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Sequential change-point detection in non-Gaussian stochastic processes is challenging because the underlying densities are rarely known in real time. Classical parametric procedures such as CUSUM lose optimality under distributional…

Methodology · Statistics 2026-05-28 Serhii Zabolotnii

Machine learning techniques offer a precious tool box for use within astronomy to solve problems involving so-called big data. They provide a means to make accurate predictions about a particular system without prior knowledge of the…

Instrumentation and Methods for Astrophysics · Physics 2019-01-01 J. Elliott , R. S. de Souza , A. Krone-Martins , E. Cameron , E. E. O. Ishida , J. Hilbe

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

We estimate how clustering in large-scale redshift surveys can constrain various cosmological parameters. Depth and sky coverage of modern redshift surveys are greater than ever, opening new possibilities for statistical analysis. We have…

Astrophysics · Physics 2009-11-07 Takahiko Matsubara , Alexander S. Szalay

We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance matrices. We derive the test statistics…

Methodology · Statistics 2018-09-25 Zongliang Hu , Tiejun Tong , Marc G. Genton

In this paper, we show that preprocessing data using a variant of rank transformation called 'Average Rank over an Ensemble of Sub-samples (ARES)' makes clustering algorithms robust to data representation and enable them to detect varying…

Machine Learning · Computer Science 2024-01-23 Sunil Aryal , Jonathan R. Wells , Arbind Agrahari Baniya , KC Santosh

The main contribution of the paper is a new approach to subspace clustering that is significantly more computationally efficient and scalable than existing state-of-the-art methods. The central idea is to modify the regression technique in…

Machine Learning · Statistics 2018-07-11 Urvashi Oswal , Robert Nowak

This paper considers generalized least squares (GLS) estimation for linear panel data models. By estimating the large error covariance matrix consistently, the proposed feasible GLS (FGLS) estimator is more efficient than the ordinary least…

Econometrics · Economics 2020-08-06 Jushan Bai , Sung Hoon Choi , Yuan Liao

The cosmological dynamics of gravitational clustering satisfies an approximate invariance with respect to the cosmological parameters that is often used to simplify analytical computations. We describe how this approximate symmetry gives…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-02 Patrick Valageas

There remains an open question about the usefulness and the interpretation of Machine learning (MLE) approaches for discrimination of spatial patterns of brain images between samples or activation states. In the last few decades, these…

Machine Learning · Statistics 2022-09-22 JM Gorriz , R. Martin-Clemente , C. G. Puntonet , A. Ortiz , J. Ramirez , J. Suckling

Increasingly large areas in cosmic shear surveys lead to a reduction of statistical errors, necessitating to control systematic errors increasingly better. One of these systematic effects was initially studied by Hartlap et al. in 2011,…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-14 Eray Genc , Peter Schneider , Sandra Unruh , Tim Schrabback

We consider the inference problem for high-dimensional linear models, when covariates have an underlying spatial organization reflected in their correlation. A typical example of such a setting is high-resolution imaging, in which…

Methodology · Statistics 2021-06-07 Jérôme-Alexis Chevalier , Tuan-Binh Nguyen , Bertrand Thirion , Joseph Salmon

We present a maximum-likelihood analysis of galaxy-galaxy lensing effects in galaxy clusters and in the field. The aim is to determine the accuracy and robustness of constraints that can be obtained on galaxy halo properties in both…

Astrophysics · Physics 2009-11-10 Marceau Limousin , Jean Paul Kneib , Priyamvada Natarajan

A t-test is considered a standard procedure for inference on population means and is widely used in scientific discovery. However, as a special case of a likelihood-ratio test, t-test often shows drastic performance degradation due to the…

Methodology · Statistics 2019-11-28 Anton Alyakin , Yichen Qin , Carey E. Priebe

Spatial capture-recapture (SCR) models are now widely used for estimating density from repeated individual spatial encounters. SCR accounts for the inherent spatial autocorrelation in individual detections by modelling detection…

Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the…

Methodology · Statistics 2021-10-14 Qinglong Tian , Daniel J. Nordman , William Q. Meeker

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…

Methodology · Statistics 2013-02-06 Brunero Liseo , Antonio Parisi

Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…

Machine Learning · Computer Science 2021-06-01 Paavo Parmas , Masashi Sugiyama

The statistics of gravitationally lensed arcs was recognised earlier as a potentially powerful cosmological probe. However, while fully numerical models find orders of magnitude difference between the arc probabilities in different…

Astrophysics · Physics 2009-11-07 Massimo Meneghetti , Matthias Bartelmann , Lauro Moscardini

We explore a variety of statistics of clusters selected with cosmic shear measurement by utilizing both analytic models and large numerical simulations. We first develop a halo model to predict the abundance and the clustering of weak…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-16 Masato Shirasaki , Takashi Hamana , Naoki Yoshida