Related papers: A comparison of the accuracy of saddlepoint condit…
Although treatment effects can be estimated from observed outcome distributions obtained from proper randomization in clinical trials, covariate adjustment is recommended to increase precision. For important treatment effects, such as odds…
Analysis of 2 by 2 tables and two-sample survival data has been widely used. Exact calculation is computational intractable for conditional likelihood inference in odds ratio models with large marginals in 2 by 2 tables, or partial…
Traditionally, assessing the accuracy of inference based on regression quantiles has relied on the Bahadur representation. This provides an error of order $n^{-1/4}$ in normal approximations, and suggests that inference based on regression…
Stochastic approximation algorithms have been the subject of an enormous body of literature, both theoretical and applied. Recently, Laruelle and Pag\`es (2013) presented a link between the stochastic approximation and response-adaptive…
This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…
This work considers the problem of sampling from a probability distribution known up to a normalization constant while satisfying a set of statistical constraints specified by the expected values of general nonlinear functions. This problem…
We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative…
In the manuscript, we present a practical way to find the matching priors proposed by Welch & Peers (1963) and Peers (1965). We investigate the use of saddlepoint approximations combined with matching priors and obtain p-values of the test…
Using and extending fractional order statistic theory, we characterize the $O(n^{-1})$ coverage probability error of the previously proposed confidence intervals for population quantiles using $L$-statistics as endpoints in Hutson (1999).…
A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…
This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
Penalized B-splines are routinely used in additive models to describe smooth changes in a response with quantitative covariates. It is typically done through the conditional mean in the exponential family using generalized additive models…
We analyse the convergence of an approximate, fully inexact, ADMM algorithm under additive, deterministic and probabilistic error models. We consider the generalized ADMM scheme that is derived from generalized Lagrangian penalty with…
The average properties of the well-known Subset Sum Problem can be studied by the means of its randomised version, where we are given a target value $z$, random variables $X_1, \ldots, X_n$, and an error parameter $\varepsilon > 0$, and we…
In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…
This paper introduces an upper bound on the absolute difference between: (a) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third…
Directional tests to compare incomplete undirected graphs are developed in the general context of covariance selection for Gaussian graphical models. The exactness of the underlying saddlepoint approximation is proved for chordal graphs and…
Bayesian properties of the signed root likelihood ratio statistic are analysed. Conditions for first-order probability matching are derived by the examination of the Bayesian posterior and frequentist means of this statistic. Second-order…
In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…