Dear Colleagues,
This is a gentle reminder that SLDS will have its July webinar features Professor Lucas Janson from Harvard University next Thursday. The topic is exact conditional independence testing and conformal inference with adaptively collected data.
Title: Exact Conditional Independence Testing and Conformal Inference with Adaptively Collected Data
Speakers: Professor Lucas Janson, Department of Statistics, Harvard University
Date and Time: July 27, 2023, 2:00 to 3:30 pm Eastern Time
Registration Link: ASA SLDS Webinar Registration Link [eventbrite.com]
Abstract: Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and constructing (by inverting a permutation test) model-free prediction intervals via conformal inference. Randomization tests are exactly valid for any sample size, but their use is generally confined to exchangeable data. Yet in many applications, data is routinely collected adaptively via, e.g., (contextual) bandit and reinforcement learning algorithms or adaptive experimental designs. In this paper we present a general framework for randomization testing on adaptively collected data (despite its non-exchangeability) that uses a weighted randomization test, for which we also present computationally tractable resampling algorithms for various popular adaptive assignment algorithms, data-generating environments, and types of inferential tasks. Finally, we demonstrate via a range of simulations the efficacy of our framework for both testing and confidence/prediction interval construction. This is joint work with Yash Nair at Stanford University, and the relevant paper isarxiv.org/abs/2301.05365.
Presenter: Lucas Janson is an Associate Professor of Statistics and Affiliate in Computer Science at Harvard University, where he studies high-dimensional inference and statistical machine learning. Lucas is awardee of Bernoulli Society New Researcher Award and multiple NSF grants. He runs the Harvard Statistical Consulting Service and supervises PhD students advising hundreds of researchers per year.
------------------------------
Zhihua Su, PhD
Associate Professor
Department of Statistics
University of Florida
zhihuasu@stat.ufl.edu------------------------------