Related papers: Unbiased Test Error Estimation in the Poisson Mean…
Randomized experiments are the gold standard for estimating treatment effects, and randomization serves as a reasoned basis for inference. In widely used stratified randomized experiments, randomization-based finite-population asymptotic…
In reinsurance, Poisson and Negative binomial distributions are employed for modeling frequency. However, the incomplete data regarding reported incurred claims above a priority level presents challenges in estimation. This paper focuses on…
Improperly constructed datasets can result in inaccurate inferences. For instance, models trained on biased datasets perform poorly in terms of generalization (i.e., dataset bias). Recent debiasing techniques have successfully achieved…
We consider Empirical Bayes (EB) estimation in the normal means problem, when the standard deviations of the observations are not known precisely, but estimated with error -- which is almost always the case in practical applications. In…
Convolutional neural networks (CNN) have been extensively used for inverse problems. However, their prediction error for unseen test data is difficult to estimate a priori since the neural networks are trained using only selected data and…
Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivariate and non-Euclidean data, contemporary gargantuan datasets…
Conformal Prediction (CP) quantifies network uncertainty by building a small prediction set with a pre-defined probability that the correct class is within this set. In this study we tackle the problem of CP calibration based on a…
Modern problems in statistics tend to include estimators of high computational complexity and with complicated distributions. Statistical inference on such estimators usually relies on asymptotic normality assumptions, however, such…
The mean field variational Bayes (VB) algorithm implemented in Stan is relatively fast and efficient, making it feasible to produce model-estimated official statistics on a rapid timeline. Yet, while consistent point estimates of parameters…
This document presents the statistical methods used to process low-level measurements in the presence of noise. These methods can be classical or Bayesian. The question is placed in the general framework of the problem of nuisance…
In this paper, we develop a computational approach for estimating the mean value of a quantity in the presence of uncertainty. We demonstrate that, under some mild assumptions, the upper and lower bounds of the mean value are efficiently…
This paper considers binary and multilabel classification problems in a setting where labels are missing independently and with a known rate. Missing labels are a ubiquitous phenomenon in extreme multi-label classification (XMC) tasks, such…
Unlike in the traditional statistical modeling for which a user typically hand-specify a prior, Neural Processes (NPs) implicitly define a broad class of stochastic processes with neural networks. Given a data stream, NP learns a stochastic…
We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…
Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…
A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…
The inverse probability of treatment weighting (IPTW) approach is commonly used in propensity score analysis to infer causal effects in regression models. Due to oversized IPTW weights and errors associated with propensity score estimation,…
To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…
Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…