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This paper develops distribution theory and bootstrap-based inference methods for a broad class of convex pairwise difference estimators. These estimators minimize a kernel-weighted convex-in-parameter function over observation pairs with…

Econometrics · Economics 2026-05-29 Matias D. Cattaneo , Michael Jansson , Kenichi Nagasawa

Respondent-Driven Sampling is a method to sample hard-to-reach human populations by link-tracing over their social networks. Beginning with a convenience sample, each person sampled is given a small number of uniquely identified coupons to…

Methodology · Statistics 2011-08-02 Krista J. Gile , Mark S. Handcock

Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…

Applications · Statistics 2012-02-16 Lorna Taylor , Verena M. Trenkel , Vojtech Kupca , Gunnar Stefansson

Distribution forecast can quantify forecast uncertainty and provide various forecast scenarios with their corresponding estimated probabilities. Accurate distribution forecast is crucial for planning - for example when making production…

Social and economic studies are often implemented as complex survey designs. For example, multistage, unequal probability sampling designs utilized by federal statistical agencies are typically constructed to maximize the efficiency of the…

Methodology · Statistics 2020-06-09 Matthew R. Williams , Terrance D. Savitsky

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

Selective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting a…

Machine Learning · Computer Science 2023-02-23 Andrea Pugnana , Salvatore Ruggieri

We develop and analyze the HulC, an intuitive and general method for constructing confidence sets using the convex hull of estimates constructed from subsets of the data. Unlike classical methods which are based on estimating the (limiting)…

Statistics Theory · Mathematics 2023-09-12 Arun Kumar Kuchibhotla , Sivaraman Balakrishnan , Larry Wasserman

For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…

Methodology · Statistics 2025-07-23 Maxime Faymonville , Carsten Jentsch , Efstathios Paparoditis

We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification…

Systems and Control · Electrical Eng. & Systems 2022-05-12 Benjamin Gravell , Iman Shames , Tyler Summers

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Machine Learning · Statistics 2015-09-11 Lucas Mentch , Giles Hooker

Multiple binary responses arise in many modern data-analytic problems. Although fitting separate logistic regressions for each response is computationally attractive, it ignores shared structure and can be statistically inefficient,…

Machine Learning · Statistics 2026-01-14 The Tien Mai

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

Active statistical inference is a new method for inference with AI-assisted data collection. Given a budget on the number of labeled data points that can be collected and assuming access to an AI predictive model, the basic idea is to…

Machine Learning · Statistics 2025-11-13 Puheng Li , Tijana Zrnic , Emmanuel Candès

Network surveys of key populations at risk for HIV are an essential part of the effort to understand how the epidemic spreads and how it can be prevented. Estimation of population values from the sample data has been probematical, however,…

Applications · Statistics 2019-09-12 Steve Thompson

In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…

Computation · Statistics 2024-04-11 Wataru Yoshida , Kei Hirose

This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampling and formally establish its validity for asymptotic…

Econometrics · Economics 2021-11-08 Antonio F. Galvao , Thomas Parker , Zhijie Xiao

This paper studies inference for the mean vector of a high-dimensional $U$-statistic. In the era of Big Data, the dimension $d$ of the $U$-statistic and the sample size $n$ of the observations tend to be both large, and the computation of…

Statistics Theory · Mathematics 2019-01-29 Xiaohui Chen , Kengo Kato

The bootstrap, based on resampling, has, for several decades, been a widely used method for computing confidence intervals for applications where no exact method is available and when sample sizes are not large enough to be able to rely on…

Applications · Statistics 2018-08-27 Chris Gotwalt , Li Xu , Yili Hong , William Q. Meeker

In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…

Methodology · Statistics 2025-09-01 Beomjo Park , Sivaraman Balakrishnan , Larry Wasserman