Related papers: Eigenvalue-Based Randomness Test for Residual Diag…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
Replicability is central to scientific progress, and the partial conjunction (PC) hypothesis testing framework provides an objective tool to quantify it across disciplines. Existing PC methods assume independent studies. Yet many modern…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
In cancer biomarker development, a key objective is to evaluate whether a new biomarker, when combined with an established one, improves early cancer detection compared to using the established biomarker alone. Incremental value is often…
Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations. This paper establishes testing procedures to detect a possible common change in means of the…
Energy-based models (EBMs) provide a powerful and flexible way of learning a joint probability distribution over data by constructing an energy surface. This energy surface enables insight extraction and conditional sampling. We apply EBMs…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
Since the dawn of response surface methodology, it has been recommended that designs include replicate points, so that pure error estimates of variance can be obtained and used to provide unbiased estimated standard errors of the effects of…
Predicting diagnoses from Electronic Health Records (EHRs) is an important medical application of multi-label learning. We propose a convolutional residual model for multi-label classification from doctor notes in EHR data. A given patient…
The operating status of power systems is influenced by growing varieties of factors, resulting from the developing sizes and complexity of power systems; in this situation, the modelbased methods need be revisited. A data-driven method, as…
Differential abundance tests in compositional data are essential and fundamental tasks in various biomedical applications, such as single-cell, bulk RNA-seq, and microbiome data analysis. However, because of the compositional constraint and…
Adaptive clinical trials rely on interim analyses, flexible stopping, and data-dependent design modifications that complicate statistical guarantees when fixed-horizon test statistics are repeatedly inspected or reused after adaptations.…
Creating large-scale high-quality labeled datasets is a major bottleneck in supervised machine learning workflows. Threshold-based auto-labeling (TBAL), where validation data obtained from humans is used to find a confidence threshold above…
We propose a specification test for conditional location--scale models based on extremal dependence properties of the standardized residuals. We do so comparing the left-over serial extremal dependence -- as measured by the pre-asymptotic…
Randomization tests are a popular method for testing causal effects in clinical trials with finite-sample validity. In the presence of heterogeneous treatment effects, it is often of interest to select a subgroup that benefits from the…
Causal representation learning (CRL) aims to learn low-dimensional causal latent variables from high-dimensional observations. While identifiability has been extensively studied for CRL, estimation has been less explored. In this paper, we…
This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of Random Matrix Theory (RMT). We first review…
In this paper, we study the largest eigenvalues of sample covariance matrices with elliptically distributed data. We consider the sample covariance matrix $Q=YY^*,$ where the data matrix $Y \in \mathbb{R}^{p \times n}$ contains i.i.d.…
We propose a procedure to decide between the null hypothesis of (strict) stationarity and the alternative of non-stationarity, in the context of a Random Coefficient AutoRegression (RCAR). The procedure is based on randomising a diagnostic…
Under the Fundamental Review of the Trading Book (FRTB) capital charges for the trading book are based on the coherent expected shortfall (ES) risk measure, which show greater sensitivity to tail risk. In this paper it is argued that…