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Measuring the effect of peers on individuals' outcomes is a challenging problem, in part because individuals often select peers who are similar in both observable and unobservable ways. Group formation experiments avoid this problem by…

Methodology · Statistics 2023-03-09 Guillaume Basse , Peng Ding , Avi Feller , Panos Toulis

We present a randomization-based inferential framework for experiments characterized by a strongly ignorable assignment mechanism where units have independent probabilities of receiving treatment. Previous works on randomization tests often…

Methodology · Statistics 2019-02-01 Zach Branson , Marie-Abele Bind

In this paper, we consider the fundamental problem of testing for monotone trend in a time series. While the term "trend" is commonly used and has an intuitive meaning, it is first crucial to specify its exact meaning in a hypothesis…

Statistics Theory · Mathematics 2024-04-11 Joseph P. Romano , Marius A. Tirlea

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

We study properties of two resampling scenarios: Conditional Randomisation and Conditional Permutation schemes, which are relevant for testing conditional independence of discrete random variables $X$ and $Y$ given a random variable $Z$.…

Statistics Theory · Mathematics 2023-04-14 Małgorzata Łazęcka , Bartosz Kołodziejek , Jan Mielniczuk

Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…

Methodology · Statistics 2019-12-10 Tim Coleman , Wei Peng , Lucas Mentch

Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…

Statistics Theory · Mathematics 2021-01-01 Lihua Lei , Peng Ding

The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…

Probability · Mathematics 2022-02-08 Vladimir Vovk

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Statistics Theory · Mathematics 2022-11-07 Zihao Li , Huangjun Zhu , Masahito Hayashi

The presence of interference renders classic Fisher randomization tests infeasible due to nuisance unknowns. To address this issue, we propose imputing the nuisance unknowns and computing Fisher randomization p-values multiple times, then…

Methodology · Statistics 2024-11-14 Tingxuan Han , Ke Zhu , Hanzhong Liu , Ke Deng

When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…

Statistics Theory · Mathematics 2018-08-20 Jesse Hemerik , Jelle Goeman

External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…

Methodology · Statistics 2025-05-08 Ke Zhu , Shu Yang , Xiaofei Wang

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

Econometrics · Economics 2025-06-25 Julius Owusu

Clustering is part of unsupervised analysis methods that consist in grouping samples into homogeneous and separate subgroups of observations also called clusters. To interpret the clusters, statistical hypothesis testing is often used to…

Methodology · Statistics 2022-10-25 Benjamin Hivert , Denis Agniel , Rodolphe Thiébaut , Boris P Hejblum

Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to permute residuals after regressing on the nuisance covariates.…

Methodology · Statistics 2020-10-09 Jesse Hemerik , Magne Thoresen , Livio Finos

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

An artificial intelligence (AI) model can be viewed as a function that maps inputs to outputs in high-dimensional spaces. Once designed and well trained, the AI model is applied for inference. However, even optimized AI models can produce…

Artificial Intelligence · Computer Science 2026-02-27 Sha Hu

Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…

Methodology · Statistics 2020-10-13 Yaniv Tenzer , Micha Mandel , Or Zuk

Confidence intervals are central to statistical inference as a tool to evaluate the type I error risk at a given significance level. We devise a method to construct confidence intervals using a single run of a permutation test. This…

Methodology · Statistics 2022-06-22 Niels Lundtorp Olsen