From medicine to marketing to social sciences, the promise of tailoring interventions to individuals is undeniable. However, practical applications force weighing personalization's potential benefits with its possible increased cost and fragility. We introduce a statistical hypothesis test that evaluates, given historical data, evidence that a personalized intervention policy's performance will surpass deploying the best single intervention. The test maintains strict type-I error control while achieving asymptotic normality with the minimal possible variance under specified conditions. Results on diverse datasets from job training, depression treatment, education and recommendation systems demonstrate the test's versatility and its superior performance over alternatives. This test can support decision-makers throughout the intervention sciences by providing a simple and powerful quantification of the potential benefits of personalization.
Gene regulatory networks (GRNs) link transcription factor (TF) proteins to their target genes, yet reconstructing these networks from genome-wide data remains challenging under practical and methodological constraints. Many methods couple modeling assumptions to a specific infere…
Statistical analysis of high-dimensional data is often hampered by limited sample sizes, yet auxiliary datasets from related sources are often readily available. When two such datasets share part of their covariance structure, but not all of it, exploiting the shared part can sub…
We introduce the distributional determinantal point process (dDPP) as a novel repulsive point process whose atoms are probability distributions rather than points in a real space. The dDPP is constructed via an L-ensemble with a sliced Wasserstein (SW) kernel between distribution…
Gaussian process (GP) modeling is widely used in computational science and engineering. However, fitting a GP to high-dimensional inputs remains challenging due to the curse of dimensionality. While various methods have been proposed to reduce input dimensionality, they typically…
We consider the post-detection analysis of change-points for multivariate time series, with the goal of identifying which coordinates are responsible for a detected change. After a change-point has been located by an offline detection algorithm, we propose post hoc statistical pr…
Changepoint detection methods have seen considerable development in recent years, with online algorithms capable of identifying structural changes in streaming data in near real time. However, the majority of existing methods are designed under the assumption of IID observations,…