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Unmeasured or latent variables are often the cause of correlations between multivariate measurements, which are studied in a variety of fields such as psychology, ecology, and medicine. For Gaussian measurements, there are classical tools…
The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…
Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…
While there exists several inferential methods for analyzing functional data in factorial designs, there is a lack of statistical tests that are valid (i) in general designs, (ii) under non-restrictive assumptions on the data generating…
We consider the problem of uncertainty assessment for low dimensional components in high dimensional models. Specifically, we propose a decorrelated score function to handle the impact of high dimensional nuisance parameters. We consider…
Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…
Unidimensional factor models justify some of the most consequential summaries in science -- single scores, single ranks, and single leaderboards -- yet unidimensionality is usually assessed indirectly by fitting and evaluating models on…
The past few years have seen impressive progress in the development of deep generative models capable of producing high-dimensional, complex, and photo-realistic data. However, current methods for evaluating such models remain incomplete:…
Transformations of covariates are widely used in applied statistics to improve interpretability and to satisfy assumptions required for valid inference. More broadly, feature engineering encompasses a wider set of practices aimed at…
Often in surveys, key items are subject to measurement errors. Given just the data, it can be difficult to determine the distribution of this error process, and hence to obtain accurate inferences that involve the error-prone variables. In…
In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…
The mixture of factor analyzers (MFA) model is a famous mixture model-based approach for unsupervised learning with high-dimensional data. It can be useful, inter alia, in situations where the data dimensionality far exceeds the number of…
The concepts of overfitting and generalization are vital for evaluating machine learning models. In this work, we show that the popular Recall@K metric depends on the number of classes in the dataset, which limits its ability to estimate…
Classical tests of goodness-of-fit aim to validate the conformity of a postulated model to the data under study. Given their inferential nature, they can be considered a crucial step in confirmatory data analysis. In their standard…
We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…
Data sets obtained from linking multiple files are frequently affected by mismatch error, as a result of non-unique or noisy identifiers used during record linkage. Accounting for such mismatch error in downstream analysis performed on the…
We investigate novel parameter estimation and goodness-of-fit (GOF) assessment methods for large-scale confirmatory item factor analysis (IFA) with many respondents, items, and latent factors. For parameter estimation, we extend Urban and…
Analyses of randomised trials are often based on regression models which adjust for baseline covariates, in addition to randomised group. Based on such models, one can obtain estimates of the marginal mean outcome for the population under…
Deep, overparameterized regression models are notorious for their tendency to overfit. This problem is exacerbated in heteroskedastic models, which predict both mean and residual noise for each data point. At one extreme, these models fit…
We introduce a general, flexible, parametric survival modelling framework which encompasses key shapes of hazard function (constant, increasing, decreasing, up-then-down, down-then-up), various common survival distributions (log-logistic,…