Related papers: Optimal inferential models for a Poisson mean

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…

The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound…

As Basu (1977) writes, "Eliminating nuisance parameters from a model is universally recognized as a major problem of statistics," but after more than 50 years since Basu wrote these words, the two mainstream schools of thought in statistics…

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and the sum (or equivalently the mean) of the parameters is introduced. Under…

In this work, we consider an estimation method in sparse Poisson models inspired by [1] and provide novel sign consistency results under mild conditions.

The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…

Ranking, and inferences based on ranking of a set of entities, are important problems in numerous contexts. This is especially true in small area statistics where there may be only a limited amount of directly observed data from each entity…

Posterior probabilistic statistical inference without priors is an important but so far elusive goal. Fisher's fiducial inference, Dempster-Shafer theory of belief functions, and Bayesian inference with default priors are attempts to…

Statistical modeling of point patterns is an important and common problem in several areas. The Poisson process is the most common process used for this purpose, in particular, its generalization that considers the intensity function to be…

The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…

Parameter estimation remains a challenging task across many areas of engineering. Because data acquisition can often be costly, limited, or prone to inaccuracies (noise, uncertainty) it is crucial to identify sensor configurations that…

In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…

We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

The many-normal-means problem is a classic example that motivates the development of many important inferential procedures in the history of statistics. In this short note, we consider a further special case of the problem, which involves…

Generalized linear mixed models are useful in studying hierarchical data with possibly non-Gaussian responses. However, the intractability of likelihood functions poses challenges for estimation. We develop a new method suitable for this…

Data which lie in the space $\mathcal{P}_{m\,}$, of $m \times m$ symmetric positive definite matrices, (sometimes called tensor data), play a fundamental role in applications including medical imaging, computer vision, and radar signal…