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We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

A great deal of interest has recently focused on conducting inference on the parameters in a high-dimensional linear model. In this paper, we consider a simple and very na\"{i}ve two-step procedure for this task, in which we (i) fit a lasso…

Methodology · Statistics 2020-07-02 Sen Zhao , Daniela Witten , Ali Shojaie

We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…

Statistics Theory · Mathematics 2017-02-27 Anatoli Juditsky , Arkadi Nemirovski

Inference after model selection presents computational challenges when dealing with intractable conditional distributions. Markov chain Monte Carlo (MCMC) is a common method for sampling from these distributions, but its slow convergence…

Methodology · Statistics 2023-08-22 Sifan Liu

Post-selection inference has recently been proposed as a way of quantifying uncertainty about detected changepoints. The idea is to run a changepoint detection algorithm, and then re-use the same data to perform a test for a change near…

Methodology · Statistics 2026-05-11 Rachel Carrington , Paul Fearnhead

Most positive and unlabeled data is subject to selection biases. The labeled examples can, for example, be selected from the positive set because they are easier to obtain or more obviously positive. This paper investigates how learning can…

Machine Learning · Computer Science 2019-07-01 Jessa Bekker , Pieter Robberechts , Jesse Davis

When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…

Methodology · Statistics 2017-03-21 Wenge Guo , Joseph P. Romano

Variable selection for regression models plays a key role in the analysis of biomedical data. However, inference after selection is not covered by classical statistical frequentist theory which assumes a fixed set of covariates in the…

Methodology · Statistics 2021-07-21 Michael Kammer , Daniela Dunkler , Stefan Michiels , Georg Heinze

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Methodology · Statistics 2014-09-24 Bo Jiang , Jun S. Liu

For many data-intensive tasks, feature selection is an important preprocessing step. However, most existing methods do not directly and intuitively explore the intrinsic discriminative information of features. We propose a novel feature…

Machine Learning · Computer Science 2024-01-17 Chunxu Cao , Qiang Zhang

This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…

Artificial Intelligence · Computer Science 2013-01-18 Gregory F. Cooper

In the era of big data, analysts usually explore various statistical models or machine learning methods for observed data in order to facilitate scientific discoveries or gain predictive power. Whatever data and fitting procedures are…

Machine Learning · Statistics 2018-10-24 Jie Ding , Vahid Tarokh , Yuhong Yang

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

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…

Methodology · Statistics 2026-02-19 Arpan Kumar , Minh Tang , Srijan Sengupta

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…

Machine Learning · Computer Science 2022-04-01 Sainyam Galhotra , Karthikeyan Shanmugam , Prasanna Sattigeri , Kush R. Varshney

As technology advanced, collecting data via automatic collection devices become popular, thus we commonly face data sets with lengthy variables, especially when these data sets are collected without specific research goals beforehand. It…

Machine Learning · Statistics 2022-05-10 Wan-Ping Nicole Chen , Yuan-chin Ivan Chang

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

Constrained random test generation is one of the most widely adopted methods for generating stimuli for simulation-based verification. Randomness leads to test diversity, but tests tend to repeatedly exercise the same design logic.…

Hardware Architecture · Computer Science 2022-10-18 Nyasha Masamba , Kerstin Eder , Tim Blackmore

This paper presents a technique that combines the occurrence of certain events, as observed by different sensors, in order to detect and classify objects. This technique explores the extent of dependence between features being observed by…

Signal Processing · Electrical Eng. & Systems 2018-10-02 Siddharth Roheda , Hamid Krim , Zhi-Quan Luo , Tianfu Wu

We argue that the selective inclusion of data points based on latent objectives is common in practical situations, such as music sequences. Since this selection process often distorts statistical analysis, previous work primarily views it…

Machine Learning · Computer Science 2024-07-02 Yujia Zheng , Zeyu Tang , Yiwen Qiu , Bernhard Schölkopf , Kun Zhang