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Any empirical data can be approximated to one of Pearson distributions using the first four moments of the data (Elderton and Johnson, 1969; Pearson, 1895; Solomon and Stephens, 1978). Thus, Pearson distributions made statistical analysis…

Computation · Statistics 2019-12-24 Wei Pan , Xinming An , Qing Yang

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

Likelihood-free inference for simulator-based statistical models has recently attracted a surge of interest, both in the machine learning and statistics communities. The primary focus of these research fields has been to approximate the…

Methodology · Statistics 2022-05-27 Jukka Corander , Ulpu Remes , Ida Holopainen , Timo Koski

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

We study several questions in the reliable agnostic learning framework of Kalai et al. (2009), which captures learning tasks in which one type of error is costlier than others. A positive reliable classifier is one that makes no false…

Machine Learning · Computer Science 2014-02-25 Varun Kanade , Justin Thaler

Several systematic studies have suggested that a large fraction of published research is not reproducible. One probable reason for low reproducibility is insufficient sample size, resulting in low power and low positive predictive value. It…

General Economics · Economics 2020-07-01 Oliver Braganza

We provide a comprehensive semi-parametric study of Bayesian partially identified econometric models. While the existing literature on Bayesian partial identification has mostly focused on the structural parameter, our primary focus is on…

Methodology · Statistics 2017-09-29 Yuan Liao , Anna Simoni

This paper develops new variance-reduction techniques for the forward-reflected-backward splitting (FRBS) method to solve a class of possibly nonmonotone stochastic composite inclusions. Unlike unbiased estimators such as mini-batching,…

Machine Learning · Computer Science 2026-03-17 Quoc Tran-Dinh , Nghia Nguyen-Trung

In most machine learning tasks, we evaluate a model $M$ on a given data population $S$ by measuring a population-level metric $F(S;M)$. Examples of such evaluation metric $F$ include precision/recall for (binary) recognition, the F1 score…

Computation and Language · Computer Science 2021-03-23 Fei Yuan , Longtu Zhang , Huang Bojun , Yaobo Liang

Ranking populations such as institutions based on certain characteristics is often of interest, and these ranks are typically estimated using samples drawn from the populations. Due to sample randomness, it is important to quantify the…

Methodology · Statistics 2025-12-08 Onrina Chandra , Min-ge Xie

We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to…

Machine Learning · Computer Science 2019-05-30 Mingda Qiao , Gregory Valiant

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

Subsampling is a general statistical method developed in the 1990s aimed at estimating the sampling distribution of a statistic $\hat \theta _n$ in order to conduct nonparametric inference such as the construction of confidence intervals…

Statistics Theory · Mathematics 2021-12-14 Dimitris N. Politis

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose…

Machine Learning · Statistics 2026-05-29 Julian Rodemann , Alexander Marquard , Thomas Augustin , Michele Caprio

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Machine Learning · Statistics 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

Publication selection bias undermines the systematic accumulation of evidence. To assess the extent of this problem, we survey over 68,000 meta-analyses containing over 700,000 effect size estimates from medicine (67,386/597,699),…

Recently, due to the booming influence of online social networks, detecting fake news is drawing significant attention from both academic communities and general public. In this paper, we consider the existence of confounding variables in…

Social and Information Networks · Computer Science 2020-02-04 Bo Ni , Zhichun Guo , Jianing Li , Meng Jiang

This article gives a probabilistic overview of the widely used method of default probability estimation proposed by K. Pluto and D. Tasche. There are listed detailed assumptions and derivation of the inequality where the probability of…

Risk Management · Quantitative Finance 2024-01-26 Andrius Grigutis

Suppose you are told that taking a statin will reduce your risk of a heart attack or stroke by 3% in the next ten years, or that women have better emotional intelligence than men. You may wonder how accurate the 3% is, or how confident we…

Other Statistics · Statistics 2018-03-19 Michael Wood

Ranked set sampling is a sampling design which has a wide range of applications in industrial statistics, and environmental and ecological studies, etc.. It is well known that ranked set samples provide more Fisher information than simple…

Statistics Theory · Mathematics 2013-01-21 Mohammad Jafari Jozani , Jafar Ahmadi