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Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

统计理论 · 数学 2018-01-31 Zhiqiang Tan

We investigate the issue of post-selection inference for a fixed and a mixed parameter in a linear mixed model using a conditional Akaike information criterion as a model selection procedure. Within the framework of linear mixed models we…

统计方法学 · 统计学 2021-09-24 Gerda Claeskens , Katarzyna Reluga , Stefan Sperlich

We congratulate the authors on their exciting paper, which introduces a novel idea for assessing the estimation bias in causal estimates. Doubly robust estimators are now part of the standard set of tools in causal inference, but a typical…

统计方法学 · 统计学 2020-06-18 Edward H. Kennedy , Sivaraman Balakrishnan , Larry A. Wasserman

Bayesian coresets speed up posterior inference in the large-scale data regime by approximating the full-data log-likelihood function with a surrogate log-likelihood based on a small, weighted subset of the data. But while Bayesian coresets…

机器学习 · 统计学 2024-10-18 Trevor Campbell

This paper proposes an easy-to-compute upper bound for the overlap index between two probability distributions without requiring any knowledge of the distribution models. The computation of our bound is time-efficient and memory-efficient…

机器学习 · 计算机科学 2024-12-02 Hao Fu , Prashanth Krishnamurthy , Siddharth Garg , Farshad Khorrami

We propose a method to remedy finite sample coverage problems and improve upon the efficiency of commonly employed procedures for the construction of nonparametric confidence intervals in regression kink designs. The proposed interval is…

计量经济学 · 经济学 2021-11-23 Majed Dodin

Opinion dynamics models such as the bounded confidence models (BCMs) describe how a population can reach consensus, fragmentation, or polarization, depending on a few parameters. Connecting such models to real-world data could help…

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

统计方法学 · 统计学 2016-10-23 P. Vellaisamy

The goal of any estimation study is an interval estimation of a the parameter(s) of interest. These estimations are mostly expressed using empirical confidence intervals that are based on sample point estimates of the corresponding…

统计方法学 · 统计学 2018-07-03 Ilya Novikov

We consider the problem of constructing confidence intervals for the median of a response $Y \in \mathbb{R}$ conditional on features $X \in \mathbb{R}^d$ in a situation where we are not willing to make any assumption whatsoever on the…

统计理论 · 数学 2021-09-07 Dhruv Medarametla , Emmanuel J. Candès

Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…

In many conventional scientific investigations with high or ultra-high dimensional feature spaces, the relevant features, though sparse, are large in number compared with classical statistical problems, and the magnitude of their effects…

统计理论 · 数学 2011-07-14 Shan Luo , Zehua Chen

We consider the problem of inference for parameters selected to report only after some algorithm, the canonical example being inference for model parameters after a model selection procedure. The conditional correction for selection…

统计方法学 · 统计学 2019-01-30 Jelena Markovic , Jonathan Taylor , Jeremy Taylor

For any class of one-sided $1-\alpha$ confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the difference of two proportions of two…

统计理论 · 数学 2012-11-19 Weizhen Wang

This article introduces methods for constructing prediction bounds or intervals for the number of future failures from heterogeneous reliability field data. We focus on within-sample prediction where early data from a failure-time process…

统计方法学 · 统计学 2021-04-13 Colin Lewis-Beck , Qinglong Tian , William Q. Meeker

Calibrated probability outputs of trained classifiers are increasingly used as inputs to downstream regression estimands such as effects, prevalences, or disparities for a latent group observed only on a small labelled subset. A standard…

统计方法学 · 统计学 2026-05-14 Marcell T. Kurbucz

Regression adjustment, sometimes known as Controlled-experiment Using Pre-Experiment Data (CUPED), is an important technique in internet experimentation. It decreases the variance of effect size estimates, often cutting confidence interval…

统计方法学 · 统计学 2023-11-30 Daniel Ting , Kenneth Hung

We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…

统计理论 · 数学 2022-11-24 Kang Wang , Subhashis Ghosal

Often the goal of model selection is to choose a model for future prediction, and it is natural to measure the accuracy of a future prediction by squared error loss. Under the Bayesian approach, it is commonly perceived that the optimal…

统计理论 · 数学 2007-06-13 Maria Maddalena Barbieri , James O. Berger

We introduce a new probabilistic model of the primes consisting of integers that survive the sieving process when a random residue class is selected for every prime modulus below a specific bound. From a rigorous analysis of this model, we…

数论 · 数学 2025-08-13 William Banks , Kevin Ford , Terence Tao