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We construct effective Hamiltonians which despite their apparently nonrelativistic form incorporate relativistic effects by involving parameters which depend on the relevant momentum. For some potentials the corresponding energy eigenvalues…
We consider the gamma process perturbed by a Brownian motion (independent of the gamma process) as a degradation model. Parameters estimation is studied here. We assume that $n$ independent items are observed at irregular instants. From…
The study of mixture models constitutes a large domain of research in statistics. In the first part of this work, we present phi-divergences and the existing methods which produce robust estimators. We are more particularly interested in…
In an instrumental variable model, the score statistic can be bounded for any alternative in parts of the parameter space. These regions involve a constraint on the first-stage regression coefficients and the reduced-form covariance matrix.…
Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…
Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…
Inference for the parameters indexing generalised linear models is routinely based on the assumption that the model is correct and a priori specified. This is unsatisfactory because the chosen model is usually the result of a data-adaptive…
Transfer learning has emerged as a highly sought-after and actively pursued research area within the statistical community. The core concept of transfer learning involves leveraging insights and information from auxiliary datasets to…
Two-stage hierarchical models have been widely used in small area estimation to produce indirect estimates of areal means. When the areas are treated exchangeably and the model parameters are assumed to be the same over all areas, we might…
Energy-based models (EBMs) are generative models that are usually trained via maximum likelihood estimation. This approach becomes challenging in generic situations where the trained energy is non-convex, due to the need to sample the Gibbs…
We consider conditional estimation in two-stage sample size adjustable designs and the following bias. More specifically, we consider a design which permits raising the sample size when interim results look rather promising, and, which…
This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…
We introduce a broad class of models called semiparametric spatial point process for making inference between spatial point patterns and spatial covariates. These models feature an intensity function with both parametric and nonparametric…
Barndorff-Nielsen and Cox (1994, p.319) modify an estimative prediction limit to obtain an improved prediction limit with better coverage properties. Kabaila and Syuhada (2008) present a simulation-based approximation to this improved…
We study convex empirical risk minimization for high-dimensional inference in binary models. Our first result sharply predicts the statistical performance of such estimators in the linear asymptotic regime under isotropic Gaussian features.…
We perform a nonperturbative study of the electroweak phase transition (EWPT) in the two Higgs doublet model (2HDM) by deriving a dimensionally reduced high-temperature effective theory for the model, and matching to known results for the…
We present improved methods for calculating confidence intervals and $p$-values in situations where standard asymptotic approaches fail due to small sample sizes. We apply these techniques to a specific class of statistical model that can…
Double descent refers to the phase transition that is exhibited by the generalization error of unregularized learning models when varying the ratio between the number of parameters and the number of training samples. The recent success of…
We examine the performance of efficient and AIPW estimators under two-phase sampling when the complete-data model is nearly correctly specified, in the sense that the misspecification is not reliably detectable from the data by any possible…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…