Related papers: Properties of design-based estimation under strati…
This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…
The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…
The clusters of a distribution are often defined by the connected components of a density level set. However, this definition depends on the user-specified level. We address this issue by proposing a simple, generic algorithm, which uses an…
This paper studies a two-stage model of experimentation, where the researcher first samples representative units from an eligible pool, then assigns each sampled unit to treatment or control. To implement balanced sampling and assignment,…
Improving efficiency of importance sampler is at the center of research in Monte Carlo methods. While adaptive approach is usually difficult within the Markov Chain Monte Carlo framework, the counterpart in importance sampling can be…
Transferring information from observations of a dynamical system to estimate the fixed parameters and unobserved states of a system model can be formulated as the evaluation of a discrete time path integral in model state space. The…
Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…
This paper investigates score-based diffusion models when the underlying target distribution is concentrated on or near low-dimensional manifolds within the higher-dimensional space in which they formally reside, a common characteristic of…
Motivated by problems from neuroimaging in which existing approaches make use of "mass univariate" analysis which neglects spatial structure entirely, but the full joint modelling of all quantities of interest is computationally infeasible,…
Given $iid$ observations from an unknown absolute continuous distribution defined on some domain $\Omega$, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function.…
We construct a semiparametric estimator in case-control studies where the gene and the environment are assumed to be independent. A discrete or continuous parametric distribution of the genes is assumed in the model. A discrete distribution…
A method is presented for estimating the background at a given location on a sky map by interpolating the estimated background from a set of concentric annuli which surround this location. If the background is nonuniform but smoothly…
In solving simulation-based stochastic root-finding or optimization problems that involve rare events, such as in extreme quantile estimation, running crude Monte Carlo can be prohibitively inefficient. To address this issue, importance…
We derive and analyze a generic, recursive algorithm for estimating all splits in a finite cluster tree as well as the corresponding clusters. We further investigate statistical properties of this generic clustering algorithm when it…
We construct importance sampling schemes for stochastic differential equations with small noise and fast oscillating coefficients. Standard Monte Carlo methods perform poorly for these problems in the small noise limit. With multiscale…
Adaptive sampling and planning in robotic environmental monitoring are challenging when the target environmental process varies over space and time. The underlying environmental dynamics require the planning module to integrate future…
Consider a quite arbitrary (semi)parametric model with a Euclidean parameter of interest and assume that an asymptotically (semi)parametrically efficient estimator of it is given. If the parameter of interest is known to lie on a general…
We propose a framework for global-scale canopy height estimation based on satellite data. Our model leverages advanced data preprocessing techniques, resorts to a novel loss function designed to counter geolocation inaccuracies inherent in…
Design of experiments, random search, initialization of population-based methods, or sampling inside an epoch of an evolutionary algorithm use a sample drawn according to some probability distribution for approximating the location of an…