Related papers: Randomization Inference Tests for Shift-Share Desi…
Randomized experiments have been the gold standard for assessing the effectiveness of a treatment or policy. The classical complete randomization approach assigns treatments based on a prespecified probability and may lead to inefficient…
We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…
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…
We consider the problem of providing valid inference for a selected parameter in a sparse regression setting. It is well known that classical regression tools can be unreliable in this context due to the bias generated in the selection…
Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…
Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a…
Classical randomized experiments, equipped with randomization-based inference, provide assumption-free inference for treatment effects. They have been the gold standard for drawing causal inference and provide excellent internal validity.…
Covariate shift in the test data is a common practical phenomena that can significantly downgrade both the accuracy and the fairness performance of the model. Ensuring fairness across different sensitive groups under covariate shift is of…
We consider the problem of evaluating designs for a two-arm randomized experiment with the criterion being the power of the randomization test for the one-sided null hypothesis. Our evaluation assumes a response that is linear in one…
We study the role of interactivity in distributed statistical inference under information constraints, e.g., communication constraints and local differential privacy. We focus on the tasks of goodness-of-fit testing and estimation of…
Safely deploying machine learning models to the real world is often a challenging process. Models trained with data obtained from a specific geographic location tend to fail when queried with data obtained elsewhere, agents trained in a…
We give an approach for characterizing interference by lower bounding the number of units whose outcome depends on selected groups of treated individuals, such as depending on the treatment of others, or others who are at least a certain…
Completely randomized experiments have been the gold standard for drawing causal inference because they can balance all potential confounding on average. However, they may suffer from unbalanced covariates for realized treatment…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to account for small sample sizes, which are prevalent in…
While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…
We consider design-based causal inference for spatial experiments in which treatments may have effects that bleed out and feed back in complex ways. Such spatial spillover effects violate the standard ``no interference'' assumption for…
The purpose of this paper is to investigate and develop methods for analysis of multi-center randomized clinical trials which only rely on the randomization process as a basis of inference. Our motivation is prompted by the fact that most…
We relate models based on costs of switching beliefs (e.g. due to inattention) to hypothesis tests. Specifically, for an inference problem with a penalty for mistakes and for switching the inferred value, a band of inaction is optimal. We…
Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…