Related papers: Testing for the appropriate level of clustering in…
Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…
Evidential clustering is an approach to clustering in which cluster-membership uncertainty is represented by a collection of Dempster-Shafer mass functions forming an evidential partition. In this paper, we propose to construct these mass…
Network science investigates methodologies that summarise relational data to obtain better interpretability. Identifying modular structures is a fundamental task, and assessment of the coarse-grain level is its crucial step. Here, we…
The identification of causal effects in observational studies typically relies on two standard assumptions: unconfoundedness and overlap. However, both assumptions are often questionable in practice: unconfoundedness is inherently…
I introduce a generic method for inference on entire quantile and regression quantile processes in the presence of a finite number of large and arbitrarily heterogeneous clusters. The method asymptotically controls size by generating…
Performance of clustering algorithms is evaluated with the help of accuracy metrics. There is a great diversity of clustering algorithms, which are key components of many data analysis and exploration systems. However, there exist only few…
Heterogeneity in efficacy is sometimes observed across baskets in basket trials. In this study, we propose a model-free clustering framework that groups baskets based on transition probabilities derived from the trajectories of treatment…
Before deploying a black-box model in high-stakes problems, it is important to evaluate the model's performance on sensitive subpopulations. For example, in a recidivism prediction task, we may wish to identify demographic groups for which…
We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluster-representatives or the group Lasso…
Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…
In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…
Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper,…
We propose a change-point detection method for large scale multiple testing problems with data having clustered signals. Unlike the classic change-point setup, the signals can vary in size within a cluster. The clustering structure on the…
Hypothesis testing is a statistical inference approach used to determine whether data supports a specific hypothesis. An important type is the two-sample test, which evaluates whether two sets of data points are from identical…
We propose a simple modification to the wild bootstrap procedure and establish its asymptotic validity for linear regression models with many covariates and heteroskedastic errors. Monte Carlo simulations show that the modified wild…
This paper presents a clustering approach that allows for rigorous statistical error control similar to a statistical test. We develop estimators for both the unknown number of clusters and the clusters themselves. The estimators depend on…
Clustering is a fundamental tool in statistical machine learning in the presence of heterogeneous data. Most recent results focus primarily on optimal mislabeling guarantees when data are distributed around centroids with sub-Gaussian…
In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based…
In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…
The multivariate linear regression model is an important tool for investigating relationships between several response variables and several predictor variables. The primary interest is in inference about the unknown regression coefficient…