统计学
Occupancy ratios correct distribution shift in offline reinforcement learning and are central to off-policy evaluation. Existing primal-dual and minimax methods typically estimate these ratios by enforcing occupancy-balance moments over a…
We study estimation and inference for online quantile regression under a one-report user-level $\eps$-locally differentially private ($\eps$-LDP) protocol. The main difficulty is that the standard quantile-regression estimating-equation…
Evaluating the average causal effects of treatment strategies on recurrent event outcomes, such as heart attacks or renal failure, is important in clinical and medical research. However, the analysis becomes increasingly complex as multiple…
We propose Emputation, a deep generative framework for learning imputation models. Emputation targets the extrapolation distribution of missing variables given observed variables, and training is guided by specific missingness assumptions…
The $\beta$-model is popular for characterizing the commonly observed degree heterogeneity phenomenon in real-world networks. In this study, we develop a cycle counting approach to estimate $n$ node-specific parameters in the $\beta$-model…
We present msPCA: an open-source R package for sparse principal component analysis with multiple components. It implements an alternating maximization algorithm to generate a set of sparse loading vectors that collectively explain a large…
Scientists often seek to draw causal inferences from structured data that is not independently and identically distributed, such as spatial data, network data, or molecular data. We develop geometric causal models (GCMs), a framework for…
Linear regression is one of the core statistical tools used for analysis of data. In the era of statistical learning, linear regression has been expanded into two directions. The first is regularisation, where penalties are added to the…
This paper investigates the problem of statistical inference for a mixture distribution consisting of a discrete and a continuous component, with a particular focus on the class of rational-infinitely divisible distributions. We consider…
While Bayesian methods are increasingly used in clinical research, confusion persists as to whether Bayesian designs are affected by repeated interim analyses, and how such effects should be evaluated. We aimed to clarify this question by…
Evaluating the causal effect of a treatment on an outcome is a central objective in causal inference. While the average causal effect summarizes the mean impact of treatment, the central moments of the individual causal effect (ICE)…
We present a Bayesian P-spline method for estimating the frequency-dependent cross-spectral density matrix of stationary multivariate time series. The inverse spectral matrix is parametrised through its frequency-varying Cholesky…
Tabular Foundation Models (TFMs) have demonstrated strong empirical performance as black-box inference engines through in-context learning. However, their use in transfer learning is limited by two obstacles: strict context-size constraints…
In hybrid uncertainty quantification, evaluating how aleatory sensitivities vary under epistemic uncertainty, referred to as conditional Sobol' indices, is typically hindered by the computationally expensive double-loop procedure. Classical…
Sequential Monte Carlo (SMC) methods are a natural tool for post-hoc conditioning of pretrained generative models, but in many applications the mutation kernels used by the particle system are biased approximations of an ideal Feynman--Kac…
Score-based Generative Models (SGMs) have achieved impressive performance in data generation across a wide range of applications. While the statistical properties of their sampling procedures are increasingly well understood, the…
Reconstructing population dynamics is a central problem in the physical and data sciences. Often, the dynamics are modeled as a Wasserstein gradient flow (WGF): a curve of distributions driven by an energy functional. Though there are…
We explore and utilize the algorithmic relationship between the closed testing principle for multiple tests with family-wise error rate (FWER) control and the partitioning principle for the construction of simultaneous confidence intervals.…
Multimorbidity poses a growing challenge for individual health, reducing quality of life and increasing treatment burden, resulting in a multiplicative impact on healthcare system management and fragmented care trajectories. Comorbidity…
Uncertain data often arises in complex environments because of frequency instability and subjective judgment. This paper establishes two types of uncertain single-index models to capture the inherent properties of such data. Based on the…