3 papers
math.ST2025
A Heisenberg-esque Uncertainty Principle for Simultaneous (Machine) Learning and Error Assessment?
Xiao-Li Meng
A highly cited and inspiring article by Bates et al (2024) demonstrates that the prediction errors estimated through cross-validation, Bootstrap or Mallow's can all be indepe…
stat.ME2025
A Heavily Right Strategy for Statistical Inference with Dependent Studies in Any Dimension
Tianle Liu, Xiao-Li Meng, Natesh S. Pillai
We leverage recent advances in heavy-tail approximations for global hypothesis testing with dependent studies to construct approximate confidence regions without modeling or estima…
stat.ME2024
Channelling Multimodality Through a Unimodalizing Transport: Warp-U Sampler and Stochastic Bridge Sampling Estimator
Fei Ding, Shiyuan He, David E. Jones +1
Monte Carlo integration is a powerful tool for scientific and statistical computation, but faces significant challenges when the integrand is a multi-modal distribution, even when…