Related papers: Chi-Square Tests for Comparing Weighted Histograms
Mixed effects models are widely used to describe heterogeneity in a population. A crucial issue when adjusting such a model to data consists in identifying fixed and random effects. From a statistical point of view, it remains to test the…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
Analogues of the frequentist chi-square and F tests are proposed for testing goodness-of-fit and consistency for Bayesian models. Simple examples exhibit these tests' detection of inconsistency between consecutive experiments with identical…
Least-squares fits are an important tool in many data analysis applications. In this paper, we review theoretical results, which are relevant for their application to data from counting experiments. Using a simple example, we illustrate the…
This article studies statistical estimation of $\pi$ based on the fact that the ratio of the volumes of a $d$-dimensional hypersphere and a $d$-dimensional hypercube is a certain function of $\pi$, and the function depends on the dimension…
Cluster analysis has proved to be an invaluable tool for the exploratory and unsupervised analysis of high dimensional datasets. Among methods for clustering, hierarchical approaches have enjoyed substantial popularity in genomics and other…
In survey statistics, the usual technique for estimating a population total consists in summing appropriately weighted variable values for the units in the sample. Different weighting systems exit: sampling weights, GREG weights or…
Data analysis in HEP experiments often uses binned likelihood from data and finite Monte Carlo sample. Statistical uncertainty of Monte Carlo sample has been introduced in Frequentist Inference in some literatures, but they are not suitable…
A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…
We provide necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives of chi-squared test for testing of hypothesis of homogeneity. The number of cells of chi-squared test increases with sample size…
We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm.…
Wilk's theorem, which offers universal chi-squared approximations for likelihood ratio tests, is widely used in many scientific hypothesis testing problems. For modern datasets with increasing dimension, researchers have found that the…
A method for calculating the pressure tensor in constant-volume Monte Carlo simulations of convex bodies is presented. In contrast to other approaches, the method requires only an isotropic scaling of the simulation box, and the counting of…
This paper describes the use of weighted Monte Carlo events to accurately approximate integrals of functions of the experimentally measured kinematical vectors and their dependence on physical parameters. This technique is demonstrated in…
We derive adjusted signed likelihood ratio statistics for a general class of extreme value regression models. The adjustments reduce the error in the standard normal approximation to the distribution of the signed likelihood ratio…
Monte Carlo simulation studies are at the core of the modern applied, computational, and theoretical statistical literature. Simulation is a broadly applicable research tool, used to collect data on the relative performance of methods or…
Hilbert-Schmidt distance is one of the prominent distance measures in quantum information theory which finds applications in diverse problems, such as construction of entanglement witnesses, quantum algorithms in machine learning, and…
We consider multivariate two-sample tests of means, where the location shift between the two populations is expected to be related to a known graph structure. An important application of such tests is the detection of differentially…
We propose a likelihood-free method for comparing two distributions given samples from each, with the goal of assessing the quality of generative models. The proposed approach, PQMass, provides a statistically rigorous method for assessing…
In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…