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Wasserman et al. (2020, PNAS, vol. 117, pp. 16880-16890) constructed estimator agnostic and finite-sample valid confidence sets and hypothesis tests, using split-data likelihood ratio-based statistics. We demonstrate that the same approach…

Statistics Theory · Mathematics 2020-09-24 Hien Duy Nguyen

Log-concave distributions are an attractive choice for modeling and inference, for several reasons: The class of log-concave distributions contains most of the commonly used parametric distributions and thus is a rich and flexible…

Methodology · Statistics 2010-10-05 Guenther Walther

Rejoinder: Bayesian Checking of the Second Levels of Hierarchical Models [arXiv:0802.0743]

Methodology · Statistics 2008-02-08 M. J. Bayarri , M. E. Castellanos

(l) I have enough evidence to render the sentence S probable. (la) So, relative to what I know, it is rational of me to believe S. (2) Now that I have more evidence, S may no longer be probable. (2a) So now, relative to what I know, it is…

Artificial Intelligence · Computer Science 2016-11-26 Henry E. Kyburg

We reply to Tsallis' Comment on our "Nonadditive Entropies Yield Probability Distributions with Biases not Warranted by the Data" which first appeared in PRL.

Statistical Mechanics · Physics 2015-04-09 Steve Pressé , Kingshuk Ghosh , Julian Lee , Ken A. Dill

Rejoinder: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]

Methodology · Statistics 2009-09-29 R. Dennis Cook

Rejoinder to ``Boosting Algorithms: Regularization, Prediction and Model Fitting'' [arXiv:0804.2752]

Methodology · Statistics 2008-12-18 Peter Bühlmann , Torsten Hothorn

We extend recent work (Brehmer, et. al., 2018) that use neural networks as surrogate models for likelihood-free inference. As in the previous work, we exploit the fact that the joint likelihood ratio and joint score, conditioned on both…

Machine Learning · Statistics 2018-08-06 Markus Stoye , Johann Brehmer , Gilles Louppe , Juan Pavez , Kyle Cranmer

Rejoinder of "Estimating Random Effects via Adjustment for Density Maximization" by C. Morris and R. Tang [arXiv:1108.3234]

Methodology · Statistics 2011-08-22 Carl Morris

Inference and prediction are fundamental to the study of complex systems, where network data are often incomplete, inaccurate or obtained indirectly. In this paper, we review recent advances in network sampling and comparison, as well as in…

Statistical Mechanics · Physics 2025-12-09 Francisco A. Rodrigues

Consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n) \in \mathbb{R}\times \mathbb{R}$ with unknown conditional distributions $Q_x$ of $Y$, given that $X = x$. The goal is to estimate these distributions under the sole assumption…

Statistics Theory · Mathematics 2025-01-31 Alexandre Mösching , Lutz Duembgen

The following discussion is inspired by the paper Nonparametric generalized fiducial inference for survival functions under censoring by Cui and Hannig. The discussion consists of comments on the results, but also indicates it's importance…

Other Statistics · Statistics 2019-05-27 G. Taraldsen , B. H. Lindqvist

Unbinned likelihood fits are frequent in Physics, and often involve complex functions with several components. We discuss the potential pitfalls of situations where the templates used in the fit are not fixed but depend on the event…

Data Analysis, Statistics and Probability · Physics 2014-11-18 Giovanni Punzi

We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than…

Probability · Mathematics 2009-09-08 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

We generalize the proximal g-formula of Miao, Geng, and Tchetgen Tchetgen (2018) for causal inference under unobserved confounding using proxy variables. Specifically, we show that the formula holds true for all causal models in a certain…

Methodology · Statistics 2020-12-15 Nikos Vlassis , Phil Hebda , Stephan McBride , Athanasios Noulas

Comment on ``Microarrays, Empirical Bayes and the Two-Group Model'' [arXiv:0808.0572]

Methodology · Statistics 2008-08-06 T. Tony Cai

Discussion of "The Future of Indirect Evidence" by Bradley Efron [arXiv:1012.1161]

Methodology · Statistics 2010-12-08 Andrew Gelman

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

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…

High Energy Physics - Experiment · Physics 2023-09-28 Shilin Liu , Clark McGrew

Comment on ``Microarrays, Empirical Bayes and the Two-Groups Model'' [arXiv:0808.0572]

Methodology · Statistics 2008-08-06 Kenneth Rice , David Spiegelhalter