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We develop two analytic approaches to solve D-optimal approximate designs under generalized linear models. The first approach provides analytic D-optimal allocations for generalized linear models with two factors, which include as a special…

Computation · Statistics 2013-10-14 Liping Tong , Hans W. Volkmer , Jie Yang

Constructing a differentially private (DP) estimator requires deriving the maximum influence of an observation, which can be difficult in the absence of exogenous bounds on the input data or the estimator, especially in high dimensional…

Machine Learning · Statistics 2022-07-27 Ryan Cumings-Menon

We present two analytical formulae for estimating the sensitivity -- namely, the gradient or Jacobian -- at given realizations of an arbitrary-dimensional random vector with respect to its distributional parameters. The first formula…

Machine Learning · Statistics 2025-08-14 Pi-Yueh Chuang , Ahmed Attia , Emil Constantinescu

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

We calculate the explicit probability distribution function for the flux between sites in a simple discrete time diffusive system composed of independent random walkers. We highlight some of the features of the distribution and we discuss…

Statistical Mechanics · Physics 2007-05-23 Alba Margarita Resendiz Antonio , Hernan Larralde

The bifactor model and its extensions are multidimensional latent variable models, under which each item measures up to one subdimension on top of the primary dimension(s). Despite their wide applications to educational and psychological…

Statistics Theory · Mathematics 2020-12-23 Guanhua Fang , Xin Xu , Jinxin Guo , Zhiliang Ying , Susu Zhang

This paper is concerned with developing a 2-dimensional analogue of the notion of an ordinary discrete fibration. A definition is proposed, and it is shown that such discrete 2-fibrations correspond via a 2-equivalence to certain…

Category Theory · Mathematics 2020-01-31 Michael Lambert

We study two numerical approximations of solutions of nonlocal diffusion evolution problems which are inspired in algorithms for computing the bilateral denoising filtering of an image, and which are based on functional rearrangements and…

Numerical Analysis · Mathematics 2024-01-26 Gonzalo Galiano

This work proposes block-coordinate fixed point algorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fej\'er monotonicity, which is thoroughly…

Optimization and Control · Mathematics 2015-04-20 Patrick L. Combettes , Jean-Christophe Pesquet

After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of $I$-projections in the sense of \cite{Csi75} as a sound way to attempt to…

Methodology · Statistics 2024-06-18 Ivan Kojadinovic , Tommaso Martini

We investigate the wave-optical light scattering properties of deformed thin circular films of constant thickness using the discrete-dipole approximation. Effects on the intensity distribution of the scattered light due to different…

Optics · Physics 2020-10-09 Hannu Parviainen , Kari Lumme

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

Statistics Theory · Mathematics 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

In this paper we study saturated fractions of a two-factor design under the simple effect model. In particular, we define a criterion to check whether a given fraction is saturated or not, and we compute the number of saturated fractions.…

Statistics Theory · Mathematics 2012-07-13 Roberto Fontana , Fabio Rapallo , Maria Piera Rogantin

Intractable posterior distributions of parameters with intractable normalizing constants depending upon the parameters are known as doubly intractable posterior distributions. The terminology itself indicates that obtaining Bayesian…

Computation · Statistics 2021-12-16 Sourabh Bhattacharya

This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation…

Probability · Mathematics 2010-08-20 Antoine Gloria , Jean-Christophe Mourrat

The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…

Chaotic Dynamics · Physics 2009-11-07 L. Biferale , M. Cencini , A. Lanotte , D. Vergni , A. Vulpiani

The problem of crack pattern formation due to thermal shock loading at the surface of half-space is solved numerically using two-dimensional boundary element method. The results of numerical simulations with 100-200 random simultaneously…

Materials Science · Physics 2022-02-09 Sergejs Tarasovs , Ahmad Ghassemi

In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Information Theory · Computer Science 2018-12-07 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of $n$ independent random vectors) for normal and non-normal limits, measured using smooth test functions. For normal…

Statistics Theory · Mathematics 2023-05-11 Robert E. Gaunt , Heather Sutcliffe