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Several application domains require formal but flexible approaches to the comparison problem. Different process models that cannot be related by behavioral equivalences should be compared via a quantitative notion of similarity, which is…
Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…
Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…
Monte Carlo permutation tests are a cornerstone of valid, model-free statistical inference. A widely held practical intuition is that increasing the number of sampled permutations improves test performance, in particular that statistical…
We introduce MCCE: Monte Carlo sampling of valid and realistic Counterfactual Explanations for tabular data, a novel counterfactual explanation method that generates on-manifold, actionable and valid counterfactuals by modeling the joint…
In many applications common in testing for convergence the number of cross-sectional units is large and the number of time periods are few. In these situations asymptotic tests based on an omnibus null hypothesis are characterised by a…
In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life…
In this paper, we develop robust estimators and tests for one-shot device testing under proportional hazards assumption based on divergence measures. Through a detailed Monte Carlo simulation study and a numerical example, the developed…
It is demonstrated using Monte Carlo simulation that in different nucleus$-$nucleus collision samples, the increase of the fluctuation of event factorial moments with decreasing phase space scale, called erraticity, is still dominated by…
DUS transformation of lifetime distributions received attention by engineers and researchers in recent years. The present study introduces a new class of distribution using exponentiation of DUS transformation. A new distribution using the…
An efficient approach of measuring the absolute free energy in parallel tempering Monte Carlo using the exponential averaging method is discussed and the results are compared with those of population annealing Monte Carlo using the…
We revisit the family of goodness-of-fit tests for exponentiality based on the mean residual life time proposed by Baringhaus & Henze (2008). We motivate the test statistic by a characterisation of Shanbhag (1970) and provide an alternative…
In this article, we propose a new class of consistent tests for $p$-variate normality. These tests are based on the characterization of the standard multivariate normal distribution, that the Hessian of the corresponding cumulant generating…
This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…
Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…
Theory testing in the physical sciences has been revolutionized in recent decades by Bayesian approaches to probability theory. Here, I will consider Bayesian approaches to theory extensions, that is, theories like inflation which aim to…
We study e-values for quantifying evidence against exchangeability and general invariance of a random variable under a compact group. We start by characterizing such e-values, and explaining how they nest traditional group invariance tests…
Classical tests are available for the two-sample test of correspondence of distribution functions. From these, the Kolmogorov-Smirnov test provides also the graphical interpretation of the test results, in different forms. Here, we propose…
In the evaluation of treatment effects, it is of major policy interest to know if the treatment is beneficial for some and harmful for others, a phenomenon known as qualitative interaction. We formulate this question as a multiple testing…
We use Bayesian model selection techniques to test extensions of the standard flat LambdaCDM paradigm. Dark-energy and curvature scenarios, and primordial perturbation models are considered. To that end, we calculate the Bayesian evidence…