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Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…

Posterior distribution over a countable set M of continuous data-sampling distributions piles up at L-projection of the true distribution r on M, provided that the L-projection is unique. If there are several L-projections of r on M, then…

Probability · Mathematics 2007-10-10 M. Grendar

When and why representations learned by different deep neural networks are similar is an active research topic. We choose to address these questions from the perspective of identifiability theory, which suggests that a measure of…

Machine Learning · Computer Science 2025-10-20 Beatrix M. G. Nielsen , Emanuele Marconato , Andrea Dittadi , Luigi Gresele

The likelihood function is a fundamental component in Bayesian statistics. However, evaluating the likelihood of an observation is computationally intractable in many applications. In this paper, we propose a non-parametric approximation of…

Machine Learning · Computer Science 2019-10-24 Viet Anh Nguyen , Soroosh Shafieezadeh-Abadeh , Man-Chung Yue , Daniel Kuhn , Wolfram Wiesemann

Network surveys of key populations at risk for HIV are an essential part of the effort to understand how the epidemic spreads and how it can be prevented. Estimation of population values from the sample data has been probematical, however,…

Applications · Statistics 2019-09-12 Steve Thompson

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

We discuss several tests for whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly…

Methodology · Statistics 2015-05-18 Mark Tygert

We present theoretical properties of the log-concave maximum likelihood estimator of a density based on an independent and identically distributed sample in $\mathbb{R}^d$. Our study covers both the case where the true underlying density is…

Statistics Theory · Mathematics 2009-09-01 Madeleine Cule , Richard Samworth

We present a randomized approximation scheme for the permanent of a matrix with nonnegative entries. Our scheme extends a recursive rejection sampling method of Huber and Law (SODA 2008) by replacing the upper bound for the permanent with a…

Data Structures and Algorithms · Computer Science 2021-08-18 Juha Harviainen , Antti Röyskö , Mikko Koivisto

Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution function. The probability that these order statistics fall in disjoint, ordered…

Computation · Statistics 2007-06-26 Deborah H. Glueck , Anis Karimpour-Fard , Jan Mandel , Keith E. Muller

Consider the nonparametric logistic regression problem. In the logistic regression, we usually consider the maximum likelihood estimator, and the excess risk is the expectation of the Kullback-Leibler (KL) divergence between the true and…

Statistics Theory · Mathematics 2025-02-26 Atsutomo Yara , Yoshikazu Terada

Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…

We study the maximum likelihood estimator of density of $n$ independent observations, under the assumption that it is well approximated by a mixture with a large number of components. The main focus is on statistical properties with respect…

Statistics Theory · Mathematics 2017-01-19 Arnak S. Dalalyan , Mehdi Sebbar

Our interest is in the cumulative probabilities Pr(L(t) \le l) for the maximum length of increasing subsequences in Poissonized ensembles of random permutations, random fixed point free involutions and reversed random fixed point free…

Mathematical Physics · Physics 2009-11-07 Alexei Borodin , Peter J. Forrester

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

In a first part, we present a mathematical analysis of a general methodology of a probabilistic learning inference that allows for estimating a posterior probability model for a stochastic boundary value problem from a prior probability…

Machine Learning · Statistics 2022-06-08 Christian Soize

We consider the problem of estimating probability density functions based on sample data, using a finite mixture of densities from some component class. To this end, we introduce the $h$-lifted Kullback--Leibler (KL) divergence as a…

Machine Learning · Statistics 2024-12-24 Mark Chiu Chong , Hien Duy Nguyen , TrungTin Nguyen

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

Probability samples are the preferred method for providing inferences that are generalizable to a larger population. However, when a small (or rare) subpopulation is the group of interest, this approach is unlikely to yield a sample size…

Methodology · Statistics 2019-08-13 Michael W. Robbins , Bonnie Ghosh-Dastidar , Rajeev Ramchand

Simulation-based inference plays a major role in modern statistics, and often employs either reallocating (as in a randomization test) or resampling (as in bootstrapping). Reallocating mimics random allocation to treatment groups, while…

Statistics Theory · Mathematics 2017-08-08 Kari Lock Morgan