Related papers: Robust inference for intermittently-monitored step…
Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…
Stability analysis and control of linear impulsive systems is addressed in a hybrid framework, through the use of continuous-time time-varying discontinuous Lyapunov functions. Necessary and sufficient conditions for stability of impulsive…
The prevalence of one-shot devices is quite prolific in engineering and medical domains. Unlike typical one-shot devices, nondestructive one-shot devices (NOSD) may survive multiple tests and offer additional data for reliability…
We study the robust quickest change detection under unknown pre- and post-change distributions. To deal with uncertainties in the data-generating distributions, we formulate two data-driven ambiguity sets based on the Wasserstein distance,…
Incipient fault detection in power distribution systems is crucial to improve the reliability of the grid. However, the non-stationary nature and the inadequacy of the training dataset due to the self-recovery of the incipient fault signal,…
This paper defines a Maximum Likelihood Estimator (MLE) for the admittance matrix estimation of distribution grids, utilising voltage magnitude and power measurements collected only from common, unsychronised measuring devices (Smart…
The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
Causal inference with time-to-event outcomes is fundamental in various scientific studies. In a static setup with fitted propensity scores, weighted Kaplan-Meier estimation for survival probabilities and weighted Breslow-Peto estimation for…
We propose identification robust statistics for testing hypotheses on the risk premia in dynamic affine term structure models. We do so using the moment equation specification proposed for these models in Adrian et al. (2013). We extend the…
For discrete-time survival data, conditional likelihood inference in Cox's hazard odds model is theoretically desirable but exact calculation is numerical intractable with a moderate to large number of tied events. Unconditional maximum…
Active statistical inference is a new method for inference with AI-assisted data collection. Given a budget on the number of labeled data points that can be collected and assuming access to an AI predictive model, the basic idea is to…
Robust Bayesian inference using density power divergence (DPD) has emerged as a promising approach for handling outliers in statistical estimation. Although the DPD-based posterior offers theoretical guarantees of robustness, its practical…
This paper introduces a robust, learning-based method for diagnosing the state of distribution network switchgear, which is crucial for maintaining the power quality for end users. Traditional diagnostic models often rely heavily on expert…
This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…
This paper proposes a new approach for estimating the failure time distribution using the indicator data. The indicators, which are checked by periodic inspection of a standby redundant system, only convey whether at least one failure…
The association between a continuous and an ordinal variable is commonly modeled through the polyserial correlation model. However, this model, which is based on a partially-latent normality assumption, may be misspecified in practice, due…
Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…
We study robust testing and estimation of discrete distributions in the strong contamination model. We consider both the "centralized setting" and the "distributed setting with information constraints" including communication and local…
The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…