相关论文: Computationally efficient univariate filtering for…

Efficient benchmarking techniques aim to lower the computational cost of evaluating LLMs by predicting full benchmark scores using only a subset of a benchmark's questions. By reframing this problem as an instance of multiple regression…

Administrative data, or non-probability sample data, are increasingly being used to obtain official statistics due to their many benefits over survey methods. In particular, they are less costly, provide a larger sample size, and are not…

We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…

Modeling data with multivariate count responses is a challenging problem due to the discrete nature of the responses. Existing methods for univariate count responses cannot be easily extended to the multivariate case since the dependency…

When comparing multiple groups in clinical trials, we are not only interested in whether there is a difference between any groups but rather the location. Such research questions lead to testing multiple individual hypotheses. To control…

With rapid advances in information technology, massive datasets are collected in all fields of science, such as biology, chemistry, and social science. Useful or meaningful information is extracted from these data often through statistical…

Assigning significance in high-dimensional regression is challenging. Most computationally efficient selection algorithms cannot guard against inclusion of noise variables. Asymptotically valid p-values are not available. An exception is a…

We determine the number of statistically significant factors in a forecast model using a random matrices test. The applied forecast model is of the type of Reduced Rank Regression (RRR), in particular, we chose a flavor which can be seen as…

This paper discusses estimation and limited information goodness-of-fit test statistics in factor models for binary data using pairwise likelihood estimation and sampling weights. The paper extends the applicability of pairwise likelihood…

In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…

The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…

Recursive Monte Carlo filters, also called particle filters, are a powerful tool to perform computations in general state space models. We discuss and compare the accept--reject version with the more common sampling importance resampling…

As datasets grow it becomes infeasible to process them completely with a desired model. For giant datasets, we frame the order in which computation is performed as a decision problem. The order is designed so that partial computations are…

For latent class models where the class weights depend on individual covariates, we derive a simple expression for computing the score vector and a convenient hybrid between the observed and the expected information matrices which is always…

This work considers variational Bayesian inference as an inexpensive and scalable alternative to a fully Bayesian approach in the context of sparsity-promoting priors. In particular, the priors considered arise from scale mixtures of Normal…

In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can…

Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…

The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…

The case-cohort design is a commonly used cost-effective sampling strategy for large cohort studies, where some covariates are expensive to measure or obtain. In this paper, we consider regression analysis under a case-cohort study with…

Background: Identification of causal SNPs in most genome wide association studies relies on approaches that consider each SNP individually. However, there is a strong correlation structure among SNPs that need to be taken into account.…