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1584 papers in stat.ME · page 4
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Score-driven models match Bayesian updates in exponential families
Tweedie's Formula and Score-Driven Updating
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Bootstrap respects conditioning principle exactly in claims reserving
A Model-Agnostic Bootstrap for Macro-Level Claims Reserving Under the Conditioning Principle
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RJMCMC enables non-conjugate ddCRP inference
Bayesian Inference for Non-Conjugate Distance Dependent Chinese Restaurant Process Models
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Poisson-gamma process produces negative binomial chain-ladder counts
The Negative Binomial Chain-Ladder: A Full Likelihood Model for Claim Count Reserving
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Stabilized weights with raking cut variance in two-phase regression
Generalized raking and stabilized weights for regression modeling in two-phase samples
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Calibration corrects bias in weighted survival estimates
Re-examining and calibrating weighted survival analysis for causal inference
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Heterogeneity identifies DAG orderings up to two permutations
Leveraging heterogeneity for identifiability: Bayesian order-based learning of multiple DAGs
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The paper introduces CORE-Cox
Structured Transfer Learning for Survival Risk Stratification in Data-Sparse Clinical Cohorts
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Tail postcoloring reaches parametric rates in long-run variance estimation
Tail postcoloring in long-run variance estimation of time series
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TMLE borrows from full trial to sharpen subgroup estimates
Improving the Efficiency of Subgroup Analysis in Randomized Controlled Trials with TMLE
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Tree aggregation turns leaf errors into correlated node contamination
Tree-aggregated regression for compositional data with measurement errors
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Misclassification correction shifts spousal violence quantile results
Modeling Misclassification in Spousal Violence Reporting: Evidence from Bayesian Quantile Regression
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Some social norms reinforce each other while others offset
Estimating Social Norm Complementarities
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CATE sublevel probabilities form a monotone heterogeneity curve
Nonparametric inference for sublevel-set probabilities of conditional average treatment effect functions
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Functional Cox model for interval-censored data with curves
Functional Cox model for interval-censored data
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Workflow finds only estimable effects before ranking CNMA treatments
Creating treatment and component hierarchies in component network meta-analysis
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Covariate specs in IV regressions yield different LATE averages
A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
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Logging policies optimize off-policy estimates by balancing rewards and coverage
Logging Policy Design for Off-Policy Evaluation
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Optimal logging policies minimize OPE error via reward-coverage balance
Logging Policy Design for Off-Policy Evaluation
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Anomaly detection uncovers refinery LP errors and opportunities
From Data to Action: Accelerating Refinery Optimization with AI
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Piecewise linear smoother extracts marginals from isotonic steps
Piece-wise linear isotonic regression
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U-statistics obtain anytime-valid sequences at optimal rates
Asymptotic Anytime-Valid Inference for U-statistics
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Alpha parameter extends Kunchenko polynomials to fractional powers
Parametrically Adaptive Transition Polynomial: a Signed-Parity Continuous-alpha Extension of Kunchenko Stochastic Polynomials
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Monetary policy affects finance and telecom stocks but not manufacturing in ex-Yugoslavia
The Asset Price Channel of Monetary Policy: Evidence from Regional Stock-Market Developments in the Successor States of Former Yugoslavia
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Bayesian model cuts brain deviation mapping error by 54%
A Bayesian Longitudinal Spatial Normative Model for Individualized Brain Deviation Mapping
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Bayesian model cuts brain deviation map error by 45-54%
A Bayesian Longitudinal Spatial Normative Model for Individualized Brain Deviation Mapping
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Long-run variance thresholding recovers sparse covariances in time series
Adaptive Long-Run Variance Thresholding for Sparse Covariance Estimation in High-Dimensional Time Series
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Kernel aggregation detects network changes without knowing the pattern
KAP-CPD: Kernel Aggregation for Change-Point Detection in Dynamic Networks
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Shared-bound assumption enables sparse precision estimates for interval data
Estimating Precision Matrices for High-Dimensional Interval-Valued Data
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Row sums on Gram overlaps recover inliers at sqrt(n) scale
Inlier Recovery for Robust Registration via Gram-Matrix Overlap
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SPADE gains subleading edge over direct imaging for aligned sources
Singular Asymptotics of SPADE in Quantum Source Discrimination
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Nonconcurrent data reduces variance in platform trial estimates
Robust and Data-Adaptive Integration of Nonconcurrent Data in Platform Trials via Gaussian Processes
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MCMC method gives reliable uncertainty for fMRI brain connectivity
An MCMC-Based Method for Dynamic Causal Modeling of Effective Connectivity in Functional MRI
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Penalized deep networks equal MAP estimates under hierarchical priors
Wahkon: A Statistically Principled Deep RKHS Superposition Network
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The paper proves that predictive processes built from the classic kernel density…
Predictive Inference via Kernel Density Estimates
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Infer mobility group sizes from summed sensor counts
Macroscopic Activity-Based Modeling of Urban Active Mobility
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Adaptive cross-validation yields reliable spatial map accuracy
Moving beyond spatial and random cross-validation in environmental modelling: a call for prediction-domain adaptive evaluation
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Power asymmetry identifies causal direction from data pairs
Causal Discovery via Statistical Power (CDSP)
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Trajectories identify stochastic parameters uniquely
Structural identifiability of partially-observed stochastic processes: from single-particle trajectories to total particle density data
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LLMs show input-specific calibration failures missed by global checks
Discovery of Hidden Miscalibration Regimes
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Median distances yield covariance-free depth function
Median Radial Function: A Robust, Covariance-Free Framework and Applications
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Conditions recover ATE from selection-biased samples
Towards a holistic understanding of Selection Bias for Causal Effect Identification
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Covariate-dependent weights make model averaging asymptotically optimal
Combining pre-trained models via localized model averaging
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Stabilised weights speed up recursive likelihood inference
Stabilised weighted data subsampling for accelerated inference in models with recursive likelihoods
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Simulations create handbook for picking causal methods on binary data
Toward a practical handbook for choosing among causal inference methods in non-randomized studies with binary outcomes: A simulation study for applied researchers
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Folding test mislabels some multimodal mixtures as unimodal
A Note on the Folding Test of Unimodality: limitation and improved alternative
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Model averaging damps double-descent risk peak
Double Descent and Ensemble Emergence in Model Averaging Prediction
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Entropy rises with missing context in LLMs
LLMs as Implicit Imputers: Uncertainty Should Scale with Missing Information
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Local K-function tests find mark-location links in point patterns
Testing the Structural Properties of Marked Point Processes Using Local Inhomogeneous Mark-Weighted K-Functions