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In several interesting applications one is faced with the problem of simultaneous binary hypothesis testing and parameter estimation. Although such joint problems are not infrequent, there exist no systematic analysis in the literature that…

Statistics Theory · Mathematics 2009-11-25 George V. Moustakides

While calibration of probabilistic predictions has been widely studied, this paper rather addresses calibration of likelihood functions. This has been discussed, especially in biometrics, in cases with only two exhaustive and mutually…

Machine Learning · Computer Science 2025-09-04 Paul-Gauthier Noé , Andreas Nautsch , Driss Matrouf , Pierre-Michel Bousquet , Jean-François Bonastre

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

Relational models generalize log-linear models to arbitrary discrete sample spaces by specifying effects associated with any subsets of their cells. A relational model may include an overall effect, pertaining to every cell after a…

Methodology · Statistics 2019-05-17 Anna Klimova , Tamás Rudas

Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…

Methodology · Statistics 2020-05-13 Jesse Hemerik , Jelle J Goeman , Livio Finos

Numerous studies have been devoted to the estimation and inference problems for functional linear models (FLM). However, few works focus on model checking problem that ensures the reliability of results. Limited tests in this area do not…

Methodology · Statistics 2022-06-07 Enze Shi , Yi Liu , Ke Sun , Lingzhu Li , Linglong Kong

In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…

Statistics Theory · Mathematics 2014-05-22 Gabriela Ciuperca , Zahraa Salloum

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Oftentimes, the number of observations is small, and it is thus important to…

Methodology · Statistics 2011-08-05 Tatiane F. N. Melo , Silvia L. P. Ferrari , Francisco Cribari-Neto

We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…

Statistics Theory · Mathematics 2013-07-12 Piet Groeneboom

We propose a kernel-based nonparametric test of relative goodness of fit, where the goal is to compare two models, both of which may have unobserved latent variables, such that the marginal distribution of the observed variables is…

Machine Learning · Statistics 2023-05-10 Heishiro Kanagawa , Wittawat Jitkrittum , Lester Mackey , Kenji Fukumizu , Arthur Gretton

We compare classification and regression tasks in an overparameterized linear model with Gaussian features. On the one hand, we show that with sufficient overparameterization all training points are support vectors: solutions obtained by…

Machine Learning · Computer Science 2021-10-15 Vidya Muthukumar , Adhyyan Narang , Vignesh Subramanian , Mikhail Belkin , Daniel Hsu , Anant Sahai

I propose two U-statistics to test coefficients in generalized linear models. One of them is used to deal with global hypothesis and the other one to test with the nuisance parameter. Both the statistics proposed are within high-dimensional…

Applications · Statistics 2013-12-03 Gong Zi Jiang Nan

Searches for unknown physics and decisions between competing astrophysical models to explain data both rely on statistical hypothesis testing. The usual approach in searches for new physical phenomena is based on the statistical Likelihood…

Data Analysis, Statistics and Probability · Physics 2016-02-22 Sara Algeri , Jan Conrad , David A. van Dyk

Uncertainty estimation (UE) of generative large language models (LLMs) is crucial for evaluating the reliability of generated sequences. A significant subset of UE methods utilize token probabilities to assess uncertainty, aggregating…

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

With the improvement in the quantity and quality of remote sensing images, content-based remote sensing object retrieval (CBRSOR) has become an increasingly important topic. However, existing CBRSOR methods neglect the utilization of global…

Computer Vision and Pattern Recognition · Computer Science 2024-10-10 Linping Zhang , Yu Liu , Xueqian Wang , Gang Li , You He

Scalar-on-function linear models are commonly used to regress functional predictors on a scalar response. However, functional models are more difficult to estimate and interpret than traditional linear models, and may be unnecessarily…

Methodology · Statistics 2019-06-13 Stephanie T. Chen , Luo Xiao , Ana-Maria Staicu

This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…

Probability · Mathematics 2010-06-16 Pascal Bianchi , Merouane Debbah , Mylène Maïda , Jamal Najim

We show that the mean-model parameter is always orthogonal to the error distribution in generalized linear models. Thus, the maximum likelihood estimator of the mean-model parameter will be asymptotically efficient regardless of whether the…

Methodology · Statistics 2020-10-08 Alan Huang , Paul J. Rathouz