统计学
Bathymetry reconstruction is an important problem in various fields, including oceanography and environmental monitoring. This paper presents a Bayesian inference approach to reconstructing bathymetries from point measurements of the water…
Classical latent-score ranking models often fail to distinguish objects' intrinsic scores from contextual effects, which are typically nonlinear and can dominate the observed outcomes. To address this, we introduce a semiparametric ranking…
How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…
In many classification problems, misclassification costs are highly asymmetric, while training labels are often corrupted due to measurement error, annotator variability, or adversarial noise. The Neyman-Pearson multiclass classification…
Accurately predicting hospital readmission risks using electronic health records (EHRs) is critical for effective patient management and healthcare resource allocation. Patient populations in health systems are highly heterogeneous across…
We assess the advantage of combining univariate and multivariate portfolio risk forecasts with the aid of forecast reconciliation techniques. In our analyzes, we assume knowledge of portfolio weights, a standard for portfolio risk…
It has been frequently observed that Neyman orthogonality, the central device underlying double/debiased machine learning (Chernozhukov et al., 2018), and pathwise differentiability, a cornerstone concept from semiparametric theory, often…
Standard practice in electronic health record (EHR)-based studies evaluating the comparative effectiveness of bariatric surgery relative to no surgery is to estimate and report a constant treatment effect across calendar time. However,…
Accurate and efficient surrogate modeling is essential for modern computational science, and there are a staggering number of emulation methods to choose from. With new methods being developed all the time, comparing the relative strengths…
Bayesian hypothesis testing via Bayes factors offers a principled alternative to classical p-value methods in meta-analysis, particularly suited to its cumulative and sequential nature. Unlike commonly reported p-values for standard null…
Amortized simulator-based inference offers a powerful framework for tackling Bayesian inference in computational fields such as engineering or neuroscience, increasingly leveraging modern generative methods like diffusion models to map…
Measuring dataset similarity is fundamental in machine learning, particularly for transfer learning and domain adaptation. In the context of supervised learning, most existing approaches quantify similarity of two data sets based on their…
Set-based transformer models for amortized probabilistic inference and meta-learning, such as neural processes, prior-fitted networks, and tabular foundation models, excel at single-pass marginal prediction. However, many applications…
Sampling from unnormalized target distributions, e.g.\ Boltzmann distributions $\mu_{\text{target}}(x) \propto \exp(-E(x)/T)$, is fundamental to many scientific applications yet computationally challenging due to complex, high-dimensional…
The focus of the present paper is to forecast mortality rates for small sub-populations that are parts of a larger super-population. In this setting the assumption is that it is possible to produce reliable forecasts for the…
Modern biomedical studies frequently collect complex, high-dimensional physiological signals using wearables and sensors along with time-to-event outcomes, making efficient variable selection methods crucial for interpretation and improving…
Weight binarization has emerged as a promising strategy to reduce the complexity of large language models (LLMs). Existing approaches fall into post-training binarization, which is simple but causes severe performance loss, and…
In many applications, we wish to fit a parametric statistical model to a small ensemble of spatially distributed random variables ('fields'). However, parameter inference using maximum likelihood estimation (MLE) is computationally…
Evaluation of clinical prediction models across multiple clusters, whether centers or datasets, is becoming increasingly common. A comprehensive evaluation includes an assessment of the agreement between the estimated risks and the observed…
To make effective decisions, it is important to have a thorough understanding of the causal relationships among actions, environments, and outcomes. This review aims to surface three crucial aspects of decision-making through a causal lens:…