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Synthesizing information from multiple data sources is critical to ensure knowledge generalizability. Integrative analysis of multi-source data is challenging due to the heterogeneity across sources and data-sharing constraints due to…

Methodology · Statistics 2023-01-03 Zijian Guo , Xiudi Li , Larry Han , Tianxi Cai

In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…

Statistics Theory · Mathematics 2017-12-14 Elisabeth Gassiat , Judith Rousseau , Elodie Vernet

This paper presents a hypothesis testing method given independent samples from a number of connected populations. The method is motivated by a forestry project for monitoring change in the strength of lumber. Traditional practice has been…

Statistics Theory · Mathematics 2015-05-15 Song Cai , Jiahua Chen , James V. Zidek

This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

Multivariate meta-analysis of test accuracy studies when tests are evaluated in terms of sensitivity and specificity at more than one threshold represents an effective way to synthesize results by fully exploiting the data, if compared to…

Methodology · Statistics 2019-01-29 Annamaria Guolo , Duc Khanh To

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis , Annamaria Guolo , Cristiano Varin

Complex scientific models where the likelihood cannot be evaluated present a challenge for statistical inference. Over the past two decades, a wide range of algorithms have been proposed for learning parameters in computationally feasible…

Computation · Statistics 2021-12-16 Aden Forrow , Ruth E. Baker

We revisit empirical Bayes in the absence of a tractable likelihood function, as is typical in scientific domains relying on computer simulations. We investigate how the empirical Bayesian can make use of neural density estimators first to…

Machine Learning · Statistics 2021-03-02 Maxime Vandegar , Michael Kagan , Antoine Wehenkel , Gilles Louppe

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…

Machine Learning · Statistics 2018-06-20 Yixin Wang , Alp Kucukelbir , David M. Blei

This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…

Econometrics · Economics 2025-11-25 Oguzhan Akgun , Ryo Okui

Recently maximum pseudo-likelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudo-likelihood and likelihood…

Disordered Systems and Neural Networks · Physics 2015-06-18 Alexander Mozeika , Onur Dikmen , Joonas Piili

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

In this Letter, we strengthen and extend the connection between simulation and estimation to exploit simulation routines that do not exactly compute the probability of experimental data, known as the likelihood function. Rather, we provide…

Quantum Physics · Physics 2014-04-14 Christopher Ferrie , Christopher E. Granade

Fisher's likelihood is widely used for statistical inference for fixed unknowns. This paper aims to extend two important likelihood-based methods, namely the maximum likelihood procedure for point estimation and the confidence procedure for…

Statistics Theory · Mathematics 2025-03-03 Hangbin Lee , Youngjo Lee

In the era of big data, the explosive growth of multi-source heterogeneous data offers many exciting challenges and opportunities for improving the inference of conditional average treatment effects. In this paper, we investigate…

Machine Learning · Statistics 2022-11-02 Xinyu Li , Yilin Li , Qing Cui , Longfei Li , Jun Zhou

Conventional approaches to statistical inference preclude structures that facilitate incorporation of supplemental information acquired from similar circumstances. For example, the analysis of data obtained using perfusion computed…

Applications · Statistics 2015-11-18 Thomas A. Murray , Brian P. Hobbs , Bradley P. Carlin

This paper presents theoretical results on combining non-probability and probability survey samples through mass imputation, an approach originally proposed by Rivers (2007) as sample matching without rigorous theoretical justification.…

Methodology · Statistics 2020-11-24 Jae Kwang Kim , Seho Park , Yilin Chen , Changbao Wu

We consider statistical inference for a class of continuous semimartingale regression models based on high-frequency observations subject to contamination by finite-activity jumps and spike noise. By employing density-power weighting and…

Statistics Theory · Mathematics 2026-01-01 Shoichi Eguchi , Hiroki Masuda

Bayesian likelihood-free methods implement Bayesian inference using simulation of data from the model to substitute for intractable likelihood evaluations. Most likelihood-free inference methods replace the full data set with a summary…

Methodology · Statistics 2020-10-16 Yinan Mao , Xueou Wang , David J. Nott , Michael Evans

Statistical matching aims to integrate two statistical sources. These sources can be two samples or a sample and the entire population. If two samples have been selected from the same population and information has been collected on…

Methodology · Statistics 2023-01-04 Raphaël Jauslin , Yves Tillé