Author
Listed:
- Ameer Dharamshi
- Anna Neufeld
- Keshav Motwani
- Lucy L. Gao
- Daniela Witten
- Jacob Bien
Abstract
Our goal is to develop a general strategy to decompose a random variable X into multiple independent random variables, without sacrificing any information about unknown parameters. A recent paper showed that for some well-known natural exponential families, X can be thinned into independent random variables X(1),…,X(K) , such that X=∑k=1KX(k) . These independent random variables can then be used for various model validation and inference tasks, including in contexts where traditional sample splitting fails. In this article, we generalize their procedure by relaxing this summation requirement and simply asking that some known function of the independent random variables exactly reconstruct X. This generalization of the procedure serves two purposes. First, it greatly expands the families of distributions for which thinning can be performed. Second, it unifies sample splitting and data thinning, which on the surface seem to be very different, as applications of the same principle. This shared principle is sufficiency. We use this insight to perform generalized thinning operations for a diverse set of families. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work.
Suggested Citation
Ameer Dharamshi & Anna Neufeld & Keshav Motwani & Lucy L. Gao & Daniela Witten & Jacob Bien, 2025.
"Generalized Data Thinning Using Sufficient Statistics,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 120(549), pages 511-523, January.
Handle:
RePEc:taf:jnlasa:v:120:y:2025:i:549:p:511-523
DOI: 10.1080/01621459.2024.2353948
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