Related papers: Rank-transformed subsampling: inference for multip…
Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…
In many settings, robust data analysis involves computational methods for uncertainty quantification and statistical inference. To design frequentist studies that leverage robust analysis methods, suitable sample sizes to achieve desired…
When multiple investigators analyze a common dataset, the data reuse induces dependence across testing procedures, affecting the distribution of errors. Existing techniques of managing dependent tests require either cross-study coordination…
Replicability is a lynchpin for credible discoveries. The partial conjunction (PC) p-value, which combines individual base p-values from multiple similar studies, can gauge whether a feature of interest exhibits replicated signals across…
Randomization inference is a widely-used and appealing approach for analyzing treatment effects in randomized experiments, as it is finite-sample valid and does not require any distributional assumptions. However, naive application of…
Over the last decade, the Dip-test of unimodality has gained increasing interest in the data mining community as it is a parameter-free statistical test that reliably rates the modality in one-dimensional samples. It returns a so called…
In many applied sciences a popular analysis strategy for high-dimensional data is to fit many multivariate generalized linear models in parallel. This paper presents a novel approach to address the resulting multiple testing problem by…
The rank correlation coefficients and the ranked-based statistical tests (as a subset of non-parametric techniques) might be misleading when they are applied to subjectively collected opinion scores. Those techniques assume that the data is…
Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…
Hypothesis tests calibrated by (re)sampling methods (such as permutation, rank and bootstrap tests) are useful tools for statistical analysis, at the computational cost of requiring Monte-Carlo sampling for calibration. It is common and…
We consider the hypothesis testing problem of detecting a shift between the means of two multivariate normal distributions in the high-dimensional setting, allowing for the data dimension p to exceed the sample size n. Specifically, we…
Inspired by sample splitting and the reusable holdout introduced in the field of differential privacy, we consider selective inference with a randomized response. We discuss two major advantages of using a randomized response for model…
Increased availability of data and accessibility of computational tools in recent years have created unprecedented opportunities for scientific research driven by statistical analysis. Inherent limitations of statistics impose constrains on…
Randomized controlled trials are susceptible to imbalance on covariates predictive of the outcome. Rerandomization and deterministic treatment assignment are two proposed solutions. This paper explores the relationship between…
Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…
This study uses stacked generalization, which is a two-step process of combining machine learning methods, called meta or super learners, for improving the performance of algorithms in step one (by minimizing the error rate of each…
For the last two decades, oversampling has been employed to overcome the challenge of learning from imbalanced datasets. Many approaches to solving this challenge have been offered in the literature. Oversampling, on the other hand, is a…
Class imbalance in real-world data poses a common bottleneck for machine learning tasks, since achieving good generalization on under-represented examples is often challenging. Mitigation strategies, such as under or oversampling the data…
We develop a new rank-based approach for univariate two-sample testing in the presence of missing data which makes no assumptions about the missingness mechanism. This approach is a theoretical extension of the Wilcoxon-Mann-Whitney test…
A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…