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09/08/2023
Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy
Let f:[0,1]^d→ℝ be a completely monotone integrand as defined by Aistlei...
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08/30/2023
Scalable Estimation of Probit Models with Crossed Random Effects
Crossed random effects structures arise in many scientific contexts. The...
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08/15/2023
Gain coefficients for scrambled Halton points
Randomized quasi-Monte Carlo, via certain scramblings of digital nets, p...
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07/23/2023
Scalable solution to crossed random effects model with random slopes
The crossed random-effects model is widely used in applied statistics, f...
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02/19/2023
Mean dimension of radial basis functions
We show that generalized multiquadric radial basis functions (RBFs) on ℝ...
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11/15/2022
Model free Shapley values for high dimensional data
A model-agnostic variable importance method can be used with arbitrary p...
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08/09/2022
Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
We study approximate integration of a function f over [0,1]^s based on t...
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05/31/2022
Variable importance without impossible data
The most popular methods for measuring importance of the variables in a ...
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05/25/2022
Deletion and Insertion Tests in Regression Models
A basic task in explainable AI (XAI) is to identify the most important f...
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02/25/2022
A general characterization of optimal tie-breaker designs
In a regression discontinuity design, subjects with a running variable x...
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02/21/2022
Optimality in Multivariate Tie-breaker Designs
Tie-breaker designs (TBDs), in which subjects with extreme values are as...
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02/06/2022
Pre-integration via Active Subspaces
Pre-integration is an extension of conditional Monte Carlo to quasi-Mont...
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12/27/2021
Combining randomized field experiments with observational satellite data to assess the benefits of crop rotations on yields
With climate change threatening agricultural productivity and global foo...
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11/24/2021
Super-polynomial accuracy of one dimensional randomized nets using the median-of-means
Let f be analytic on [0,1] with |f^(k)(1/2)|≤ Aα^kk! for some constant A...
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10/13/2021
Where are the logs?
The commonly quoted error rates for QMC integration with an infinite low...
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07/27/2021
Probing neural networks with t-SNE, class-specific projections and a guided tour
We use graphical methods to probe neural nets that classify images. Plot...
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06/19/2021
The nonzero gain coefficients of Sobol's sequences are always powers of two
When a plain Monte Carlo estimate on n samples has variance σ^2/n, then ...
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05/28/2021
Scalable logistic regression with crossed random effects
The cost of both generalized least squares (GLS) and Gibbs sampling in a...
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05/17/2021
What makes you unique?
This paper proposes a uniqueness Shapley measure to compare the extent t...
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05/15/2021
Cohort Shapley value for algorithmic fairness
Cohort Shapley value is a model-free method of variable importance groun...
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04/18/2021
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model
The Benjamini-Hochberg (BH) procedure remains widely popular despite hav...
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04/07/2021
Quasi-Newton Quasi-Monte Carlo for variational Bayes
Many machine learning problems optimize an objective that must be measur...
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02/20/2021
Designing Experiments Informed by Observational Studies
The increasing availability of passively observed data has yielded a gro...
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01/23/2021
Local linear tie-breaker designs
Tie-breaker experimental designs are hybrids of Randomized Control Trial...
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08/18/2020
On dropping the first Sobol' point
Quasi-Monte Carlo (QMC) points are a substitute for plain Monte Carlo (M...
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07/21/2020
Backfitting for large scale crossed random effects regressions
Regression models with crossed random effect error models can be very ex...
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07/02/2020
Efficient estimation of the ANOVA mean dimension, with an application to neural net classification
The mean dimension of a black box function of d variables is a convenien...
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02/18/2020
A strong law of large numbers for scrambled net integration
This article provides a strong law of large numbers for integration on d...
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11/01/2019
Explaining black box decisions by Shapley cohort refinement
We introduce a variable importance measure to explain the importance of ...
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07/01/2019
Mean Dimension of Ridge Functions
We consider the mean dimension of some ridge functions of spherical Gaus...
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01/18/2019
Unreasonable effectiveness of Monte Carlo
This is a comment on the article "Probabilistic Integration: A Role in S...
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01/10/2019
The square root rule for adaptive importance sampling
In adaptive importance sampling, and other contexts, we have unbiased an...
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08/22/2018
Optimizing the tie-breaker regression discontinuity design
Motivated by customer loyalty plans, we study tie-breaker designs which ...
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07/16/2018
Density estimation by Randomized Quasi-Monte Carlo
We consider the problem of estimating the density of a random variable X...
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04/20/2018
Propensity Score Methods for Merging Observational and Experimental Datasets
We consider merging information from a randomized controlled trial (RCT)...
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11/11/2017
Deterministic parallel analysis
Factor analysis is widely used in many application areas. The first step...
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10/19/2017
Importance sampling the union of rare events with an application to power systems analysis
This paper presents a method for estimating the probability μ of a union...
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06/09/2017
A randomized Halton algorithm in R
Randomized quasi-Monte Carlo (RQMC) sampling can bring orders of magnitu...
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10/27/2015
Statistically efficient thinning of a Markov chain sampler
It is common to subsample Markov chain output to reduce the storage burd...
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06/08/2011