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We test three common information criteria (IC) for selecting the order of a Hawkes process with an intensity kernel that can be expressed as a mixture of exponential terms. These processes find application in high-frequency financial data…

Statistical Finance · Quantitative Finance 2017-04-05 J. M. Chen , A. G. Hawkes , E. Scalas , M. Trinh

We present a probabilistic ranking model to identify the optimal treatment in multiple-response experiments. In contemporary practice, treatments are applied over individuals with the goal of achieving multiple ideal properties on them…

In statistical modeling area, the Akaike information criterion AIC, is a widely known and extensively used tool for model choice. The {\phi}-divergence test statistic is a recently developed tool for statistical model selection. The…

Methodology · Statistics 2011-10-28 Papa Ngom , Bertrand Ntep

The theoretical foundation for a number of model selection criteria is established in the context of inhomogeneous point processes and under various asymptotic settings: infill, increasing domain, and combinations of these. For…

Statistics Theory · Mathematics 2021-06-11 Achmad Choiruddin , Jean-François Coeurjolly , Rasmus Waagepetersen

Modeling unknown systems from data is a precursor of system optimization and sequential decision making. In this paper, we focus on learning a Markov model from a single trajectory of states. Suppose that the transition model has a small…

Methodology · Statistics 2020-11-30 Ziwei Zhu , Xudong Li , Mengdi Wang , Anru Zhang

Model selection in linear regression models is a major challenge when dealing with high-dimensional data where the number of available measurements (sample size) is much smaller than the dimension of the parameter space. Traditional methods…

Signal Processing · Electrical Eng. & Systems 2023-07-05 Prakash B. Gohain , Magnus Jansson

Estimation of quantum states and measurements is crucial for the implementation of quantum information protocols. The standard method for each is quantum tomography. However, quantum tomography suffers from systematic errors caused by…

Quantum Physics · Physics 2018-10-19 Adam C. Keith , Charles H. Baldwin , Scott Glancy , E. Knill

Regression models fitted to data can be assessed on their goodness of fit, though models with many parameters should be disfavored to prevent over-fitting. Statisticians' tools for this are little known to physical scientists. These include…

Methodology · Statistics 2013-05-28 Robert S. Maier

We experimentally analyzed the statistical errors in quantum-state estimation and examined whether their lower bound, which is derived from the Cramer-Rao inequality, can be truly attained or not. In the experiments, polarization states of…

Quantum Physics · Physics 2013-05-29 Koji Usami , Yoshihiro Nambu , Yoshiyuki Tsuda , Keiji Matsumoto , Kazuo Nakamura

Occupancy models are typically used to determine the probability of a species being present at a given site while accounting for imperfect detection. The survey data underlying these models often include information on several predictors…

Methodology · Statistics 2016-05-09 Daniel Taylor-Rodriguez , Andrew Womack , Claudio Fuentes , Nikolay Bliznyuk

A key issue in statistics and machine learning is to automatically select the "right" model complexity, e.g., the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with…

Machine Learning · Computer Science 2010-10-04 Marcus Hutter , Minh-Ngoc Tran

Popular statistical software provides Bayesian information criterion (BIC) for multilevel models or linear mixed models. However, it has been observed that the combination of statistical literature and software documentation has led to…

Methodology · Statistics 2022-06-24 Sun-Joo Cho , Hao Wu , Matthew Naveiras

Performing model selection between Gibbs random fields is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical or numerical methods.…

Computation · Statistics 2019-09-04 Julien Stoehr , Jean-Michel Marin , Pierre Pudlo

Quantum phase classification is a fundamental problem in quantum many-body physics, traditionally approached using order parameters or quantum machine learning techniques such as quantum convolutional neural networks (QCNNs). However, these…

Quantum Physics · Physics 2026-02-05 Akira Tanji , Hiroshi Yano , Naoki Yamamoto

A new class of general exponential ranking models is introduced which we label angle-based models for ranking data. A consensus score vector is assumed, which assigns scores to a set of items, where the scores reflect a consensus view of…

Methodology · Statistics 2017-12-27 Hang Xu , Mayer Alvo , Philip L. H. Yu

Multilevel linear models allow flexible statistical modelling of complex data with different levels of stratification. Identifying the most appropriate model from the large set of possible candidates is a challenging problem. In the…

Methodology · Statistics 2022-11-15 Tom Edinburgh , Ari Ercole , Stephen J. Eglen

This paper describes an algorithm for selecting a consistent set within the consistent histories approach to quantum mechanics and investigates its properties. The algorithm uses a maximum information principle to select from among the…

Quantum Physics · Physics 2009-10-30 Jim McElwaine

Model selection is critical in the modern statistics and machine learning community. However, most existing works do not apply to heavy-tailed data, which are commonly encountered in real applications, such as the single-cell multiomics…

Methodology · Statistics 2023-05-11 Zhanrui Cai

State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…

Methodology · Statistics 2025-02-04 Yuxiong Gao , Wentao Li , Rong Chen

Despite the availability of numerous statistical and machine learning tools for joint feature modeling, many scientists investigate features marginally, i.e., one feature at a time. This is partly due to training and convention but also…

Methodology · Statistics 2021-12-01 Jingyi Jessica Li , Yiling Chen , Xin Tong