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This paper considers equity premium prediction, for which mean regression can be problematic due to heteroscedasticity and heavy-tails of the error. We show advantages of quantile predictions using a novel penalized quantile regression that…

Methodology · Statistics 2025-05-23 Shaobo Li , Ben Sherwood

We study a hypothesis testing problem in which data is compressed distributively and sent to a detector that seeks to decide between two possible distributions for the data. The aim is to characterize all achievable encoding rates and…

Information Theory · Computer Science 2011-02-01 Md. Saifur Rahman , Aaron B. Wagner

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

While causal models are becoming one of the mainstays of machine learning, the problem of uncertainty quantification in causal inference remains challenging. In this paper, we study the causal data fusion problem, where datasets pertaining…

Machine Learning · Statistics 2021-06-08 Siu Lun Chau , Jean-François Ton , Javier González , Yee Whye Teh , Dino Sejdinovic

This paper investigates the effect of quantization on the performance of the Neyman-Pearson test. It is assumed that a sensing unit observes samples of a correlated stationary ergodic multivariate process. Each sample is passed through an…

Information Theory · Computer Science 2011-09-05 Joffrey Villard , Pascal Bianchi

Bayesian supervised predictive classifiers, hypothesis testing, and parametric estimation under Partition Exchangeability are implemented. The two classifiers presented are the marginal classifier (that assumes test data is i.i.d.) next to…

Computation · Statistics 2021-12-06 Ville Kinnula , Jing Tang , Ali Amiryousefi

Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to…

Methodology · Statistics 2025-05-20 Ahmed Boughdiri , Clément Berenfeld , Julie Josse , Erwan Scornet

A central question in risk analysis is to identify the factors that drive the system toward a specific hazardous outcome, such as the exceedance of a given threshold. When relying on numerical simulators, we propose to study the…

Randomized trials balance all covariates on average and provide the gold standard for estimating treatment effects. Chance imbalances nevertheless exist more or less in realized treatment allocations and intrigue an important question: what…

Methodology · Statistics 2023-07-18 Anqi Zhao , Peng Ding

The purpose of quantization for a probability distribution is to estimate the probability by a discrete probability with finite support. In this paper, a nonuniform probability measure $P$ on $\mathbb R^2$ which has support the Sierpi\'nski…

Information Theory · Computer Science 2023-06-29 Mrinal Kanti Roychowdhury

We study a distributed hypothesis testing setup where peripheral nodes send quantized data to the fusion center in a memoryless fashion. The \emph{expected} number of bits sent by each node under the null hypothesis is kept limited. We…

Information Theory · Computer Science 2022-06-27 Yunus Inan , Mert Kayaalp , Ali H. Sayed , Emre Telatar

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…

Systems and Control · Computer Science 2015-04-10 Ye Pu , Melanie N. Zeilinger , Colin N. Jones

Traditionally, quantization is designed to minimize the reconstruction error of a data source. When considering downstream classification tasks, other measures of distortion can be of interest; such as the 0-1 classification loss.…

Machine Learning · Computer Science 2021-07-22 Daniel Severo , Elad Domanovitz , Ashish Khisti

We study distributed average consensus problems in multi-agent systems with directed communication links that are subject to quantized information flow. The goal of distributed average consensus is for the nodes, each associated with some…

Signal Processing · Electrical Eng. & Systems 2018-06-25 Apostolos I. Rikos , Christoforos N. Hadjicostis

We introduce a distributed, cooperative framework and method for Bayesian estimation and control in decentralized agent networks. Our framework combines joint estimation of time-varying global and local states with information-seeking…

Systems and Control · Computer Science 2015-09-24 Florian Meyer , Henk Wymeersch , Markus Fröhle , Franz Hlawatsch

A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs.…

Methodology · Statistics 2007-06-12 Helen Armstrong , Christopher K. Carter , Kevin F. Wong , Robert Kohn

In clinical trials studying paired parts of a subject with binary outcomes, it is expected to collect measurements bilaterally. However, there are cases where subjects contribute measurements for only one part. By utilizing combined data,…

Applications · Statistics 2024-03-06 Shuyi Liang , Kai-Tai Fang , Xin-Wei Huang , Yijing Xin , Chang-Xing Ma

This paper concerns sequential hypothesis testing in competitive multi-agent systems where agents exchange potentially manipulated information. Specifically, a two-agent scenario is studied where each agent aims to correctly infer the true…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Aneesh Raghavan , M. Umar B. Niazi , Karl H. Johansson

Unlike classification, whose goal is to estimate the class of each data point in a dataset, prevalence estimation or quantification is a task that aims to estimate the distribution of classes in a dataset. The two main tasks in prevalence…

Machine Learning · Statistics 2025-07-09 Aime Bienfait Igiraneza , Christophe Fraser , Robert Hinch

Quantization and cache mechanisms are typically applied individually for efficient Diffusion Transformers (DiTs), each demonstrating notable potential for acceleration. However, the promoting effect of combining the two mechanisms on…

Computer Vision and Pattern Recognition · Computer Science 2025-03-05 Xin Ding , Xin Li , Haotong Qin , Zhibo Chen