Related papers: Constructive quantization: approximation by empiri…
The goal of any estimation study is an interval estimation of a the parameter(s) of interest. These estimations are mostly expressed using empirical confidence intervals that are based on sample point estimates of the corresponding…
Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…
We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard…
Wasserstein distances provide a metric on a space of probability measures. We consider the space $\Omega$ of all probability measures on the finite set $\chi = \{1, \dots ,n\}$ where $n$ is a positive integer. 1-Wasserstein distance,…
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…
We study the question, ``For which reals $x$ does there exist a measure $\mu$ such that $x$ is random relative to $\mu$?'' We show that for every nonrecursive $x$, there is a measure which makes $x$ random without concentrating on $x$. We…
For a probability measure $\mu$ on $[0,1]$ without discrete component, the best possible order of approximation by a finite point set in terms of the star-discrepancy is $\frac{1}{2N}$ as has been proven relatively recently. However, if…
Probabilities of causation (PoCs), such as the probability of necessity and sufficiency (PNS), are important tools for decision making but are generally not point identifiable. Existing work has derived bounds for these quantities using…
Quantum mechanics predicts the existence of intrinsically random processes. Contrary to classical randomness, this lack of predictability can not be attributed to ignorance or lack of control. Here we find the optimal method to quantify the…
Quantum state estimation is important for various quantum information processes, including quantum communications, computation, and metrology, which require the characterization of quantum states for evaluation and optimization. We present…
We study Haar-random bases and pretty good measurement for Bayesian state estimation. Given $N$ Haar-random bases we derive a bound on fidelity averaged over IID sequences of such random measurements for a uniform ensemble of pure states.…
We introduce a method for calculating \(p\)-values to test causal hypotheses in qualitative research \emph{a la} process tracing. As in an experiment, our \(p\)-value tells us how often one would make the same or more compelling…
Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…
Let $(M^n,g,f)$ be a Ricci shrinker such that $\textrm{Ric}_f=\frac{1}{2}g$ and the measure induced by the weighted volume element $(4\pi)^{-\frac{n}{2}}e^{-f}dv_{g}$ is a probability measure. Given a point $p\in M$, we consider two…
Bayesian inference typically requires the computation of an approximation to the posterior distribution. An important requirement for an approximate Bayesian inference algorithm is to output high-accuracy posterior mean and uncertainty…
We analyze the notion that physical theories are quantitative and testable by observations in experiments. This leads us to propose a new, Bayesian, interpretation of probabilities in physics that unifies their current use in classical…
Bayesian hypothesis testing is investigated when the prior probabilities of the hypotheses, taken as a random vector, are quantized. Nearest neighbor and centroid conditions are derived using mean Bayes risk error as a distortion measure…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
It is common to model random errors in a classical measurement by the normal (Gaussian) distribution, because of the central limit theorem. In the quantum theory, the analogous hypothesis is that the matrix elements of the error in an…
We study an optimization-based approach to construct statistically accurate confidence intervals for simulation performance measures under nonparametric input uncertainty. This approach computes confidence bounds from simulation runs driven…