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We study simple binary hypothesis testing under both local differential privacy (LDP) and communication constraints. We qualify our results as either minimax optimal or instance optimal: the former hold for the set of distribution pairs…

Statistics Theory · Mathematics 2023-12-19 Ankit Pensia , Amir R. Asadi , Varun Jog , Po-Ling Loh

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Alexandros E. Tzikas , Arec Jamgochian , Nazim Kemal Ure , Mykel J. Kochenderfer , Stephen P. Boyd

Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions…

Methodology · Statistics 2025-10-16 Zach Shahn , David Madigan

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

Statistical Finance · Quantitative Finance 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

In epidemiological cohort studies, the relative risk (also known as risk ratio) is a major measure of association to summarize the results of two treatments or exposures. Generally, it measures the relative change in disease risk as a…

Methodology · Statistics 2022-07-05 Gopal Nath , Krishna K. Saha , Suojin Wang

When the difference between treatments in a clinical trial is estimated by a difference in means, then it is well known that randomization ensures unbiassed estimation, even if no account is taken of important baseline covariates. However,…

Statistics Theory · Mathematics 2014-07-22 J. N. S. Matthews , Nuri H. Badi

The use of high-dimensional data for targeted therapeutic interventions requires new ways to characterize the heterogeneity observed across subgroups of a specific population. In particular, models for partially exchangeable data are needed…

Methodology · Statistics 2020-08-18 Francesco Denti , Federico Camerlenghi , Michele Guindani , Antonietta Mira

Complementary features of randomized controlled trials (RCTs) and observational studies (OSs) can be used jointly to estimate the average treatment effect of a target population. We propose a calibration weighting estimator that enforces…

Methodology · Statistics 2022-02-16 Dasom Lee , Shu Yang , Lin Dong , Xiaofei Wang , Donglin Zeng , Jianwen Cai

Mixed outcome endpoints that combine multiple continuous and discrete components to form co-primary, multiple primary or composite endpoints are often employed as primary outcome measures in clinical trials. There are many advantages to…

Methodology · Statistics 2019-12-12 Martina McMenamin , Jessica K. Barrett , Anna Berglind , James M. S. Wason

The primary analysis of clinical trials in diabetes therapeutic area often involves a mixed-model repeated measure (MMRM) approach to estimate the average treatment effect for longitudinal continuous outcome, and a generalized linear mixed…

Applications · Statistics 2022-08-03 Lingjing Jiang , Michael Rosenblum , Yu Du

We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…

Computation · Statistics 2018-12-24 Jonathan von Schroeder , Thorsten Dickhaus

Augmenting a randomized controlled trial (RCT) with external data may increase power at the risk of introducing bias. To select and analyze the experiment (RCT alone or combined with external data) with the optimal bias-variance tradeoff,…

We propose a distributed method for simultaneous inference for datasets with sample size much larger than the number of covariates, i.e., N >> p, in the generalized linear models framework. When such datasets are too big to be analyzed…

Methodology · Statistics 2020-07-23 Lu Tang , Ling Zhou , Peter X. -K. Song

Several recently developed methods have the potential to harness machine learning in the pursuit of target quantities inspired by causal inference, including inverse weighting, doubly robust estimating equations and substitution estimators…

Challenge Theory (CT), a new approach to decision under risk departs significantly from expected utility, and is based on firmly psychological, rather than economic, assumptions. The paper demonstrates that a purely cognitive-psychological…

General Economics · Economics 2019-10-11 Samuel Shye , Ido Haber

Varying domains and biased datasets can lead to differences between the training and the target distributions, known as covariate shift. Current approaches for alleviating this often rely on estimating the ratio of training and target…

Machine Learning · Statistics 2020-10-27 Bijan Mazaheri , Siddharth Jain , Jehoshua Bruck

Integrating data from multiple heterogeneous sources has become increasingly popular to achieve a large sample size and diverse study population. This paper reviews development in causal inference methods that combines multiple datasets…

Methodology · Statistics 2021-10-05 Xu Shi , Ziyang Pan , Wang Miao

Symbolic data analysis has been proposed as a technique for summarising large and complex datasets into a much smaller and tractable number of distributions -- such as random rectangles or histograms -- each describing a portion of the…

Computation · Statistics 2020-03-23 Thomas Whitaker , Boris Beranger , Scott A. Sisson

Detection of interactions between treatment effects and patient descriptors in clinical trials is critical for optimizing the drug development process. The increasing volume of data accumulated in clinical trials provides a unique…

Applications · Statistics 2017-12-25 Baptiste Goujaud , Eric W. Tramel , Pierre Courtiol , Mikhail Zaslavskiy , Gilles Wainrib
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