Related papers: Model-free Methods for Event History Analysis and …

This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the…

Time-to-event models are a popular tool to analyse data where the outcome variable is the time to the occurrence of a specific event of interest. Here we focus on the analysis of time-to-event outcomes that are either intrisically discrete…

Sequential latent-variable models with subject-specific random effects provide a flexible framework for modeling temporally structured data with both local latent dynamics and stable between-subject heterogeneity. In such models,…

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

We study the problem of selecting covariates for unbiased estimation of the total causal effect.Existing approaches typically rely on global causal structure learning over all variables, or on strong assumptions such as causal sufficiency -…

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…

A criterion is proposed for testing hypothesis about the nature of the error variance in the dependent variable in linear model, which separates correctly and incorrectly specified models. In the former only measurement errors determine the…

Bell inequalities may only be derived, if hidden variables do not depend on the experimental settings. The stochastic independence of hidden and setting variables is called: freedom of choice, free will, measurement independence or no…

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

For testing conditional independence (CI) of a response Y and a predictor X given covariates Z, the recently introduced model-X (MX) framework has been the subject of active methodological research, especially in the context of MX knockoffs…

This paper proposes approaches for the analysis of multiple changepoint models when dependency in the data is modelled through a hierarchical Gaussian Markov random field. Integrated nested Laplace approximations are used to approximate…

Training sophisticated agents for optimal decision-making under uncertainty has been key to the rapid development of modern autonomous systems across fields. Notably, model-free reinforcement learning (RL) has enabled decision-making agents…

Many pre-trained models (PTMs) are available in modern applications. Because different PTMs are often trained on different datasets, their performances can vary substantially for different new tasks, and the ranking of the candidates may…

We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

Advances in data collection are producing growing volumes of temporal count observations, making adapted modeling increasingly necessary. In this work, we introduce a generative framework for independent component analysis of temporal count…

We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ where the coefficients $A$ and $B$ are nonnegative random variables. We introduce the ``local dependence measure'' (LDM) and its Legendre-type transform to…

Free choice (or statistical independence) assumption in a hidden variable model (HVM) means that the settings chosen by experimenters do not depend on the values of the hidden variable. The assumption of context-independent (CI) mapping in…

We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…

Contextual MDPs are powerful tools with wide applicability in areas from biostatistics to machine learning. However, specializing them to offline datasets has been challenging due to a lack of robust, theoretically backed methods. Our work…