Related papers: Checking election outcome accuracy Post-election a…
Sample size calculations can be challenging with skewed continuous outcomes in randomized controlled trials (RCTs). Standard t-test-based calculations may require data transformation, which may be difficult before data collection.…
The Count-Min sketch is an important and well-studied data summarization method. It allows one to estimate the count of any item in a stream using a small, fixed size data sketch. However, the accuracy of the sketch depends on…
Model selection is often performed by empirical risk minimization. The quality of selection in a given situation can be assessed by risk bounds, which require assumptions both on the margin and the tails of the losses used. Starting with…
In optimization problems, the quality of a candidate solution can be characterized by the optimality gap. For most stochastic optimization problems, this gap must be statistically estimated. We show that for risk-averse problems, standard…
The voting method, an ensemble approach for fundamental frequency estimation, is empirically known for its robustness but lacks thorough investigation. This paper provides a principled analysis and improvement of this technique. First, we…
In order to determine whether or not an effect is absent based on a statistical test, the recommended frequentist tool is the equivalence test. Typically, it is expected that an appropriate equivalence margin has been specified before any…
Background and objective. Circular statistics and Rayleigh tests are important tools for analyzing the occurrence of cyclic events. However, current methods fail in the presence of measurement bias, such as incomplete or otherwise…
Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to…
Large technology firms face the problem of moderating content on their online platforms for compliance with laws and policies. To accomplish this at the scale of billions of pieces of content per day, a combination of human and machine…
Mutual coherence is a measure of similarity between two opinions. Although the notion comes from philosophy, it is essential for a wide range of technologies, e.g., the Wahl-O-Mat system. In Germany, this system helps voters to find…
As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…
We study the problem of evaluating the excess risk of large-scale empirical risk minimization under the square loss. Leveraging the idea of wild refitting and resampling, we assume only black-box access to the training algorithm and develop…
Confidence interval of mean is often used when quoting statistics. The same rigor is often missing when quoting percentiles and tolerance or percentile intervals. This article derives the expression for confidence in percentiles of a sample…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
Background: Measurement errors in terms of quantification or classification frequently occur in epidemiologic data and can strongly impact inference. Measurement errors may occur when ascertaining, recording or extracting data. Although the…
In hypothesis testing with quantum states, given a black box containing one of the two possible states, measurement is performed to detect in favor of one of the hypotheses. In postselected hypothesis testing, a third outcome is added,…
This paper provides an introductory overview of how one may employ importance sampling effectively as a tool for solving stochastic optimization formulations incorporating tail risk measures such as Conditional Value-at-Risk. Approximating…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…
Often, it is required to estimate the probability that a quantity such as toxicity level, plutonium, temperature, rainfall, damage, wind speed, wave size, earthquake magnitude, risk, etc., exceeds an unsafe high threshold. The probability…