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The goal of causal inference is to understand the outcome of alternative courses of action. However, all causal inference requires assumptions. Such assumptions can be more influential than in typical tasks for probabilistic modeling, and…

Methodology · Statistics 2016-10-31 Dustin Tran , Francisco J. R. Ruiz , Susan Athey , David M. Blei

The common practice in difference-in-difference (DiD) designs is to check for parallel trends prior to treatment assignment, yet typical estimation and inference does not account for the fact that this test has occurred. I analyze the…

Econometrics · Economics 2018-05-03 Jonathan Roth

Possibility theory offers a framework where both Lehmann's "preferential inference" and the more productive (but less cautious) "rational closure inference" can be represented. However, there are situations where the second inference does…

Artificial Intelligence · Computer Science 2013-02-18 Salem Benferhat , Didier Dubois , Henri Prade

A/B tests are typically analyzed via frequentist p-values and confidence intervals; but these inferences are wholly unreliable if users endogenously choose samples sizes by *continuously monitoring* their tests. We define *always valid*…

Statistics Theory · Mathematics 2019-07-18 Ramesh Johari , Leo Pekelis , David J. Walsh

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

Machine Learning · Statistics 2019-03-04 Rajesh Ranganath , Adler Perotte

Bayesian inference is limited in scope because it cannot be applied in idealized contexts where none of the hypotheses under consideration is true and because it is committed to always using the likelihood as a measure of evidential…

Other Statistics · Statistics 2019-09-17 Olav Benjamin Vassend

Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two main threads of development are conformal prediction and…

Statistics Theory · Mathematics 2025-05-19 Yiren Wang , Dimitris N. Politis

We analyze a family of methods for statistical causal inference from sample under the so-called Additive Noise Model. While most work on the subject has concentrated on establishing the soundness of the Additive Noise Model, the statistical…

Machine Learning · Computer Science 2014-02-06 Samory Kpotufe , Eleni Sgouritsa , Dominik Janzing , Bernhard Schölkopf

We consider conditional estimation in two-stage sample size adjustable designs and the following bias. More specifically, we consider a design which permits raising the sample size when interim results look rather promising, and, which…

Methodology · Statistics 2018-08-27 Per Broberg , Frank Miller

In an empirical Bayes analysis, we use data from repeated sampling to imitate inferences made by an oracle Bayesian with extensive knowledge of the data-generating distribution. Existing results provide a comprehensive characterization of…

Methodology · Statistics 2021-09-09 Nikolaos Ignatiadis , Stefan Wager

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

Statistics Theory · Mathematics 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

Testing the significance of a variable or group of variables $X$ for predicting a response $Y$, given additional covariates $Z$, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test…

Statistics Theory · Mathematics 2024-05-08 Anton Rask Lundborg , Ilmun Kim , Rajen D. Shah , Richard J. Samworth

Knowing which latent conditions lead to a particular outcome is useful for critically examining claims made about complex event outcomes. Identifying implied conditions and examining their influence on an outcome is challenging. We handle…

Computation and Language · Computer Science 2025-06-03 Sai Vallurupalli , Francis Ferraro

We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general -…

Statistics Theory · Mathematics 2020-08-24 Alexis Derumigny , Jean-David Fermanian

A novel confidence interval estimator is proposed for the risk difference in noninferiority binomial trials. The confidence interval is consistent with an exact unconditional test that preserves the type-I error, and has improved power,…

Methodology · Statistics 2021-10-18 Nour Hawila , Arthur Berg

Activation-based conditional inference applies conditional reasoning to ACT-R, a cognitive architecture developed to formalize human reasoning. The idea of activation-based conditional inference is to determine a reasonable subset of a…

Artificial Intelligence · Computer Science 2021-10-29 Marco Wilhelm , Diana Howey , Gabriele Kern-Isberner , Kai Sauerwald , Christoph Beierle

In Neyman's original formulation, a 1-alpha confidence interval procedure is justified by its long-run coverage properties, and a single realized interval is to be described only by the slogan that it either covers the parameter or it does…

Other Statistics · Statistics 2026-03-19 Scott Lee

Variable selection for regression models plays a key role in the analysis of biomedical data. However, inference after selection is not covered by classical statistical frequentist theory which assumes a fixed set of covariates in the…

Methodology · Statistics 2021-07-21 Michael Kammer , Daniela Dunkler , Stefan Michiels , Georg Heinze

A popular approach to significance testing proposes to decide whether the given hypothesized statistical model is likely to be true (or false). Statistical decision theory provides a basis for this approach by requiring every significance…

Methodology · Statistics 2013-01-08 William Perkins , Mark Tygert , Rachel Ward

Modern science increasingly relies on ever-growing observational datasets and automated inference pipelines, under the implicit belief that accumulating more data makes scientific conclusions more reliable. Here we show that this belief can…

Machine Learning · Computer Science 2026-02-06 Zhipeng Zhang , Kai Li