Related papers: Two-sample extended empirical likelihood for estim…
In this paper, we propose considering an exact likelihood score (ELS) test for non-inferiority comparison and we derive its test-based confidence interval for the difference between two independent binomial proportions. The p-value for this…
Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…
Quantum multiparameter estimation focuses on the simultaneous inference of multiple parameters in quantum systems through measurement and data processing. Its complexity stems from two key factors: measurement incompatibility and parameter…
We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…
This paper develops several interesting, significant, and interconnected approaches to nonparametric or semi-parametric statistical inferences. The overwhelmingly favoured maximum likelihood estimator (MLE) under parametric model is…
Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…
In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…
We develop a systematic derivation for the Limber approximation to the angular cross-power spectrum of two random fields, as a series expansion in 1/(\ell+1/2). This extended Limber approximation can be used to test the accuracy of the…
We propose a two-sample test for large-dimensional covariance matrices in generalized elliptical models. The test statistic is based on a U-statistic estimator of the squared Frobenius norm of the difference between the two population…
We consider the issue of performing accurate small-sample testing inference in beta regression models, which are useful for modeling continuous variates that assume values in $(0,1)$, such as rates and proportions. We derive the Bartlett…
Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…
In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…
We consider the problem of statistical inference on parameters of a target population when auxiliary observations are available from related populations. We propose a flexible empirical Bayes approach that can be applied on top of any…
This paper proposes a bivariate marginal likelihood specification of spatial econometrics models that simplifies the derivation of the log-likelihood and leads to a closed form expression for the estimation of the parameters. With respect…
We consider the question of learning the natural parameters of a $k$ parameter minimal exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the…
In this paper, we address the probabilistic error quantification of a general class of prediction methods. We consider a given prediction model and show how to obtain, through a sample-based approach, a probabilistic upper bound on the…
Parameter estimation connects mathematical models to real-world data and decision making across many scientific and industrial applications. Standard approaches such as maximum likelihood estimation and Markov chain Monte Carlo estimate…
The present paper considers modified extension of the exponential distribution with three parameters. We study the main properties of this new distribution, with special emphasis on its median, mode and moments function and some…
Comparison estimates are an important technical device in the study of regularity problems for quasilinear possibly degenerate elliptic and parabolic equations. Such tools have been employed indispensably in many papers of Mingione,…
Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable…