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Testing panel data | Statistics | Statistical Inference | 2,025 | from Asher | N.A. | Analysis of panel data via linear regression is widespread across disciplines. To perform statistical inference, such analyses typically assume that clusters of observations are jointly independent. For example, one might assume that observations in New York are independent of observations in New Jersey. Are such assum... | <|start|>system<|message|>You are ChatGPT, a large language model trained by OpenAI.
Knowledge cutoff: 2024-06
Current date: 2025-08-14
Reasoning: medium
# Valid channels: analysis, commentary, final. Channel must be included for every message.<|end|><|start|>developer<|message|># Instructions
You are a knowledgeabl... | <|message|>Okay, it's 1978. I've been wrestling with this problem for a while now. The field of public finance has its own language, and I can see parallels with some work in developmental economics. There are these complex policy interventions, and to measure their impact, what we do is pretty much what Stata uses tod... |
Conditional conformal | Statistics | Statistical Inference | 2,025 | from Asher | N.A. | Consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact conditional coverage universally in finite samples. Thus, most popular methods only guarantee marginal coverage over the covariates or are restric... | <|start|>system<|message|>You are ChatGPT, a large language model trained by OpenAI.
Knowledge cutoff: 2024-06
Current date: 2025-08-14
Reasoning: medium
# Valid channels: analysis, commentary, final. Channel must be included for every message.<|end|><|start|>developer<|message|># Instructions
You are a knowledgeabl... | <|message|>(Reflecting on a frustrating result)
The work from the last few years on Conformal Prediction has been a tremendous breakthrough. The method by Vovk, Gammerman, and Shafer, and the more current "split" or "add-on" algorithm we all know, allow us to build prediction intervals for regression that are guarante... |
Powerful knockoffs | Statistics | Statistical Inference | 2,025 | from Asher | N.A. | Model-X knockoffs (Candes et al., 2018) allows analysts to perform feature selection using almost any machine learning algorithm while still provably controlling the expected proportion of false discoveries. To apply model-X knockoffs, one must construct synthetic variables, called knockoffs, which effectively act as c... | <|start|>system<|message|>You are ChatGPT, a large language model trained by OpenAI.
Knowledge cutoff: 2024-06
Current date: 2025-08-14
Reasoning: medium
# Valid channels: analysis, commentary, final. Channel must be included for every message.<|end|><|start|>developer<|message|># Instructions
You are a knowledgeabl... | <|message|>Let me think this through for Model-X knockoffs. The entire methodology is elegant, but a persistent limitation nags at me: it can be low-power when the features, `X`, are dependent—like in genetics with correlated SNPs.
**Revisiting the Problem (Abstract Thinking & Motivation for the idea)**
Let's re-exam... |
Resolution-adaptive signal detection | Statistics | Statistical Inference | 2,025 | from Asher | N.A. | Scientists often must simultaneously localize and discover signals. For instance, in genetic fine-mapping, high correlations between nearby genetic variants make it hard to identify the exact locations of causal variants. So the statistical task is to output as many disjoint regions containing a signal as possible, eac... | <|start|>system<|message|>You are ChatGPT, a large language model trained by OpenAI.
Knowledge cutoff: 2024-06
Current date: 2025-08-14
Reasoning: medium
# Valid channels: analysis, commentary, final. Channel must be included for every message.<|end|><|start|>developer<|message|># Instructions
You are a knowledgeabl... | <|message|>It's been a frustrating puzzle for a few years now. The problem is ubiquitous. In my own field of genetic fine-mapping, we use high-throughput genotyping and sequencing to locate variants causing disease, but the linkage disequilibrium (correlation) between neighboring SNPs is immense. A signal detected at a... |
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