a common nuisance parameter is present. Statistical tests based on the notion of Projected Likelihood…
This paper proposes the asymmetric linear double autoregression, which jointly models the conditional mean and conditional heteroscedasticity characterized by asymmetric effects. A sufficient condition is established for the existence of a…
In this paper we propose a new test of heteroscedasticity for parametric regression models and partial linear regression models in high dimensional settings. When the dimension of covariates is large, existing tests of heteroscedasticity…