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This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

A number of attempts have been made to improve accuracy and/or scalability of the PC (Peter and Clark) algorithm, some well known (Buhlmann, et al., 2010; Kalisch and Buhlmann, 2007; 2008; Zhang, 2012, to give some examples). We add here…

Artificial Intelligence · Computer Science 2016-10-06 Joseph Ramsey

Conformal risk control (CRC) is a recently proposed technique that applies post-hoc to a conventional point predictor to provide calibration guarantees. Generalizing conformal prediction (CP), with CRC, calibration is ensured for a set…

Machine Learning · Computer Science 2024-05-02 Kfir M. Cohen , Sangwoo Park , Osvaldo Simeone , Shlomo Shamai

Null Hypothesis Significance Testing (NHST) has long been of central importance to psychology as a science, guiding theory development and underlying the application of evidence-based intervention and decision-making. Recent years, however,…

Methodology · Statistics 2020-10-20 Fintan Costello , Paul Watts

Randomized controlled trials (RCTs) often include subgroup analyses to assess whether treatment effects vary across pre-specified patient populations. However, these analyses frequently suffer from small sample sizes which limit the power…

We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…

Machine Learning · Computer Science 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

This paper considers the problem of testing many moment inequalities, where the number of moment inequalities ($p$) is possibly larger than the sample size ($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem using…

Statistics Theory · Mathematics 2020-06-09 Nick Koning , Paul Bekker

We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the…

Econometrics · Economics 2022-05-13 Graham Elliott , Nikolay Kudrin , Kaspar Wuthrich

Bayesian modeling helps applied researchers articulate assumptions about their data and develop models tailored for specific applications. Thanks to good methods for approximate posterior inference, researchers can now easily build, use,…

Methodology · Statistics 2023-11-22 Gemma E. Moran , David M. Blei , Rajesh Ranganath

Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model. To improve the robustness of PPCA, it has been proposed to…

Methodology · Statistics 2023-11-28 Yiping Guo , Howard D. Bondell

Failure is common in clinical trials since the successful failures presented in negative results always indicate the ways that should not be taken. In this paper, we proposed an automated approach to extracting positive and negative…

Information Retrieval · Computer Science 2022-12-08 Xuanyu Shi , Shiyao Xie , Wenjia Wang , Ting Chen , Jian Du

Significance testing based on p-values has been implicated in the reproducibility crisis in scientific research, with one of the proposals being to eliminate them in favor of Bayesian analyses. Defenders of the p-values have countered that…

Methodology · Statistics 2023-05-02 Christos Argyropoulos , Andy P Grieve

This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Prabhat K. Mishra , Joel A. Paulson , Richard D. Braatz

Population-wide screening is a powerful tool for controlling infectious diseases. Group testing enables such screening despite limited resources. Viral concentration of pooled samples are often positively correlated, either because…

Applications · Statistics 2025-04-01 Jiayue Wan , Yujia Zhang , Peter I. Frazier

This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby…

Methodology · Statistics 2012-06-27 Le-Yu Chen , Jerzy Szroeter

We propose a likelihood-free method for comparing two distributions given samples from each, with the goal of assessing the quality of generative models. The proposed approach, PQMass, provides a statistically rigorous method for assessing…

Negative controls are increasingly used to evaluate the presence of potential unmeasured confounding in observational studies. Beyond the use of negative controls to detect the presence of residual confounding, proximal causal inference…

Methodology · Statistics 2024-06-06 Jiewen Liu , Chan Park , Kendrick Li , Eric J. Tchetgen Tchetgen

In genetic association studies, rare variants with extremely small allele frequency play a crucial role in complex traits, and the set-based testing methods that jointly assess the effects of groups of single nucleotide polymorphisms (SNPs)…

Methodology · Statistics 2020-03-13 Shonosuke Sugasawa , Hisashi Noma

We approach the problem of combining top-ranking association statistics or P-value from a new perspective which leads to a remarkably simple and powerful method. Statistical methods, such as the Rank Truncated Product (RTP), have been…

Methodology · Statistics 2019-06-12 Olga A. Vsevolozhskaya , Fengjiao Hu , Dmitri V. Zaykin

In contemporary scientific research, it is of great interest to predict a categorical response based on a high-dimensional tensor (i.e. multi-dimensional array) and additional covariates. This mixture of different types of data leads to…

Methodology · Statistics 2018-05-14 Yuqing Pan , Qing Mai , Xin Zhang
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