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We consider the problem of testing whether two finite-dimensional random dot product graphs have generating latent positions that are independently drawn from the same distribution, or distributions that are related via scaling or…
We present the results of a large number of simulation studies regarding the power of various non-parametric two-sample tests for multivariate data. This includes both continuous and discrete data. In general no single method can be relied…
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…
Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…
Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…
This paper introduces a novel two-sample test for a broad class of orthogonally equivalent positive definite symmetric matrix distributions. Our test is the first of its kind and we derive its asymptotic distribution. To estimate the test…
This dissertation examines three distinct big data analytics problems related to the social aspects of consumers' choices. The main goal of this line of research is to help two sided platform firms to target their marketing policies given…
The prevalence and importance of algorithmic two-sided marketplaces has drawn attention to the issue of fairness in such settings. Algorithmic decisions are used in assigning students to schools, users to advertisers, and applicants to job…
Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…
Many causal questions involve interactions between units, also known as interference, for example between individuals in households, students in schools, or firms in markets. In this paper, we formalize the concept of a conditioning…
We consider the hypothesis testing problem of detecting a shift between the means of two multivariate normal distributions in the high-dimensional setting, allowing for the data dimension p to exceed the sample size n. Specifically, we…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
Prediction markets are well-studied in the case where predictions are probabilities or expectations of future random variables. In 2008, Lambert, et al. proposed a generalization, which we call "scoring rule markets" (SRMs), in which…
Simulations are valuable tools for empirically evaluating the properties of statistical methods and are primarily employed in methodological research to draw general conclusions about methods. In addition, they can often be useful to…
We present a general two-side market model with divisible commodities and price functions of participants. A general existence result on unbounded sets is obtained from its variational inequality re-formulation. We describe an extension of…
Mendelian randomization (MR) has been a popular method in genetic epidemiology to estimate the effect of an exposure on an outcome using genetic variants as instrumental variables (IV), with two-sample summary-data MR being the most…
The stochastic block model is widely used for detecting community structures in network data. However, the research interest of much literature focuses on the study of one sample of stochastic block models. How to detect the difference of…
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…
The issue of missing network links in partially observed networks is frequently neglected in empirical studies. This paper addresses this issue when investigating the spillovers of program benefits in the presence of network interactions.…
The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…