Related papers: The Exchangeability Assumption for Permutation Tes…
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…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…
A sequence of random variables is exchangeable if its joint distribution is invariant under variable permutations. We introduce exchangeable variable models (EVMs) as a novel class of probabilistic models whose basic building blocks are…
Analysis of panel data via linear regression is widespread across disciplines. To perform statistical inference, such analyses typically assume that clusters of observations are jointly independent. For example, one might assume that…
We present a novel model architecture which leverages deep learning tools to perform exact Bayesian inference on sets of high dimensional, complex observations. Our model is provably exchangeable, meaning that the joint distribution over…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…
I have three goals in this article: (1) To show the enormous potential of bootstrapping and permutation tests to help students understand statistical concepts including sampling distributions, standard errors, bias, confidence intervals,…
A tacit assumption in linear regression is that (response, predictor)-pairs correspond to identical observational units. A series of recent works have studied scenarios in which this assumption is violated under terms such as ``Unlabeled…
Testing whether the observed data conforms to a purported model (probability distribution) is a basic and fundamental statistical task, and one that is by now well understood. However, the standard formulation, identity testing, fails to…
Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…
The widespread adoption of transfer learning has revolutionized machine learning by enabling efficient adaptation of pre-trained models to new domains. However, the reliability of these adaptations remains poorly understood, particularly…
In the big data era, the need to reevaluate traditional statistical methods is paramount due to the challenges posed by vast datasets. While larger samples theoretically enhance accuracy and hypothesis testing power without increasing false…
The gold standard for identifying causal relationships is a randomized controlled experiment. In many applications in the social sciences and medicine, the researcher does not control the assignment mechanism and instead may rely upon…
Autoregressive models have emerged as a powerful framework for modeling exchangeable sequences - i.i.d. observations when conditioned on some latent factor - enabling direct modeling of uncertainty from missing data (rather than a latent).…
It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…
Transfer learning, also referred as knowledge transfer, aims at reusing knowledge from a source dataset to a similar target one. While many empirical studies illustrate the benefits of transfer learning, few theoretical results are…
Given well-shuffled data, can we determine whether the data items are statistically (in)dependent? Formally, we consider the problem of testing whether a set of exchangeable random variables are independent. We will show that this is…
This work presents a content-based recommender system for machine learning classifier algorithms. Given a new data set, a recommendation of what classifier is likely to perform best is made based on classifier performance over similar known…
In genome-wide association (GWA) studies the goal is to detect associations between genetic markers and a given phenotype. The number of genetic markers can be large and effective methods for control of the overall error rate is a central…