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Detecting anomalies in multivariate time series(MTS) data plays an important role in many domains. The abnormal values could indicate events, medical abnormalities,cyber-attacks, or faulty devices which if left undetected could lead to…

Machine Learning · Computer Science 2023-01-31 Usman Anjum , Samuel Lin , Justin Zhan

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

Methodology · Statistics 2025-05-02 Elena Bortolato , Francesco Bertolino , Monica Musio , Laura Ventura

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

With medical tests becoming increasingly available, concerns about over-testing and over-treatment dramatically increase. Hence, it is important to understand the influence of testing on treatment selection in general practice. Most…

Methodology · Statistics 2020-08-11 Yun Li , Irina Bondarenko , Michael R. Elliott , Timothy P. Hofer , Jeremy M. G. Taylor

Observational studies are needed when experiments are not possible. Within study comparisons (WSC) compare observational and experimental estimates that test the same hypothesis using the same treatment group, outcome, and estimand.…

In machine learning, a bias occurs whenever training sets are not representative for the test data, which results in unreliable models. The most common biases in data are arguably class imbalance and covariate shift. In this work, we aim to…

Machine Learning · Computer Science 2018-04-04 Patrick Glauner , Radu State , Petko Valtchev , Diogo Duarte

We introduce BLAST, Bayesian Linear regression with Adaptive Shrinkage for Transfer, a Bayesian multi-source transfer learning framework for high-dimensional linear regression. The proposed analytical framework leverages global-local…

Methodology · Statistics 2026-03-10 Parsa Jamshidian , Donatello Telesca

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

Commonly, clinical trials report effects not only for the full study population but also for patient subgroups. Meta-analyses of subgroup-specific effects and treatment-by-subgroup interactions may be inconsistent, especially when trials…

Methodology · Statistics 2025-12-23 Renato Panaro , Christian Röver , Tim Friede

We explore the theoretical and numerical property of a fully Bayesian model selection method in sparse ultrahigh-dimensional settings, i.e., $p\gg n$, where $p$ is the number of covariates and $n$ is the sample size. Our method consists of…

Methodology · Statistics 2013-03-13 Zuofeng Shang , Ping Li

Consider a situation of analyzing high-dimensional count data containing an excess of near-zero counts with a small number of moderate or large counts. Assuming that the observations are modeled by a Poisson distribution, we are interested…

Statistics Theory · Mathematics 2025-11-27 Sayantan Paul , Arijit Chakrabarti

Given the cost and duration of phase III and phase IV clinical trials, the development of statistical methods for go/no-go decisions is vital. In this paper, we introduce a Bayesian methodology to compute the probability of success based on…

Methodology · Statistics 2020-10-27 Ethan M. Alt , Matthew A. Psioda , Joseph G. Ibrahim

The ability to properly benchmark model performance in the face of spurious correlations is important to both build better predictors and increase confidence that models are operating as intended. We demonstrate that characterizing (as…

Machine Learning · Computer Science 2024-07-16 Isabela Albuquerque , Jessica Schrouff , David Warde-Farley , Taylan Cemgil , Sven Gowal , Olivia Wiles

We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…

Methodology · Statistics 2022-04-26 Ying Jin , Zhimei Ren , Emmanuel J. Candès

Bilinear inverse problems (BIPs), the resolution of two vectors given their image under a bilinear mapping, arise in many applications. Without further constraints, BIPs are usually ill-posed. In practice, properties of natural signals are…

Information Theory · Computer Science 2015-01-27 Yanjun Li , Kiryung Lee , Yoram Bresler

We present a novel subset scan method to detect if a probabilistic binary classifier has statistically significant bias -- over or under predicting the risk -- for some subgroup, and identify the characteristics of this subgroup. This form…

Machine Learning · Statistics 2017-07-05 Zhe Zhang , Daniel B. Neill

Magnetoencephalography (MEG) scanner has been shown to be more accurate than other medical devices in detecting mild traumatic brain injury (mTBI). However, MEG scan data in certain spectrum ranges can be skewed, multimodal and…

Methodology · Statistics 2025-02-07 Jian Zhang , Gary Green

Standard evaluations of Bayesian deep learning methods assume that metric estimates are reliable, but we show this assumption fails under data scarcity. Method rankings are not only unreliable at small $n$, but also dataset-dependent in…

Machine Learning · Computer Science 2026-04-28 Qishi Zhan , Minxuan Hu , Guansu Wang , Jiaxin Liu , Liang He

Generalization in generative modeling is defined as the ability to learn an underlying distribution from a finite dataset and produce novel samples, with evaluation largely driven by held-out performance and perceived sample quality. In…

Machine Learning · Computer Science 2026-03-05 Jerome Garnier-Brun , Luca Biggio , Davide Beltrame , Marc Mézard , Luca Saglietti

A fundamental limitation of causal inference in observational studies is that perceived evidence for an effect might instead be explained by factors not accounted for in the primary analysis. Methods for assessing the sensitivity of a…

Methodology · Statistics 2018-09-14 Colin B. Fogarty