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In this paper we propose and discuss variance reduction techniques for the estimation of quantiles of the output of a complex model with random input parameters. These techniques are based on the use of a reduced model, such as a metamodel…

Methodology · Statistics 2009-01-27 Claire Cannamela , Josselin Garnier , Bertrand Iooss

Propensity score (PS) methods are widely used to estimate treatment effects in non-randomized studies. Variance is typically estimated using sandwich or bootstrap methods, which can either treat the PS as estimated or fixed. The latter is…

Methodology · Statistics 2025-11-17 Baoshan Zhang , Sean M. O'Brien , Yuan Wu , Laine E. Thomas

The integrated conditional moment (ICM) test is a classical and widely used method for assessing the adequacy of regression models. Although it performs well in fixed-dimension settings, its behavior changes dramatically when the predictor…

Methodology · Statistics 2026-04-17 Yue Hu , Haiqi Li , Xintao Xia

Measurements of resonant tunneling through a localized impurity state are used to probe fluctuations in the local density of states of heavily doped GaAs. The measured differential conductance is analyzed in terms of correlation functions…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 J. Könemann , P. König , T. Schmidt , E. McCann , V. I. Fal'ko , R. J. Haug

This paper considers binary and multilabel classification problems in a setting where labels are missing independently and with a known rate. Missing labels are a ubiquitous phenomenon in extreme multi-label classification (XMC) tasks, such…

Machine Learning · Computer Science 2021-09-24 Erik Schultheis , Rohit Babbar

Value-at-Risk (VaR) estimation at high confidence levels is inherently a rare-event problem and is particularly sensitive to tail behavior and model misspecification. This paper studies the performance of two simulation-based VaR estimation…

Risk Management · Quantitative Finance 2026-01-16 Aditri

The reparameterization trick is widely used in variational inference as it yields more accurate estimates of the gradient of the variational objective than alternative approaches such as the score function method. Although there is…

Machine Learning · Statistics 2018-12-31 Ming Xu , Matias Quiroz , Robert Kohn , Scott A. Sisson

In this paper we develop a Bayesian statistical inference approach to the unified analysis of isobaric labelled MS/MS proteomic data across multiple experiments. An explicit probabilistic model of the log-intensity of the isobaric labels'…

Applications · Statistics 2014-07-25 Howsun Jow , Richard J. Boys , Darren J. Wilkinson

In this paper, we propose a novel approach to detect heteroskedasticity in regression models with regressors contaminated by measurement error. Specifically, inspired by the integrated conditional moment (ICM) approach, we construct test…

Econometrics · Economics 2026-05-20 Xiaojun Song , Jichao Yuan

Task vectors capture how a model changes during fine-tuning by recording the difference between pre-trained and task-specific weights. The composition of task vectors, a key operator in task arithmetic, enables models to integrate knowledge…

Machine Learning · Computer Science 2025-09-24 Boyuan Zhang , Yingjun Du , Xiantong Zhen , Ling Shao

We examine the problem of construction of confidence intervals within the basic single-parameter, single-iteration variation of the method of quasi-optimal weights. Two kinds of distortions of such intervals due to insufficiently large…

Data Analysis, Statistics and Probability · Physics 2020-05-27 A. D. Morozov , A. V. Lokhov , F. V. Tkachov

Many lifestyle intervention trials depend on collecting self-reported outcomes, like dietary intake, to assess the intervention's effectiveness. Self-reported outcome measures are subject to measurement error, which could impact treatment…

Methodology · Statistics 2020-04-06 Benjamin Ackerman , Juned Siddique , Elizabeth A. Stuart

The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…

Biological Physics · Physics 2007-05-23 M. R. Jarvis , P. P. Mitra

Characterizing a system often demands learning its response function to an applied field. Such knowledge is rooted on the experimental evaluation of punctual fiducial response and interpolation to access prediction at arbitrary values.…

Quantum Physics · Physics 2021-04-07 Ilaria Gianani , Francesco Albarelli , Valeria Cimini , Marco Barbieri

Consider a sequence of real data points $X_1,\ldots, X_n$ with underlying means $\theta^*_1,\dots,\theta^*_n$. This paper starts from studying the setting that $\theta^*_i$ is both piecewise constant and monotone as a function of the index…

Statistics Theory · Mathematics 2019-08-05 Chao Gao , Fang Han , Cun-Hui Zhang

Multivariate change point detection is the process of identifying distributional shifts in time-ordered data across multiple features. This task is particularly challenging when the number of features is large relative to the number of…

Measurement quality assurance (QA) practices play a key role in the safe use of Intensity Modulated Radiation Therapies (IMRT) for cancer treatment. These practices have reduced measurement-based IMRT QA failure below 1%. However, these…

Machine Learning · Computer Science 2025-01-16 Kevin He , David Adam , Sarah Han-Oh , Anqi Liu

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

In practice, observations are often contaminated by noise, making the resulting sample covariance matrix to be an information-plus-noise-type covariance matrix. Aiming to make inferences about the spectra of the underlying true covariance…

Statistics Theory · Mathematics 2015-08-25 Ningning Xia , Xinghua Zheng

Extending our prior work, we propose a multi-energy X-ray measurement model incorporating material variability with energy correlations to enable the analysis and exploration of the performance of X-ray imaging and sensing systems. Based on…

Signal Processing · Electrical Eng. & Systems 2020-02-26 Yijun Ding , Amit Ashok