Related papers: The Exchangeability Assumption for Permutation Tes…
Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…
Complex statistical models such as scalar-on-image regression often require strong assumptions to overcome the issue of non-identifiability. While in theory it is well understood that model assumptions can strongly influence the results,…
Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…
Randomness (in the sense of being generated in an IID fashion) and exchangeability are standard assumptions in nonparametric statistics and machine learning, and relations between them have been a popular topic of research. This short paper…
The topic of this paper is testing exchangeability using e-values in the batch mode, with the Markov model as alternative. The null hypothesis of exchangeability is formalized as a Kolmogorov-type compression model, and the Bayes mixture of…
Though the notion of exchangeability has been discussed in the causal inference literature under various guises, it has rarely taken its original meaning as a symmetry property of probability distributions. As this property is a standard…
A standard assumption for causal inference from observational data is that one has measured a sufficiently rich set of covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values. Skepticism…
Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and…
This paper proposes a general interpretable predictive system with shared information. The system is able to perform predictions in a multi-task setting where distinct tasks are not bound to have the same input/output structure. Embeddings…
In real data, missing values occur frequently, which affects the interpretation with interpretable machine learning (IML) methods. Recent work considers bias and shows that model explanations may differ between imputation methods, while…
We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then, we show that the test is asymptotically of correct level,…
Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…
In scientific studies involving analyses of multivariate data, basic but important questions often arise for the researcher: Is the sample exchangeable, meaning that the joint distribution of the sample is invariant to the ordering of the…
Negative binomial (NB) regression is a popular method for identifying differentially expressed genes in genomics data, such as bulk and single-cell RNA sequencing data. However, NB regression makes stringent parametric and asymptotic…
With machine learning models being increasingly used to aid decision making even in high-stakes domains, there has been a growing interest in developing interpretable models. Although many supposedly interpretable models have been proposed,…
Permutation tests enable testing statistical hypotheses in situations when the distribution of the test statistic is complicated or not available. In some situations, the test statistic under investigation is multivariate, with the multiple…
We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…
Many inference techniques for multivariate data analysis assume that the rows of the data matrix are realizations of independent and identically distributed random vectors. Such an assumption will be met, for example, if the rows of the…
An explosion of high-throughput DNA sequencing in the past decade has led to a surge of interest in population-scale inference with whole-genome data. Recent work in population genetics has centered on designing inference methods for…
I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…