Related papers: Reconciling model-X and doubly robust approaches t…

Testing (conditional) independence of multivariate random variables is a task central to statistical inference and modelling in general - though unfortunately one for which to date there does not exist a practicable workflow. State-of-art…

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

We consider the problem of conditional independence testing of $X$ and $Y$ given $Z$ where $X,Y$ and $Z$ are three real random variables and $Z$ is continuous. We focus on two main cases - when $X$ and $Y$ are both discrete, and when $X$…

We describe a data-efficient, kernel-based approach to statistical testing of conditional independence. A major challenge of conditional independence testing is to obtain the correct test level (the specified upper bound on the rate of…

We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to…

Drawing causal inferences from observational studies (OS) requires unverifiable validity assumptions; however, one can falsify those assumptions by benchmarking the OS with experimental data from a randomized controlled trial (RCT). A major…

This paper establishes fundamental results for statistical inference of diagnostic classification models (DCM). The results are developed at a high level of generality, applicable to essentially all diagnostic classification models. In…

The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…

Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…

In multinomial response models, idiosyncratic variations in the indirect utility are generally modeled using Gumbel or normal distributions. This study makes a strong case to substitute these thin-tailed distributions with a t-distribution.…

We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…

Randomized controlled trials (RCTs) with binary primary endpoints introduce novel challenges for inferring the causal effects of treatments. The most significant challenge is non-collapsibility, in which the conditional odds ratio estimand…

Learning to perform accurate and rich simulations of human driving behaviors from data for autonomous vehicle testing remains challenging due to human driving styles' high diversity and variance. We address this challenge by proposing a…

This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis…

Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using quadratic form statistics to test against dense alternatives…

We study a discrete denoising diffusion framework that integrates a sample-efficient estimator of single-site conditionals with round-robin noising and denoising dynamics for generative modeling over discrete state spaces. Rather than…

Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between pairs of random variables. Using ranks is especially…

The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Diffusion models offer a robust framework for sampling from unnormalized probability densities, which requires accurately estimating the score of the noise-perturbed target distribution. While the standard Denoising Score Identity (DSI)…