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We address the weighting problem in voluntary samples under a nonignorable sample selection model. Under the assumption that the sample selection model is correctly specified, we can compute a consistent estimator of the model parameter and construct the propensity score estimator of the population mean. We use the empirical likelihood method to construct the final weights for voluntary samples by incorporating the bias calibration constraints and the benchmarking constraints. Linearization variance estimation of the proposed method is developed. A limited simulation study is also performed to check the performance of the proposed methods.

This paper investigates Distributed Hypothesis testing (DHT), in which a source $\mathbf{X}$ is encoded given that side information $\mathbf{Y}$ is available at the decoder only. Based on the received coded data, the receiver aims to decide on the two hypotheses $H_0$ or $H_1$ related to the joint distribution of $\mathbf{X}$ and $\mathbf{Y}$. While most existing contributions in the literature on DHT consider i.i.d. assumptions, this paper assumes more generic, non-i.i.d., non-stationary, and non-ergodic sources models. It relies on information-spectrum tools to provide general formulas on the achievable Type-II error exponent under a constraint on the Type-I error. The achievability proof is based on a quantize-and-binning scheme. It is shown that with the quantize-and-binning approach, the error exponent boils down to a trade-off between a binning error and a decision error, as already observed for the i.i.d. sources. The last part of the paper provides error exponents for particular source models, \emph{e.g.}, Gaussian, stationary, and ergodic models.

In many fields of biomedical sciences, it is common that random variables are measured repeatedly across different subjects. In such a repeated measurement setting, dependence structures among random variables that are between subjects and within a subject may differ and should be estimated differently. Ignoring this fact may lead to questionable or even erroneous scientific conclusions. In this paper, we study the problem of sparse and positive-definite estimation of between-subject and within-subject covariance matrices for high-dimensional repeated measurements. Our estimators are defined as solutions to convex optimization problems that can be solved efficiently. We establish estimation error rates for our proposed estimators of the two target matrices, and demonstrate their favorable performance through theoretical analysis and comprehensive simulation studies. We further apply our methods to recover two covariance graphs of clinical variables from hemodialysis patients.

Large language models (LLMs) power a new generation of interactive AI applications exemplified by ChatGPT. The interactive nature of these applications demand low job completion time (JCT) for model inference. Existing LLM serving systems use run-to-completion processing for inference jobs, which suffers from head-of-line blocking and long JCT. We present FastServe, a distributed inference serving system for LLMs. FastServe exploits the autoregressive pattern of LLM inference to enable preemption at the granularity of each output token. FastServe uses preemptive scheduling to minimize JCT with a novel skip-join Multi-Level Feedback Queue scheduler. Based on the new semi information-agnostic setting of LLM inference, the scheduler leverages the input length information to assign an appropriate initial queue for each arrival job to join. The higher priority queues than the joined queue are skipped to reduce demotions. We design an efficient GPU memory management mechanism that proactively offloads and uploads intermediate states between GPU memory and host memory for LLM inference. We build a system prototype of FastServe based on NVIDIA FasterTransformer. Experimental results show that compared to the state-of-the-art solution Orca, FastServe improves the average and tail JCT by up to 5.1$\times$ and 6.4$\times$, respectively.

We develop a method for hybrid analyses that uses external controls to augment internal control arms in randomized controlled trials (RCT) where the degree of borrowing is determined based on similarity between RCT and external control patients to account for systematic differences (e.g. unmeasured confounders). The method represents a novel extension of the power prior where discounting weights are computed separately for each external control based on compatibility with the randomized control data. The discounting weights are determined using the predictive distribution for the external controls derived via the posterior distribution for time-to-event parameters estimated from the RCT. This method is applied using a proportional hazards regression model with piecewise constant baseline hazard. A simulation study and a real-data example are presented based on a completed trial in non-small cell lung cancer. It is shown that the case weighted adaptive power prior provides robust inference under various forms of incompatibility between the external controls and RCT population.

High complexity models are notorious in machine learning for overfitting, a phenomenon in which models well represent data but fail to generalize an underlying data generating process. A typical procedure for circumventing overfitting computes empirical risk on a holdout set and halts once (or flags that/when) it begins to increase. Such practice often helps in outputting a well-generalizing model, but justification for why it works is primarily heuristic. We discuss the overfitting problem and explain why standard asymptotic and concentration results do not hold for evaluation with training data. We then proceed to introduce and argue for a hypothesis test by means of which both model performance may be evaluated using training data, and overfitting quantitatively defined and detected. We rely on said concentration bounds which guarantee that empirical means should, with high probability, approximate their true mean to conclude that they should approximate each other. We stipulate conditions under which this test is valid, describe how the test may be used for identifying overfitting, articulate a further nuance according to which distributional shift may be flagged, and highlight an alternative notion of learning which usefully captures generalization in the absence of uniform PAC guarantees.

