Related papers: Using leave-one-out cross-validation (LOO) in a mu…
Leave-one-out cross-validation (LOOCV) can be particularly accurate among cross-validation (CV) variants for machine learning assessment tasks -- e.g., assessing methods' error or variability. But it is expensive to re-fit a model $N$ times…
To derive recommendations on how to analyze longitudinal data, we examined Type I error rates of Multilevel Linear Models (MLM) and repeated measures Analysis of Variance (rANOVA) using SAS and SPSS.We performed a simulation with the…
In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…
It is argued that all model based approaches to the selection of covariates in linear regression have failed. This applies to frequentist approaches based on P-values and to Bayesian approaches although for different reasons. In the first…
Call detail records (CDR) from mobile phone networks are widely used to study human mobility however CDR data from a single mobile operator are inherently biased because the observed users do not mirror the population distribution. Using…
Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…
Bayesian optimization (BO) is a sequential decision-making tool widely used for optimizing expensive black-box functions. Recently, Large Language Models (LLMs) have shown remarkable adaptability in low-data regimes, making them promising…
We consider the problem of variable selection in high-dimensional settings with missing observations among the covariates. To address this relatively understudied problem, we propose a new synergistic procedure -- adaptive Bayesian SLOPE --…
In Natural Language Processing (NLP), the Elo rating system, originally designed for ranking players in dynamic games such as chess, is increasingly being used to evaluate Large Language Models (LLMs) through "A vs B" paired comparisons.…
Within the field of hierarchical modelling, little attention is paid to micro-macro models: those in which group-level outcomes are dependent on covariates measured at the level of individuals within groups. Although such models are perhaps…
Multiple testing is an important research area with widespread scientific applications, including in biology and neuroscience. Among popularly adopted multiple testing procedures, many are based on p-values or Local false discovery rate…
The estimation problem in a high regression model with structured sparsity is investigated. An algorithm using a two steps block thresholding procedure called GR-LOL is provided. Convergence rates are produced: they depend on simple…
We study prediction intervals based on leave-one-out residuals in a linear regression model where the number of explanatory variables can be large compared to sample size. We establish uniform asymptotic validity (conditional on the…
Covariate adjustment is a general method for improving precision when estimating treatment effects in randomized trials and is recommended by the FDA in its 2023 guidance when baseline variables are prognostic for the primary outcome. We…
In mammalian and vertebrate genomes, the promoter regions of the gene and their distal enhancers may be located millions of base-pairs from each other, while a promoter may not interact with the closest enhancer. Since base-pair proximity…
We propose a new algorithm called PLUTO for building logistic regression trees to binary response data. PLUTO can capture the nonlinear and interaction patterns in messy data by recursively partitioning the sample space. It fits a simple or…
As large language models (LLMs) continue to advance, accurately and comprehensively evaluating their performance becomes increasingly challenging. Ranking the relative performance of LLMs based on Elo ratings, according to human judgment,…
Recent advancements in improving the reasoning capabilities of Large Language Models have underscored the efficacy of Process Reward Models (PRMs) in addressing intermediate errors through structured feedback mechanisms. This study analyzes…
Large language models are increasingly used to represent human opinions, values, or beliefs, and their steerability towards these ideals is an active area of research. Existing work focuses predominantly on aligning marginal response…
Variable (feature, gene, model, which we use interchangeably) selections for regression with high-dimensional BIGDATA have found many applications in bioinformatics, computational biology, image processing, and engineering. One appealing…