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With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…

High Energy Physics - Experiment · Physics 2011-07-19 Ilya Narsky

In this paper, we harness a result in point process theory, specifically the expectation of the weighted $K$-function, where the weighting is done by the true first-order intensity function. This theoretical result can be employed as an…

Methodology · Statistics 2024-03-13 Nicoletta D'Angelo , Giada Adelfio

Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…

Statistics Theory · Mathematics 2012-11-15 Magalie Fromont , Béatrice Laurent , Patricia Reynaud-Bouret

The purpose of this paper is to estimate the intensity of some random measure by a piecewise constant function on a finite partition of the underlying measurable space. Given a (possibly large) family of candidate partitions, we build a…

Statistics Theory · Mathematics 2007-06-13 Yannick Baraud , Lucien Birgé

We provide a first-order oracle complexity lower bound for finding stationary points of min-max optimization problems where the objective function is smooth, nonconvex in the minimization variable, and strongly concave in the maximization…

Optimization and Control · Mathematics 2021-04-20 Haochuan Li , Yi Tian , Jingzhao Zhang , Ali Jadbabaie

We propose a statistical framework for the problem of parameter estimation from a noisy optomechanical system. The Cram\'er-Rao lower bound on the estimation errors in the long-time limit is derived and compared with the errors of…

Optics · Physics 2013-10-31 Shan Zheng Ang , Glen I. Harris , Warwick P. Bowen , Mankei Tsang

We consider estimation of an optimal individualized treatment rule from observational and randomized studies when a high-dimensional vector of baseline variables is available. Our optimality criterion is with respect to delaying expected…

Methodology · Statistics 2017-11-09 Iván Díaz , Oleksandr Savenkov , Karla Ballman

We study oracle complexity of gradient based methods for stochastic approximation problems. Though in many settings optimal algorithms and tight lower bounds are known for such problems, these optimal algorithms do not achieve the best…

Optimization and Control · Mathematics 2022-06-20 Jingzhao Zhang , Hongzhou Lin , Subhro Das , Suvrit Sra , Ali Jadbabaie

Post-selection strategies have been proposed with the aim of amplifying weak signals, which may help to overcome detection thresholds associated with technical noise in high-precision measurements. Here we use an optical setup to…

Quantum Physics · Physics 2017-01-11 G. Bié Alves , A. Pimentel , M. Hor-Meyll , S. P. Walborn , L. Davidovich , R. L. de Matos Filho

We consider a doubly stochastic Poisson process with stochastic intensity $\lambda_t =n q\left(X_t\right)$ where $X$ is a continuous It\^o semimartingale and $n$ is an integer. Both processes are observed continuously over a fixed period…

Statistics Theory · Mathematics 2018-11-29 Thomas Deschatre

In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in $\R^d$ and observed in a bounded window. The procedure is based on a new general…

Statistics Theory · Mathematics 2015-07-31 Marianne Clausel , Jean-François Coeurjolly , Jérôme Lelong

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

A general many quantiles + noise model is studied in the robust formulation (allowing non-normal, non-independent observations), where the identifiability requirement for the noise is formulated in terms of quantiles rather than the…

Statistics Theory · Mathematics 2022-11-21 Eduard Belitser , Paulo Serra , Alexandra Vegelien

The intensity matching approach for tractable performance evaluation and optimization of cellular networks is introduced. It assumes that the base stations are modeled as points of a Poisson point process and leverages stochastic geometry…

Information Theory · Computer Science 2016-04-12 Marco Di Renzo , Wei Lu , Peng Guan

This paper considers fundamental limits for solving sparse inverse problems in the presence of Poisson noise with physical constraints. Such problems arise in a variety of applications, including photon-limited imaging systems based on…

Statistics Theory · Mathematics 2014-03-27 Xin Jiang , Garvesh Raskutti , Rebecca Willett

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…

Applications · Statistics 2016-08-14 Mária Süveges , Anthony C. Davison

This paper deals with the study of dependencies between two given events modeled by point processes. In particular, we focus on the context of DNA to detect favored or avoided distances between two given motifs along a genome suggesting…

Statistics Theory · Mathematics 2011-07-22 Laure Sansonnet

Machine learning-based decision support systems are increasingly deployed in clinical settings, where probabilistic scoring functions are used to inform and prioritize patient management decisions. However, widely used scoring rules, such…

Machine Learning · Computer Science 2025-07-01 Gerardo A. Flores , Alyssa H. Smith , Julia A. Fukuyama , Ashia C. Wilson

We present improved numerical approximations to the exact Poissonian confidence limits for small numbers n of observed events following the approach of Gehrels (1986). Analytic descriptions of all parameters used in the approximations are…

Astrophysics · Physics 2009-11-07 Harald Ebeling