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The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…

Methodology · Statistics 2019-01-01 Claudia Di Caterina , Giuliana Cortese , Nicola Sartori

A probability model exhibits instability if small changes in a data outcome result in large, and often unanticipated, changes in probability. This instability is a property of the probability model, given by a distributional form and a…

Statistics Theory · Mathematics 2019-11-18 Andee Kaplan , Daniel Nordman , Stephen Vardeman

Multimodal sentiment analysis is an important area for understanding the user's internal states. Deep learning methods were effective, but the problem of poor interpretability has gradually gained attention. Previous works have attempted to…

Computation and Language · Computer Science 2023-05-15 Sixia Li , Shogo Okada

We propose an efficient sensitivity analysis method for a wide class of colored noise-driven interacting particle systems (IPS). Our method is based on unperturbed simulations and significantly extends the Malliavin weight sampling method…

Probability · Mathematics 2024-06-18 Josselin Garnier , Harry L. F. Ip , Laurent Mertz

A classical problem of statistical inference is the valid specification of a model that can account for the statistical dependencies between observations when the true structure is dense, intractable, or unknown. To address this problem, a…

Statistics Theory · Mathematics 2023-10-19 Shane Sparkes , Lu Zhang

Survival analysis holds a crucial role across diverse disciplines, such as economics, engineering and healthcare. It empowers researchers to analyze both time-invariant and time-varying data, encompassing phenomena like customer churn,…

Large language models (LLMs) have demonstrated impressive capabilities across various tasks, but their performance is highly sensitive to the prompts utilized. This variability poses challenges for accurate assessment and user satisfaction.…

Computation and Language · Computer Science 2024-10-17 Jingming Zhuo , Songyang Zhang , Xinyu Fang , Haodong Duan , Dahua Lin , Kai Chen

Sensitivity Analysis is a framework to assess how conclusions drawn from missing outcome data may be vulnerable to departures from untestable underlying assumptions. We extend the E-value, a popular metric for quantifying robustness of…

Methodology · Statistics 2021-08-31 Wu Xue , Abbas Zaidi

Empirical causal claims depend on many analyst decisions, from selecting covariates to choosing estimators. Existing robustness tools summarize how results vary across these choices, but, to the best of our knowledge, do not answer:…

Methodology · Statistics 2026-05-05 Hoang Dang , Luan Pham , Minh Nguyen

Density matrix perturbation theory based on recursive Fermi-operator expansions provides a computationally efficient framework for time-independent response calculations in quantum chemistry and materials science. From a perturbation in the…

Quantum Physics · Physics 2024-09-26 Anders M. N. Niklasson , Adela Habib , Joshua Finkelstein , Emanuel H. Rubensson

Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…

Probability · Mathematics 2018-03-28 Carsten Hartmann , Christof Schütte , Marcus Weber , Wei Zhang

We present a method to analyze sensitivity of frequentist inferences to potential nonignorability of the missingness mechanism. Rather than starting from the selection model, as is typical in such analyses, we assume that the missingness…

Methodology · Statistics 2023-02-09 Heng Chen , Daniel F. Heitjan

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…

Robotics · Computer Science 2020-05-27 Lucas Barcelos , Rafael Oliveira , Rafael Possas , Lionel Ott , Fabio Ramos

Variance based global sensitivity analysis measures the relevance of inputs to a single output using Sobol' indices. This paper extends the definition in a natural way to multiple outputs, directly measuring the relevance of inputs to the…

Statistics Theory · Mathematics 2025-03-25 Robert A. Milton , Solomon F. Brown

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Statistics Theory · Mathematics 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

Significant progress has been made for assessing the influence of porosity on the performance metrics for cast components through various modeling techniques. However, a computationally efficient framework to account for porosity with…

Computational Engineering, Finance, and Science · Computer Science 2022-04-05 Shiguang Deng , Carl Soderhjelm , Diran Apelian , Krishnan Suresh

Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

One strength of modern language models is their ability to incorporate information from a user-input context when answering queries. However, they are not equally sensitive to the subtle changes to that context. To quantify this, Du et al.…

Computation and Language · Computer Science 2024-10-21 Tianyu Liu , Kevin Du , Mrinmaya Sachan , Ryan Cotterell

Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

Optimization and Control · Mathematics 2021-02-23 Jon Cockayne , Andrew B. Duncan