Related papers: PySDTest: a Python/Stata Package for Stochastic Do…
A data set sampled from a certain population is biased if the subgroups of the population are sampled at proportions that are significantly different from their underlying proportions. Training machine learning models on biased data sets…
In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…
This paper presents a stochastic model for block arrival times based on the difficulty retargeting rule used in Bitcoin, as well as other proof-of-work blockchains. Unlike some previous work, this paper explicitly models the difficulty…
Researchers often misinterpret and misrepresent statistical outputs. This abuse has led to a large literature on modification or replacement of testing thresholds and $P$-values with confidence intervals, Bayes factors, and other devices.…
Estimating the effect of treatments from natural experiments, where treatments are pre-assigned, is an important and well-studied problem. We introduce a novel natural experiment dataset obtained from an early childhood literacy nonprofit.…
Qualitative Comparative Analysis (QCA) has been increasingly used in recent years due to its purported construction of a middle path between case-oriented and variable-oriented methods. Despite its popularity, a key element of the method…
This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…
Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…
This article provides a Stata package for the implementation of the robust difference-in-differences (RDID) method developed in Ban and K\'edagni (2023). It contains three main commands: $\texttt{rdid}$, $\texttt{rdid_dy}$,…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
Hypothesis testing is a central statistical method in psychology and the cognitive sciences. However, the problems of null hypothesis significance testing (NHST) and p-values have been debated widely, but few attractive alternatives exist.…
Determining the best partition for a dataset can be a challenging task because of 1) the lack of a priori information within an unsupervised learning framework; and 2) the absence of a unique clustering validation approach to evaluate…
We derive the asymptotic distribution of the domination number of a new family of random digraph called proximity catch digraph (PCD), which has application to statistical testing of spatial point patterns and to pattern recognition. The…
Level set estimation (LSE), the problem of identifying the set of input points where a function takes value above (or below) a given threshold, is important in practical applications. When the function is expensive-to-evaluate and…
pystacked implements stacked generalization (Wolpert, 1992) for regression and binary classification via Python's scikit-learn. Stacking combines multiple supervised machine learners -- the "base" or "level-0" learners -- into a single…
We propose a new financial model, the stochastic volatility model with sticky drawdown and drawup processes (SVSDU model), which enables us to capture the features of winning and losing streaks that are common across financial markets but…
In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this…
Recently, Thas et al. (2012) introduced a new statistical model for the probability index. This index is defined as $P(Y \leq Y^*|X, X^*)$ where Y and Y* are independent random response variables associated with covariates X and X* [...]…
We discuss a graph-based approach for testing spatial point patterns. This approach falls under the category of data-random graphs, which have been introduced and used for statistical pattern recognition in recent years. Our goal is to test…
An experiment is described that confirms the security of a well-studied class of cryptographic protocols (Dolev-Yao intruder model) can be verified by two-way nondeterministic pushdown automata (2NPDA). A nondeterministic pushdown program…