Related papers: Learning to Increase the Power of Conditional Rand…
Conditional independence testing (CIT) is essential for reliable scientific discovery. It prevents spurious findings and enables controlled feature selection. Recent CIT methods have used machine learning (ML) models as surrogates of the…
The paper concerns inference in the ill-conditioned functional response model, which is a part of functional data analysis. In this regression model, the functional response is modeled using several independent scalar variables. To verify…
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…
Motivated by the widespread adoption of large-scale A/B testing in industry, we propose a new experimentation framework for the setting where potential experiments are abundant (i.e., many hypotheses are available to test), and observations…
Covariance regression analysis is an approach to linking the covariance of responses to a set of explanatory variables $X$, where $X$ can be a vector, matrix, or tensor. Most of the literature on this topic focuses on the "Fixed-$X$"…
This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating key parameters one at a time based on many empirical loss…
We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the…
Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…
We introduce local conditional hypotheses that express how the relation between explanatory variables and outcomes changes across different contexts, described by covariates. By expanding upon the model-X knockoff filter, we show how to…
We explore fairness from a statistical perspective by selectively utilizing either conditional distance covariance or distance covariance statistics as measures to assess the independence between predictions and sensitive attributes. We…
Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two main threads of development are conformal prediction and…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
The use of machine learning (ML) in high-stakes societal decisions has encouraged the consideration of fairness throughout the ML lifecycle. Although data integration is one of the primary steps to generate high quality training data, most…
Perception components in autonomous systems are often developed and optimized independently of downstream decision-making and control components, relying on established performance metrics like accuracy, precision, and recall. Traditional…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
Conditional randomization tests (CRTs) assess whether a variable $x$ is predictive of another variable $y$, having observed covariates $z$. CRTs require fitting a large number of predictive models, which is often computationally…
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…
Recent improvements in conditional generative modeling have made it possible to generate high-quality images from language descriptions alone. We investigate whether these methods can directly address the problem of sequential…
The performance of reinforcement learning (RL) algorithms is sensitive to the choice of hyperparameters, with the learning rate being particularly influential. RL algorithms fail to reach convergence or demand an extensive number of samples…
Independence testing is a classical statistical problem that has been extensively studied in the batch setting when one fixes the sample size before collecting data. However, practitioners often prefer procedures that adapt to the…