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This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and…
A constrained multivariate linear model is a multivariate linear model with the columns of its coefficient matrix constrained to lie in a known subspace. This class of models includes those typically used to study growth curves and…
We study distribution-free predictive inference for data with group symmetries, aiming to establish near-conditional coverage guarantees beyond exchangeability for structured data. While many predictive inference methods achieve a target…
Private closeness testing asks to decide whether the underlying probability distributions of two sensitive datasets are identical or differ significantly in statistical distance, while guaranteeing (differential) privacy of the data. As in…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
Any strategy and prior probability together are a coherent conditional probability that can be extended, generally not in a unique way, to a full conditional probability. The corresponding class of extensions is studied and a closed form…
We develop an envelope model for joint mean and covariance regression in the large $p$, small $n$ setting. In contrast to existing envelope methods, which improve mean estimates by incorporating estimates of the covariance structure, we…
Sum-based global tests are highly popular in multiple hypothesis testing. In this paper we propose a general closed testing procedure for sum tests, which provides lower confidence bounds for the proportion of true discoveries (TDP),…
This article extends the hypotheses assessment method to the case with two competing simple hypotheses. In doing so we further clarify the benefits that hypotheses assessments can bring to classical statistical analyses. Given that…
In a split conformal framework with $K$ classes, a calibration sample of $n$ labeled examples is observed for inference on the label of a new unlabeled example. We explore the setting where a `batch' of $m$ independent such unlabeled…
We consider clinical trials in which an experimental treatment is compared with a control in pre-specified patient subpopulations. In such settings, adaptive enrichment designs allow the enrolled population to be modified at an interim…
Given a family of null hypotheses $H_{1},\ldots,H_{s}$, we are interested in the hypothesis $H_{s}^{\gamma}$ that at most $\gamma-1$ of these null hypotheses are false. Assuming that the corresponding $p$-values are independent, we are…
Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…
Dimension reduction provides a useful tool for analyzing high dimensional data. The recently developed \textit{Envelope} method is a parsimonious version of the classical multivariate regression model through identifying a minimal reducing…
Confidence estimation, a task that aims to evaluate the trustworthiness of the model's prediction output during deployment, has received lots of research attention recently, due to its importance for the safe deployment of deep models.…
Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions at arbitrary stopping times. Examining the literature, one…
This article describes an efficient procedure for computing approximate confidence levels for searches for new particles where the expected signal and background levels are small enough to require the use of Poisson statistics. The results…
Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…
This paper presents a conformal prediction method for classification in highly imbalanced and open-set settings, where there are many possible classes and not all may be represented in the data. Existing approaches require a finite, known…
Reliable semantic segmentation is essential for clinical decision making, yet deep models rarely provide explicit statistical guarantees on their errors. We introduce a simple post-hoc framework that constructs confidence masks with…