In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that they can be continuous, discrete, or mixtures of continuous and discrete. When at least one margin is not continuous, the range of values determining the copula is not the entire unit square and this situation could lead to identifiability issues that are discussed here. Next, we propose estimation methods when the margins are unknown and arbitrary, using pseudo log-likelihood adapted to the case of discontinuities. In view of applications to large data sets, we also propose a pairwise composite pseudo log-likelihood. These methodologies can also be easily modified to cover the case of parametric margins. One of the main theoretical result is an extension to arbitrary distributions of known convergence results of rank-based statistics when the margins are continuous. As a by-product, under smoothness assumptions, we obtain that the asymptotic distribution of the estimation errors of our estimators are Gaussian. Finally, numerical experiments are presented to assess the finite sample performance of the estimators, and the usefulness of the proposed methodologies is illustrated with a copula-based regression model for hydrological data. The proposed estimation is implemented in the R package CopulaInference, together with a function for checking identifiability.

Discovering causal relations from observational data is important. The existence of unobserved variables (e.g. latent confounding or mediation) can mislead the causal identification. To overcome this problem, proximal causal discovery methods attempted to adjust for the bias via the proxy of the unobserved variable. Particularly, hypothesis test-based methods proposed to identify the causal edge by testing the induced violation of linearity. However, these methods only apply to discrete data with strict level constraints, which limits their practice in the real world. In this paper, we fix this problem by extending the proximal hypothesis test to cases where the system consists of continuous variables. Our strategy is to present regularity conditions on the conditional distributions of the observed variables given the hidden factor, such that if we discretize its observed proxy with sufficiently fine, finite bins, the involved discretization error can be effectively controlled. Based on this, we can convert the problem of testing continuous causal relations to that of testing discrete causal relations in each bin, which can be effectively solved with existing methods. These non-parametric regularities we present are mild and can be satisfied by a wide range of structural causal models. Using both simulated and real-world data, we show the effectiveness of our method in recovering causal relations when unobserved variables exist.

Large vision and language models, such as Contrastive Language-Image Pre-training (CLIP), are rapidly becoming the industry norm for matching images and texts. In order to improve its zero-shot recognition performance, current research either adds additional web-crawled image-text pairs or designs new training losses. However, the additional costs associated with training from scratch and data collection substantially hinder their deployment. In this paper, we present HELIP, a low-cost strategy for boosting the performance of well-trained CLIP models by finetuning them with hard samples over original training data. Mixing hard examples into each batch, the well-trained CLIP model is then fine-tuned using the conventional contrastive alignment objective and a margin loss to distinguish between normal and hard negative data. HELIP is deployed in a plug-and-play fashion to existing models. On a comprehensive zero-shot and retrieval benchmark, without training the model from scratch or utilizing additional data, HELIP consistently boosts existing models to achieve leading performance. In particular, HELIP boosts ImageNet zero-shot accuracy of SLIP by 3.05 and 4.47 when pretrained on CC3M and CC12M respectively. In addition, a systematic evaluation of zero-shot and linear probing experiments across fine-grained classification datasets demonstrates a consistent performance improvement and validates the efficacy of HELIP . When pretraining on CC3M, HELIP boosts zero-shot performance of CLIP and SLIP by 8.4\% and 18.6\% on average respectively, and linear probe performance by 9.5\% and 3.0\% on average respectively.

In longitudinal studies, it is not uncommon to make multiple attempts to collect a measurement after baseline. Recording whether these attempts are successful provides useful information for the purposes of assessing missing data assumptions. This is because measurements from subjects who provide the data after numerous failed attempts may differ from those who provide the measurement after fewer attempts. Previous models for these designs were parametric and/or did not allow sensitivity analysis. For the former, there are always concerns about model misspecification and for the latter, sensitivity analysis is essential when conducting inference in the presence of missing data. Here, we propose a new approach which minimizes issues with model misspecification by using Bayesian nonparametrics for the observed data distribution. We also introduce a novel approach for identification and sensitivity analysis. We re-analyze the repeated attempts data from a clinical trial involving patients with severe mental illness and conduct simulations to better understand the properties of our approach.