相关论文: Hoeffding-Type and Bernstein-Type Inequalities for…
Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…
This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…
The unequal representation of different groups in a sample population can lead to discrimination of minority groups when machine learning models make automated decisions. To address these issues, fairness-aware machine learning jointly…
Transformation models provide a common tool for regression analysis of censored failure time data. The most common approach towards parameter estimation in these models is based on the nonparametric profile likelihood method. Several…
Censoring from above is a common problem with wage information as the reported wages are typically top-coded for confidentiality reasons. In administrative databases the information is often collected only up to a pre-specified threshold,…
A key methodological challenge in observational studies with interference between units is twofold: (1) each unit's outcome may depend on many others' treatments, and (2) treatment assignments may exhibit complex dependencies across units.…
Although the interest in the the use of social and information networks has grown, most inferences on networks assume the data collected represents the complete. However, when ignoring missing data, even when missing completely at random,…
Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…
Family studies provide an important tool for understanding etiology of diseases, with the key aim of discovering evidence of family aggregation and to determine if such aggregation can be attributed to genetic components. Heritability and…
We consider a Kendall's tau measure between a binary group indicator and the continuous variable under investigation to develop a thorough two-sample comparison procedure. The measure serves as a useful alternative to the hazard ratio whose…
Left truncated and right censored data are encountered frequently in insurance loss data due to deductibles and policy limits. Risk estimation is an important task in insurance as it is a necessary step for determining premiums under…
We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order…
For self-normalized martingales with conditionally symmetric differences, de la Pe\~{n}a [A general class of exponential inequalities for martingales and ratios. Ann. Probab. 27, No.1, 537-564] established the Gaussian type exponential…
We consider the three dimensional array $\mathcal{A} = \{a_{i,j,k}\}_{1\le i,j,k \le n}$, with $a_{i,j,k} \in [0,1]$, and the two random statistics $T_{1}:= \sum_{i=1}^n \sum_{j=1}^n a_{i,j,\sigma(i)}$ and $T_{2}:= \sum_{i=1}^{n}…
In this paper, we study the local constant and the local linear estimators of the conditional density function with right-censored data which exhibit some type of dependence. It is assumed that the observations form a stationary…
A sample covariance matrix $\boldsymbol{S}$ of completely observed data is the key statistic in a large variety of multivariate statistical procedures, such as structured covariance/precision matrix estimation, principal component analysis,…
We propose a novel personalized concept for the optimal treatment selection for a situation where the response is a multivariate vector, that could contain right-censored variables such as survival time. The proposed method can be applied…
In this work, we study the weighted empirical risk minimization (weighted ERM) schema, in which an additional data-dependent weight function is incorporated when the empirical risk function is being minimized. We show that under a general…
This article explores the estimation of unknown parameters and reliability characteristics under the assumption that the lifetimes of the testing units follow an Inverted Exponentiated Pareto (IEP) distribution. Here, both point and…
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector $X \in \mathbb{R}^n$ with independent subgaussian components. The core technique of the paper is based on the entropy method combined with…