Related papers: Repro Samples Method for Finite- and Large-Sample …
We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical…
A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…
Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…
Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…
Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…
We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…
We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…
Inspired by the concept of active learning, we propose active inference$\unicode{x2013}$a methodology for statistical inference with machine-learning-assisted data collection. Assuming a budget on the number of labels that can be collected,…
This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we…
Network datasets appear across a wide range of scientific fields, including biology, physics, and the social sciences. To enable data-driven discoveries from these networks, statistical inference techniques like estimation and hypothesis…
Attrition in survey and field experiments presents a challenge for social science research. Common approaches to deal with this problem -- such as complete case analysis, multiple imputation, and weighting methods -- rely on strong…
Traditional regression and prediction tasks often only provide deterministic point estimates. To estimate the distribution or uncertainty of the response variable, traditional methods either assume that the posterior distribution of samples…
An artificial intelligence (AI) model can be viewed as a function that maps inputs to outputs in high-dimensional spaces. Once designed and well trained, the AI model is applied for inference. However, even optimized AI models can produce…
The theory of statistical inference along with the strategy of divide-and-conquer for large- scale data analysis has recently attracted considerable interest due to great popularity of the MapReduce programming paradigm in the Apache Hadoop…
Consider the problem of imputing missing values in a dataset. One the one hand, conventional approaches using iterative imputation benefit from the simplicity and customizability of learning conditional distributions directly, but suffer…
Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…
Despite the accelerating presence of exploratory causal analysis in modern science and medicine, the available non-experimental methods for validating causal models are not well characterized. One of the most popular methods is to evaluate…
A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…