English
Related papers

Related papers: Anytime-valid simultaneous lower confidence bounds…

200 papers

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…

Methodology · Statistics 2023-04-25 Emmanuel J. Candès , Lihua Lei , Zhimei Ren

Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

Methodology · Statistics 2025-07-08 Michael Lindon , Dae Woong Ham , Martin Tingley , Iavor Bojinov

Deep learning models have significantly improved prediction accuracy in various fields, gaining recognition across numerous disciplines. Yet, an aspect of deep learning that remains insufficiently addressed is the assessment of prediction…

Machine Learning · Statistics 2024-12-18 Asaf Ben Arie , Malka Gorfine

We consider the class of all multiple testing methods controlling tail probabilities of the false discovery proportion, either for one random set or simultaneously for many such sets. This class encompasses methods controlling familywise…

Statistics Theory · Mathematics 2022-05-02 Jelle Goeman , Jesse Hemerik , Aldo Solari

Current variational inference methods for hierarchical Bayesian nonparametric models can neither characterize the correlation structure among latent variables due to the mean-field setting, nor infer the true posterior dimension because of…

Machine Learning · Statistics 2022-04-07 Yirui Liu , Xinghao Qiao , Jessica Lam

Many scientific analyses require simultaneous comparison of multiple functionals of an unknown signal at once, calling for multidimensional confidence regions with guaranteed simultaneous frequentist under structural constraints (e.g.,…

Statistics Theory · Mathematics 2025-10-14 Pau Batlle , Pratik Patil , Michael Stanley , Javier Ruiz Lupon , Houman Owhadi , Mikael Kuusela

Standard multiple testing procedures are designed to report a list of discoveries, or suspected false null hypotheses, given the hypotheses' p-values or test scores. Recently there has been a growing interest in enhancing such procedures by…

Methodology · Statistics 2025-10-29 Jack Freestone , William Stafford Noble , Uri Keich

After rejecting the null hypothesis in the analysis of variance, the next step is to make the pairwise comparisons to find out differences in means. The purpose of this paper is threefold. The foremost aim is to suggest expression for…

Methodology · Statistics 2023-06-22 Elsayed A. H. Elamir

The paper studies a problem of constructing simultaneous likelihood-based confidence sets. We consider a simultaneous multiplier bootstrap procedure for estimating the quantiles of the joint distribution of the likelihood ratio statistics,…

Statistics Theory · Mathematics 2015-06-19 Mayya Zhilova

In the context of large-scale multiple testing, hypotheses are often accompanied with certain prior information. In this paper, we present a single-index modulated (SIM) multiple testing procedure, which maintains control of the false…

Statistics Theory · Mathematics 2014-07-02 Lilun Du , Chunming Zhang

We introduce a new framework for creating point-wise confidence intervals for the distribution of event times for current status data. Existing methods are based on asymptotics. Our framework is based on binomial properties and motivates…

Methodology · Statistics 2022-08-17 Sungwook Kim , Michael P. Fay , Michael A. Proschan

This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that is partially identified through upper and lower bounds with asymptotically normal estimators. A simple confidence interval is…

Econometrics · Economics 2021-01-01 Jörg Stoye

Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…

Machine Learning · Statistics 2020-03-03 Jonathan H. Huggins , Mikołaj Kasprzak , Trevor Campbell , Tamara Broderick

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methodology · Statistics 2026-01-27 Rebecca Farina , Eric J. Tchetgen Tchetgen , Arun Kumar Kuchibhotla

Motivated by the simultaneous association analysis with the presence of latent confounders, this paper studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and…

Methodology · Statistics 2023-08-24 Yinrui Sun , Li Ma , Yin Xia

The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…

Methodology · Statistics 2012-10-03 Hsiao-Hsuan Wang , Yuehua Wu , Yuejiao Fu , Xiaogang Wang

We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data, extending recent approaches designed for more restrictive type-I censoring scenarios. The proposed method imputes…

Methodology · Statistics 2025-05-26 Matteo Sesia , Vladimir Svetnik

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

We show that confidence intervals in a variance component model, with asymptotically correct uniform coverage probability, can be obtained by inverting certain test-statistics based on the score for the restricted likelihood. The results…

Methodology · Statistics 2024-11-05 Yiqiao Zhang , Karl Oskar Ekvall , Aaron J. Molstad