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Asymmetric statistical errors arise for experimental results obtained by Maximum Likelihood estimation, in cases where the number of results is finite and the log likelihood function is not a symmetric parabola. This note discusses how…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Roger Barlow

Maximum composite likelihood estimation is a useful alternative to maximum likelihood estimation when data arise from data generating processes (DGPs) that do not admit tractable joint specification. We demonstrate that generic composite…

Methodology · Statistics 2021-06-29 Hien D Nguyen , Jessica Bagnall-Guerreiro , Andrew T Jones

Cumulant mapping has been recently suggested [Frasinski, Phys. Chem. Chem. Phys. 24, 207767 (2022)] as an efficient approach to observing multi-particle fragmentation pathways, while bypassing the restrictions of the usual…

Chemical Physics · Physics 2025-04-11 S. Patchkovskii , J. Mikosch

A simple criterion is presented for a practical construction of generalized moments that allow one to approach the theoretical Rao-Cramer limit for parameter estimation while avoiding the complexity of the maximum likelihood method in the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Fyodor V. Tkachov

Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and…

Machine Learning · Statistics 2016-10-26 Edward Yu , Parth Parekh

The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…

Statistics Theory · Mathematics 2022-05-23 Aristomenis Tsopelakos , Georgios Fellouris

An experimental comparison of two or more optimization algorithms requires the same computational resources to be assigned to each algorithm. When a maximum runtime is set as the stopping criterion, all algorithms need to be executed in the…

Performance · Computer Science 2024-02-09 Etor Arza , Josu Ceberio , Ekhiñe Irurozki , Aritz Pérez

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala

When searching for new physics effects, collaborations will often wish to publish upper limits and intervals with a lower confidence level than the threshold they would set to claim an excess or a discovery. However, confidence intervals…

Data Analysis, Statistics and Probability · Physics 2019-02-20 Knut Dundas Morå

A vast array of transformative technologies developed over the past decade has enabled measurement and perturbation at ever increasing scale, yet our understanding of many systems remains limited by experimental capacity. Overcoming this…

Quantitative Methods · Quantitative Biology 2020-12-25 Brian Cleary , Aviv Regev

The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…

Information Theory · Computer Science 2020-04-22 Bar Hemo , Tomer Gafni , Kobi Cohen , Qing Zhao

We describe algorithms, and experimental strategies, for the Pareto optimal control problem of simultaneously driving an arbitrary number of quantum observable expectation values to their respective extrema. Conventional quantum optimal…

Quantum Physics · Physics 2009-11-13 Raj Chakrabarti , Rebing Wu , Herschel Rabitz

Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distribution, only the block maxima values are used. In this work,…

Data Analysis, Statistics and Probability · Physics 2019-02-22 Rubén Gómez González , M. Isabel Parra , Francisco Javier Acero , Jacinto Martín

We typically construct optimal designs based on a single objective function. To better capture the breadth of an experiment's goals, we could instead construct a multiple objective optimal design based on multiple objective functions. While…

Methodology · Statistics 2023-03-09 Lucy L. Gao , Jane J. Ye , Shangzhi Zeng , Julie Zhou

It is typical for a machine learning system to have numerous hyperparameters that affect its learning rate and prediction quality. Finding a good combination of the hyperparameters is, however, a challenging job. This is mainly because…

Machine Learning · Computer Science 2019-08-08 Dobromir Marinov , Daniel Karapetyan

The analysis of experimental data with mixed-effects models requires decisions about the specification of the appropriate random-effects structure. Recently, Barr, Levy, Scheepers, and Tily, 2013 recommended fitting `maximal' models with…

Methodology · Statistics 2018-05-29 Douglas Bates , Reinhold Kliegl , Shravan Vasishth , Harald Baayen

The method of maximum entropy has been very successful but there are cases where it has either failed or led to paradoxes that have cast doubt on its general legitimacy. My more optimistic assessment is that such failures and paradoxes…

Data Analysis, Statistics and Probability · Physics 2015-06-12 Ariel Caticha

The problem of inferring the binomial parameter p from x successes obtained in n trials is reviewed and extended to take into account the presence of background, that can affect the data in two ways: a) fake successes are due to a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

A goodness-of-fit test for the fitting of a parametric model to data obtained from a detector with finite resolution and limited acceptance is proposed. The parameters of the model are found by minimization of a statistic that is used for…

Data Analysis, Statistics and Probability · Physics 2015-03-17 N. D. Gagunashvili
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