Related papers: Anytime-valid simultaneous lower confidence bounds…
This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…
We propose a unified framework for likelihood-based regression modeling when the response variable has finite support. Our work is motivated by the fact that, in practice, observed data are discrete and bounded. The proposed methods assume…
This paper concerns the construction of confidence intervals in standard seroprevalence surveys. In particular, we discuss methods for constructing confidence intervals for the proportion of individuals in a population infected with a…
This paper introduces Conformal Thresholded Intervals (CTI), a novel conformal regression method that aims to produce the smallest possible prediction set with guaranteed coverage. Unlike existing methods that rely on nested conformal…
Stein variational inference (SVI) is a sample-based approximate Bayesian inference technique that generates a sample set by jointly optimizing the samples' locations to minimize an information-theoretic measure of discrepancy with the…
We consider the problem of determining feasible systems from a finite set of simulated alternatives with respect to probability constraints, where the observations from stochastic simulations are Bernoulli distributed. Most statistically…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
The first spoofing-aware speaker verification (SASV) challenge aims to integrate research efforts in speaker verification and anti-spoofing. We extend the speaker verification scenario by introducing spoofed trials to the usual set of…
We propose an adaptive sampling approach for multiple testing which aims to maximize statistical power while ensuring anytime false discovery control. We consider $n$ distributions whose means are partitioned by whether they are below or…
Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a…
Estimating the mode of a unimodal distribution is a classical problem in statistics. Although there are several approaches for point-estimation of mode in the literature, very little has been explored about the interval-estimation of mode.…
Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…
Extant "fast" algorithms for Monte Carlo confidence sets are limited to univariate shift parameters for the one-sample and two-sample problems using the sample mean as the test statistic; moreover, some do not converge reliably and most do…
We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational…
The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…
This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm. Together, these results provide practical, asymptotically-exact…
Contemporary sample size calculations for external validation of risk prediction models require users to specify fixed values of assumed model performance metrics alongside target precision levels (e.g., 95% CI widths). However, due to the…
We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…
An a posteriori verification method is proposed for the generalized real-symmetric eigenvalue problem and is applied to densely clustered eigenvalue problems in large-scale electronic state calculations. The proposed method is realized by a…
We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score to improve conditional coverage while ensuring exact…