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This paper considers Importance Sampling (IS) for the estimation of tail risks of a loss defined in terms of a sophisticated object such as a machine learning feature map or a mixed integer linear optimisation formulation. Assuming only…

Risk Management · Quantitative Finance 2021-06-21 Anand Deo , Karthyek Murthy

An important step of modeling spatially-referenced data is appropriately specifying the second order properties of the random field. A scientist developing a model for spatial data has a number of options regarding the nature of the…

Computation · Statistics 2015-11-17 Zachary D. Weller

An importance sampling method based on Generalized Feynman-Kac method has been used to calculate the mean values of quantum observables from quantum correlation functions for many body systems both at zero and finite temperature.…

Quantum Physics · Physics 2023-01-11 Sumita Datta

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

Methodology · Statistics 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen

In comparative proteomics studies, LC-MS/MS data is generally quantified using one or both of two measures: the spectral count, derived from the identification of MS/MS spectra, or some measure of ion abundance derived from the LC-MS data.…

Applications · Statistics 2015-03-19 Thomas I. Milac , Timothy W. Randolph , Pei Wang

Cross-validation under sample selection bias can, in principle, be done by importance-weighting the empirical risk. However, the importance-weighted risk estimator produces sub-optimal hyperparameter estimates in problem settings where…

Machine Learning · Computer Science 2019-08-28 Wouter M. Kouw , Jesse H. Krijthe , Marco Loog

A model is proposed for the statistical analysis of arbitrary-strength quantum measurements, based on a picture of "sampling weak values" from different configurations of the system. The model is comprised of two elements: a "local weak…

Quantum Physics · Physics 2007-05-23 Alonso Botero

In real data, missing values occur frequently, which affects the interpretation with interpretable machine learning (IML) methods. Recent work considers bias and shows that model explanations may differ between imputation methods, while…

Machine Learning · Statistics 2025-12-22 Pegah Golchian , Marvin N. Wright

Models and methods that are able to accurately and efficiently predict the flows of low-speed rarefied gases are in high demand, due to the increasing ability to manufacture devices at micro and nano scales. One such model and method is a…

Computational Physics · Physics 2016-09-21 Benjamin Collyer , Colm Connaughton , Duncan Lockerby

While variable selection has received extensive attention in the literature, its exploration in the presence of response measurement error remains underexplored. In this paper, we investigate this important problem within the context of…

Methodology · Statistics 2026-03-17 Hui Guo , Grace Y. Yi , Boyu Wang

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression…

Statistics Theory · Mathematics 2013-02-15 Hervé Cardot , Camelia Goga , Pauline Lardin

We develop parametric classes of covariance functions on linear networks and their extension to graphs with Euclidean edges, i.e., graphs with edges viewed as line segments or more general sets with a coordinate system allowing us to…

Statistics Theory · Mathematics 2019-05-03 Ethan Anderes , Jesper Møller , Jakob G. Rasmussen

This paper proposes a framework for evaluating the statistical precision of measurement methods from interlaboratory studies where the outcome is a dose-response relationship summarized by a regression line. For such measurement methods,…

Applications · Statistics 2026-05-13 Jun-ichi Takeshita , Yuto Ikeuchi , Tomomichi Suzuki

It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…

General Physics · Physics 2022-10-10 Mikhail Batanov-Gaukhman

In the analysis of observational studies, inverse probability weighting (IPW) is commonly used to consistently estimate the average treatment effect (ATE) or the average treatment effect in the treated (ATT). The variance of the IPW ATE…

Methodology · Statistics 2020-11-25 Sarah A. Reifeis , Michael G. Hudgens

This paper indicates that the sensitivity and accuracy of an infrared radiometer for emissivity measurements depends not only on its design and the measurement method, but also on the spurious radiation. This spurious radiation must be…

A platform trial with a master protocol provides an infrastructure to ethically and efficiently evaluate multiple treatment options in multiple diseases. Given that certain study drugs can enter or exit a platform trial, the randomization…

Methodology · Statistics 2025-07-15 Tianyu Zhan , Jane Zhang , Lei Shu , Yihua Gu

Evaluating blocked randomized experiments from a potential outcomes perspective has two primary branches of work. The first focuses on larger blocks, with multiple treatment and control units in each block. The second focuses on matched…

Methodology · Statistics 2024-05-31 Nicole E. Pashley , Luke W. Miratrix

The variance of the concentration in a sample can be estimated using knowledge of the particle masses, concentrations and the parameter for the dependent selection of particles. A number of variance estimators are constructed including a…

Applications · Statistics 2010-05-18 B. Geelhoed
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