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Adaptive confidence balls are constructed for individual resolution levels as well as the entire mean vector in a multiresolution framework. Finite sample lower bounds are given for the minimum expected squared radius for confidence balls…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

This paper is an extension of Part I of a series about Nu-class multifunctions. A method is presented for computing the integrated mean-squared prediction error (IMSPE) in the design of computer experiments, when the prediction domain is a…

Methodology · Statistics 2019-05-21 Nikoloz Chkonia , Selden Crary

The geometric formulation of fiducial probability employed in this paper is an improvement over the usual pivotal quantity formulation. For a single parameter and single observation, the new formulation is based on the geometric properties…

Statistics Theory · Mathematics 2012-09-03 Paul Gunther

In this article we introduce two new estimates of the normalizing constant (or marginal likelihood) for partially observed diffusion (POD) processes, with discrete observations. One estimate is biased but non-negative and the other is…

Computation · Statistics 2016-05-18 Ajay Jasra , Kengo Kamatani , Prince Prepah Osei , Yan Zhou

The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assigning different weights to the losses of different sample…

Optimization and Control · Mathematics 2024-07-23 Yuze Ge , Rujun Jiang

Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk directly in proportion to their variances in Efron and…

Statistics Theory · Mathematics 2015-05-29 Zhiqiang Tan

We consider a discrete time stochastic model with infinite variance and study the mean estimation problem as in Wang and Ramdas (2023). We refine the Catoni-type confidence sequence (abbr. CS) and use an idea of Bhatt et al. (2022) to…

Statistics Theory · Mathematics 2024-09-10 Chengfu Wei , Jordan Stoyanov , Yiming Chen , Zijun Chen

Corrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a…

Statistics Theory · Mathematics 2007-06-13 R. C. Weng , D. S. Coad

Rating systems are ubiquitous, with applications ranging from product recommendation to teaching evaluations. Confidence intervals for functionals of rating data such as empirical means or quantiles are critical to decision-making in…

Statistics Theory · Mathematics 2019-12-10 Robert Nowak , Ervin Tánczos

Standard confidence intervals employed in applied statistical analysis are usually based on asymptotic approximations. Such approximations can be considerably inaccurate in small and moderate sized samples. We derive accurate confidence…

Statistics Theory · Mathematics 2020-12-14 Eliane C. Pinheiro , Silvia L. P. Ferrari , Francisco M. C. Medeiros

We propose an improved effective-medium theory to obtain the concentration dependence of the viscosity of particle suspensions at arbitrary volume fractions. Our methodology can be applied, in principle, to any particle shape as long as the…

Soft Condensed Matter · Physics 2010-06-01 I. Santamaria-Holek , Carlos I. Mendoza

The decomposition of the cosmic shear field into E- and B-mode is an important diagnostic in weak gravitational lensing. However, commonly used techniques to perform this separation suffer from mode-mixing on very small or very large…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-13 Liping Fu , Martin Kilbinger

Let $\mu$ be a Gaussian measure (say, on ${\bf R}^n$) and let $K, L \subset {\bf R}^n$ be such that K is convex, $L$ is a "layer" (i.e. $L = \{x : a \leq < x,u > \leq b \}$ for some $a$, $b \in {\bf R}$ and $u \in {\bf R}^n$) and the…

Functional Analysis · Mathematics 2009-09-25 Stanislaw J. Szarek , Elisabeth Werner

This paper presents a method for constructing uniform confidence bands for the marginal treatment effect (MTE) function. The shape of the MTE function offers insight into how the unobserved propensity to receive treatment is related to the…

Econometrics · Economics 2025-09-23 Toshiki Tsuda , Yanchun Jin , Ryo Okui

The current methods available to estimate gravitational shear from astronomical images of galaxies introduce systematic errors which can affect the accuracy of weak lensing cosmological constraints. We study the impact of KSB shape…

We propose a transform for signals defined on the sphere that reveals their localized directional content in the spatio-spectral domain when used in conjunction with an asymmetric window function. We call this transform the directional…

Information Theory · Computer Science 2013-04-23 Z. Khalid , R. A. Kennedy , S. Durrani , P. Sadeghi , Y. Wiaux , J. D. McEwen

We improve and extend persistence spheres, introduced in~\cite{pegoraro2025persistence}. Persistence spheres map an integrable measure $\mu$ on the upper half-plane, including persistence diagrams (PDs) as counting measures, to a function…

Machine Learning · Statistics 2026-03-17 Matteo Pegoraro

We construct examples of embedded flexible cross-polytopes in the spheres of all dimensions. These examples are interesting from two points of view. First, in dimensions 4 and higher, they are the first examples of embedded flexible…

Metric Geometry · Mathematics 2024-11-20 Alexander A. Gaifullin

We study the problem of estimating the score function of an unknown probability distribution $\rho^*$ from $n$ independent and identically distributed observations in $d$ dimensions. Assuming that $\rho^*$ is subgaussian and has a…

Statistics Theory · Mathematics 2024-06-13 Andre Wibisono , Yihong Wu , Kaylee Yingxi Yang

The integrating sphere (IS) is an indispensable tool for measuring transmission and scattering of materials and their colorimetry, as well as other photometric tasks. The accuracy of its data depends critically on port sizes used for…

Optics · Physics 2023-09-28 A. M. Bratkovsky