Related papers: Approximate co-sufficient sampling with regulariza…
The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively…
Reinforcement learning exhibits potential in enhancing the reasoning abilities of large language models, yet it is hard to scale for the low sample efficiency during the rollout phase. Existing methods attempt to improve efficiency by…
The Functional Linear Model with Functional Response (FLMFR) is one of the most fundamental models to assess the relation between two functional random variables. In this paper, we propose a novel goodness-of-fit test for the FLMFR against…
Overfitting is a well-known issue in machine learning that occurs when a model struggles to generalize its predictions to new, unseen data beyond the scope of its training set. Traditional techniques to mitigate overfitting include early…
We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is "small" relative to the…
We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…
Counterfactual Explanations (CFEs) interpret machine learning models by identifying the smallest change to input features needed to change the model's prediction to a desired output. For classification tasks, CFEs determine how close a…
In analyzing high-dimensional models, sparsity of the model parameter is a common but often undesirable assumption. In this paper, we study the following two-sample testing problem: given two samples generated by two high-dimensional linear…
Nearly all statistical inference methods were developed for the regime where the number $N$ of data samples is much larger than the data dimension $p$. Inference protocols such as maximum likelihood (ML) or maximum a posteriori probability…
The coefficient of determination, known as $R^2$, is commonly used as a goodness-of-fit criterion for fitting linear models. $R^2$ is somewhat controversial when fitting nonlinear models, although it may be generalised on a case-by-case…
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…
We study the asymptotic behaviour of the Regularized Maximum Partial Likelihood Estimator (RMPLE) in the proportional limit, considering an arbitrary convex regularizer and assuming that the covariates $\mathbf{X}_i\in\mathbb{R}^{p}$ follow…
Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…
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 and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…
A weakly-supervised learning framework named as complementary-label learning has been proposed recently, where each sample is equipped with a single complementary label that denotes one of the classes the sample does not belong to. However,…
Large language models (LLMs) need reliable test-time control of hallucinations. Existing conformal methods for LLMs typically provide only \emph{marginal} guarantees and rely on a single global threshold, which can under-cover hard prompts,…
We propose a new inference framework called localized conformal prediction. It generalizes the framework of conformal prediction by offering a single-test-sample adaptive construction that emphasizes a local region around this test sample,…
Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…
The parameter estimation of unnormalized models is a challenging problem. The maximum likelihood estimation (MLE) is computationally infeasible for these models since normalizing constants are not explicitly calculated. Although some…