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For more than $50$ years the {\it Mean Measure of Divergence} (MMD) has been one of the most prominent tools used in anthropology for the study of non-metric traits. However, one of the problems, in anthropology including palaeoanthropology…
Fine-Gray models specify the subdistribution hazards for one out of multiple competing risks to be proportional. The estimators of parameters and cumulative incidence functions under Fine-Gray models have a simpler structure when data are…
Network models are applied in numerous domains where data can be represented as a system of interactions among pairs of actors. While both statistical and mechanistic network models are increasingly capable of capturing various dependencies…
One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its…
In the context of principal components analysis (PCA), the bootstrap is commonly applied to solve a variety of inference problems, such as constructing confidence intervals for the eigenvalues of the population covariance matrix $\Sigma$.…
In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…
The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets---which are increasingly prevalent---the computation of bootstrap-based quantities can be prohibitively…
Cumulative sum (CUSUM) statistics are widely used in the change point inference and identification. For the problem of testing for existence of a change point in an independent sample generated from the mean-shift model, we introduce a…
In this paper we describe two bootstrap methods for massive data sets. Naive applications of common resampling methodology are often impractical for massive data sets due to computational burden and due to complex patterns of inhomogeneity.…
This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…
In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…
Clinical prediction models are increasingly used to support patient care, yet many deep learning-based approaches remain unstable, as their predictions can vary substantially when trained on different samples from the same population. Such…
The paper studies a problem of constructing simultaneous likelihood-based confidence sets. We consider a simultaneous multiplier bootstrap procedure for estimating the quantiles of the joint distribution of the likelihood ratio statistics,…
We study the construction of a confidence interval (CI) for a simulation output performance measure that accounts for input uncertainty when the input models are estimated from finite data. In particular, we focus on performance measures…
Many applications of classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. However, while many current classification frameworks, in particular deep neural networks, achieve high…
Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…
Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…
We address functional uncertainty quantification for ill-posed inverse problems where it is possible to evaluate a possibly rank-deficient forward model, the observation noise distribution is known, and there are known parameter…
This paper provides a specification test for semiparametric models with nonparametrically generated regressors. Such variables are not observed by the researcher but are nonparametrically identified and estimable. Applications of the test…
A method is developed for calculating effective sums of divergent series. This approach is a variant of the self-similar approximation theory. The novelty here is in using an algebraic transformation with a power providing the maximal…