相关论文: Likelihood confidence intervals for misspecified C…

In this note we present studies of coverage and power for confidence intervals for a Poisson process with known background calculated using the Likelihood ratio (aka Feldman & Cousins) ordering with Bayesian treatment of uncertainties in…

It is generally believed that bias is minimized in well-controlled randomized clinical trials. However, bias can arise in active controlled noninferiority trials because the inference relies on a previously estimated effect size obtained…

We study inference with a small labeled sample, a large unlabeled sample, and high-quality predictions from an external model. We link prediction-powered inference with empirical likelihood by stacking supervised estimating equations based…

Ordinary least square (OLS), maximum likelihood (ML) and robust methods are the widely used methods to estimate the parameters of a linear regression model. It is well known that these methods perform well under some distributional…

When cross-validating standard or extended Cox models, the commonly used criterion is the cross-validated partial loglikelihood using a naive or a van Houwelingen scheme -to make efficient use of the death times of the left out data in…

We propose the so-called jackknife empirical likelihood approach for the survey data of general unequal probability sampling designs, and analyze parameters defined according to U-statistics. We prove theoretically that jackknife…

Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain characteristics compared to the target population, for which one…

The case-cohort design obtains complete covariate data only on cases and on a random sample (the subcohort) of the entire cohort. Subsequent publications described the use of stratification and weight calibration to increase efficiency of…

Large language models (LLMs) are increasingly used in high-stakes settings, where overconfident responses can mislead users. Reliable confidence estimation has been shown to enhance trust and task accuracy. Yet existing methods face…

Uncertainty quantification, by means of confidence interval (CI) construction, has been a fundamental problem in statistics and also important in risk-aware decision-making. In this paper, we revisit the basic problem of CI construction,…

Nonparametric generalized likelihood ratio test is popularly used for model checking for regressions. However, there are two issues that may be the barriers for its powerfulness. First, the bias term in its liming null distribution causes…

I propose a new type of confidence interval for correct asymptotic inference after using data to select a model of interest without assuming any model is correctly specified. This hybrid confidence interval is constructed by combining…

In a well-calibrated risk prediction model, the average predicted probability is close to the true event rate for any given subgroup. Such models are reliable across heterogeneous populations and satisfy strong notions of algorithmic…

Cross validation is commonly used for selecting tuning parameters in penalized regression, but its use in penalized Cox regression models has received relatively little attention in the literature. Due to its partial likelihood…

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

The Mann-Whitney-Wilcoxon rank sum test (MWWRST) is a widely used method for comparing two treatment groups in randomized control trials, particularly when dealing with highly skewed data. However, when applied to observational study data,…

Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big-$M$-based mixed-integer programming (MIP) reformulations with conic constraints.…

We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…

Missing data is unavoidable in longitudinal clinical trials, and outcomes are not always normally distributed. In the presence of outliers or heavy-tailed distributions, the conventional multiple imputation with the mixed model with…