An automated approach to causal inference in discrete settings

G Duarte, N Finkelstein, D Knox… - Journal of the …, 2024 - Taylor & Francis
Applied research conditions often make it impossible to point-identify causal estimands
without untenable assumptions. Partial identification—bounds on the range of possible …

Confidence Intervals for Parameters of Unobserved Events

A Painsky - Journal of the American Statistical Association, 2024 - Taylor & Francis
Consider a finite sample from an unknown distribution over a countable alphabet.
Unobserved events are alphabet symbols which do not appear in the sample. Estimating the …

Large alphabet inference

A Painsky - Information and Inference: A Journal of the IMA, 2023 - academic.oup.com
Consider a finite sample from an unknown multinomial distribution. Inferring the underlying
multinomial parameters is a basic problem in statistics and related fields. Currently known …

Chernoff-type concentration of empirical probabilities in relative entropy

FR Guo, TS Richardson - IEEE Transactions on Information …, 2020 - ieeexplore.ieee.org
We study the relative entropy of the empirical probability vector with respect to the true
probability vector in multinomial sampling of k categories, which, when multiplied by sample …

Good-Bootstrap: Simultaneous confidence intervals for large alphabet distributions

D Marton, A Painsky - Journal of Nonparametric Statistics, 2024 - Taylor & Francis
Simultaneous confidence intervals (SCI) for multinomial proportions are a corner stone in
count data analysis and a key component in many applications. A variety of schemes were …

Sharp concentration inequalities for the centred relative entropy

A Bhatt, A Pensia - Information and Inference: A Journal of the …, 2023 - academic.oup.com
We study the relative entropy between the empirical estimate of a discrete distribution and
the true underlying distribution. If the minimum value of the probability mass function …

Distribution Estimation under the Infinity Norm

A Kontorovich, A Painsky - arXiv preprint arXiv:2402.08422, 2024 - arxiv.org
We present novel bounds for estimating discrete probability distributions under the
$\ell_\infty $ norm. These are nearly optimal in various precise senses, including a kind of …

A simple algorithm for exact multinomial tests

J Resin - Journal of Computational and Graphical Statistics, 2023 - Taylor & Francis
This work proposes a new method for computing acceptance regions of exact multinomial
tests. From this an algorithm is derived, which finds exact p-values for tests of simple …

Robust Bayes-assisted Confidence Regions

S Cortinovis, F Caron - arXiv preprint arXiv:2410.20169, 2024 - arxiv.org
The Frequentist, Assisted by Bayes (FAB) framework aims to construct confidence regions
that leverage information about parameter values in the form of a prior distribution. FAB …

Exact confidence intervals for functions of parameters in the k-sample multinomial problem

MC Sachs, EE Gabriel, MP Fay - arXiv preprint arXiv:2406.19141, 2024 - arxiv.org
When the target of inference is a real-valued function of probability parameters in the k-
sample multinomial problem, variance estimation may be challenging. In small samples …