Related papers: Randomization-based Inference for MCP-Mod
In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…
Variable selection naturally arises as a useful subject when faced with data with massive predictor space. In addition to the massive dimensionality, the data may be characterized by intra-subject correlation, and cure fraction, which are…
Inference scaling helps LLMs solve complex reasoning problems through extended runtime computation. On top of long chain-of-thought (long-CoT) models, purely inference-time techniques such as best-of-N (BoN) sampling, majority voting, or…
Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function…
The Rasch model, a classical model in the item response theory, is widely used in psychometrics to model the relationship between individuals' latent traits and their binary responses to assessments or questionnaires. In this paper, we…
When resources are scarce, an allocation policy is needed to decide who receives a resource. This problem occurs, for instance, when allocating scarce medical resources and is often solved using modern ML methods. This paper introduces…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…
We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…
Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…
Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…
Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…
Machine learning (ML) is transforming healthcare, but safe clinical decisions demand reliable uncertainty estimates that standard ML models fail to provide. Conformal prediction (CP) is a popular tool that allows users to turn heuristic…
It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…
In computational pathology, random sampling of patches during training of Multiple Instance Learning (MIL) methods is computationally efficient and serves as a regularization strategy. Despite its promising benefits, questions concerning…
Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…
Maximum pseudo-likelihood (MPL) is a semiparametric estimation method often used to obtain the dependence parameters in copula models from data. It has been shown that despite being consistent, and in some cases efficient, MPL estimation…
In this paper, we consider distributed maximum likelihood estimation (MLE) with dependent quantized data under the assumption that the structure of the joint probability density function (pdf) is known, but it contains unknown deterministic…
Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…
Large-scale hypothesis testing has become a ubiquitous problem in high-dimensional statistical inference, with broad applications in various scienfitic disciplines. One relevant application is constituted by imaging mass spectrometry (IMS)…