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This paper considers identification and estimation of distributional effect parameters that depend on the joint distribution of an outcome and another variable of interest ("treatment") in a setting with "two-sided" measurement error --…

Econometrics · Economics 2025-09-23 Brantly Callaway , Tong Li , Irina Murtazashvili , Emmanuel Tsyawo

A new timeliness metric, called Age-of-Information (AoI), has recently attracted a lot of research interests for real-time applications with information updates. It has been extensively studied for various queueing models based on the…

Information Theory · Computer Science 2023-02-17 Zhongdong Liu , Yu Sang , Bin Li , Bo Ji

Testing and characterizing the difference between two data samples is of fundamental interest in statistics. Existing methods such as Kolmogorov-Smirnov and Cramer-von-Mises tests do not scale well as the dimensionality increases and…

Methodology · Statistics 2011-03-23 Li Ma , Wing H. Wong

We study the probability distribution of age of information (AoI) in arbitrary networks with memoryless service times. A source node generates packets following a Poisson process, and then the packets are forwarded across the network in…

Information Theory · Computer Science 2022-02-04 Rajai Nasser , Ibrahim Issa , Ibrahim Abou-Faycal

Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…

Methodology · Statistics 2011-08-03 Xiaoru Wu , Zhiliang Ying

In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…

Methodology · Statistics 2016-10-28 Haiming Zhou , Xianzheng Huang

In this paper, we first provide a review of different non-parametric estimators for the cumulative distribution function under left-censoring. We then propose a new estimator based on a non-parametric likelihood approach using reversed…

Statistics Theory · Mathematics 2023-07-11 N. Balakrishnan , Christian Paroissin , Magdalena Pereda Vivo

Imbalance in covariate distributions leads to biased estimates of causal effects. Weighting methods attempt to correct this imbalance but rely on specifying models for the treatment assignment mechanism, which is unknown in observational…

Methodology · Statistics 2022-05-13 Eric Dunipace

We introduce a nonparametric bootstrap procedure based on a dynamic factor model to construct pointwise prediction intervals for period life-table death counts. The age distribution of death counts is an example of constrained data, which…

Methodology · Statistics 2025-07-17 Han Lin Shang

Uncertainty estimation aims to evaluate the confidence of a trained deep neural network. However, existing uncertainty estimation approaches rely on low-dimensional distributional assumptions and thus suffer from the high dimensionality of…

Machine Learning · Computer Science 2023-10-26 Tsai Hor Chan , Kin Wai Lau , Jiajun Shen , Guosheng Yin , Lequan Yu

In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of H\"older…

Statistics Theory · Mathematics 2022-06-28 Julien Chhor , Suzanne Sigalla , Alexandre B. Tsybakov

Background: The proportional odds (PO) model is the most common analytic method for ordinal outcomes in randomised controlled trials. While parameter estimates obtained under departures from PO can be interpreted as an average odds ratio,…

Methodology · Statistics 2025-07-30 Chris J. Selman , Katherine J. Lee , Steven Y. C. Tong , Mark Jones , Robert K. Mahar

We consider compartmental models of communicable disease with uncertain contact rates. Stochastic fluctuations are often added to the contact rate to account for uncertainties. White noise, which is the typical choice for the fluctuations,…

Populations and Evolution · Quantitative Biology 2024-06-07 Konstantinos Mamis , Mohammad Farazmand

We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

Methodology · Statistics 2026-04-14 Matteo Bonvini , Edward H. Kennedy

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

We use bias-reduced estimators of high quantiles, of heavy-tailed distributions, to introduce a new estimator of the mean in the case of infinite second moment. The asymptotic normality of the proposed estimator is established and checked,…

Methodology · Statistics 2014-05-09 Brahim Brahimi , Djamel Meraghni , Abdelhakim Necir , Djabrane Yahia

For time series with high temporal correlation, the empirical process converges rather slowly to its limiting distribution. Many statistics in change-point analysis, goodness-of-fit testing and uncertainty quantification admit a…

Statistics Theory · Mathematics 2025-05-26 Annika Betken , Marie-Christine Düker

This paper studies higher-order inference properties of nonparametric local polynomial regression methods under random sampling. We prove Edgeworth expansions for $t$ statistics and coverage error expansions for interval estimators that (i)…

Econometrics · Economics 2021-07-26 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

Out-of-distribution (OoD) detection is a natural downstream task for deep generative models, due to their ability to learn the input probability distribution. There are mainly two classes of approaches for OoD detection using deep…

Machine Learning · Computer Science 2019-07-11 Yujia Huang , Sihui Dai , Tan Nguyen , Richard G. Baraniuk , Anima Anandkumar

We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Typical of BART models, our…

Methodology · Statistics 2022-02-02 Yinpu Li , Antonio R. Linero , Jared S. Murray
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