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Modern face recognition (FR) models excel in constrained scenarios, but often suffer from decreased performance when deployed in unconstrained (real-world) environments due to uncertainties surrounding the quality of the captured facial…

Computer Vision and Pattern Recognition · Computer Science 2023-05-11 Žiga Babnik , Peter Peer , Vitomir Štruc

The difference Delta F between free energies has applications in biology, chemistry, and pharmacology. The value of Delta F can be estimated from experiments or simulations, via fluctuation theorems developed in statistical mechanics.…

Statistical Mechanics · Physics 2016-06-03 Nicole Yunger Halpern , Christopher Jarzynski

A complete uncertainty analysis on a given fringe projection set-up has been performed using Monte-Carlo approach. In particular the calibration procedure is taken into account. Two applications are given: at a macroscopic scale, phase…

Optics · Physics 2013-07-19 Jérôme Molimard , Laurent Navarro

Stock price prediction is of significant importance in quantitative investment. Existing approaches encounter two primary issues: First, they often overlook the crucial role of capturing short-term stock fluctuations for predicting…

Computational Engineering, Finance, and Science · Computer Science 2024-11-12 Chengqi Dong , Zhiyuan Cao , S Kevin Zhou , Jia Liu

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

Econometrics · Economics 2024-06-19 Matthew D. Cocci , Mikkel Plagborg-Møller

In this study, we conduct a parameter error analysis for the 3D modified Leray-$\alpha$ model using both analytical and numerical approaches. We first prove the global well-posedness and continuous dependence of initial data for the…

Numerical Analysis · Mathematics 2024-11-26 Débora A. F. Albanez , Maicon J. Benvenutti , Samuel Little , Jing Tian

We show how information on the uniformity properties of a point set employed in numerical multidimensional integration can be used to improve the error estimate over the usual Monte Carlo one. We introduce a new measure of (non-)uniformity…

High Energy Physics - Phenomenology · Physics 2009-10-28 Jiri Hoogland , Ronald Kleiss

We discuss the problem for detecting long-range correlations in sequences of values obtained by generators of pseudo-random numbers. The basic idea is that the H{\"o}lder exponent for a sufficiently long sequence of uncorrelated random…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , Kh. Tarnev , H. Kantz

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

We propose confidence regions for the parameters of incomplete models with exact coverage of the true parameter in finite samples. Our confidence region inverts a test, which generalizes Monte Carlo tests to incomplete models. The test…

Econometrics · Economics 2025-10-07 Lixiong Li , Marc Henry

We examine the sources of error in the histogram reweighting method for Monte Carlo data analysis. We demonstrate that, in addition to the standard statistical error which has been studied elsewhere, there are two other sources of error,…

Statistical Mechanics · Physics 2015-06-25 M. E. J. Newman , R. G. Palmer

We present a novel and easy-to-use method for calibrating error-rate based confidence intervals to evidence-based support intervals. Support intervals are obtained from inverting Bayes factors based on a parameter estimate and its standard…

Methodology · Statistics 2023-06-28 Samuel Pawel , Alexander Ly , Eric-Jan Wagenmakers

Consider a linear regression model with n-dimensional response vector, regression parameter \beta = (\beta_1, ..., \beta_p) and independent and identically N(0, \sigma^2) distributed errors. Suppose that the parameter of interest is \theta…

Methodology · Statistics 2017-10-18 Paul Kabaila , Khageswor Giri

In this paper we consider a fractional stochastic volatility model, that is a model in which the volatility may exhibit a long-range dependent or a rough/antipersistent behavior. We propose a dynamic sequential Monte Carlo methodology that…

Methodology · Statistics 2017-02-28 Alexandra Chronopoulou , Konstantinos Spiliopoulos

We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The…

Methodology · Statistics 2011-06-17 Brahim Brahimi , Djamel Meraghni , Abdelhakim Necir

The dual-fermion approach provides a formally exact prescription for calculating properties of a correlated electron system in terms of a diagrammatic expansion around dynamical mean-field theory (DMFT). Most practical implementations,…

Strongly Correlated Electrons · Physics 2017-08-02 Jan Gukelberger , Evgeny Kozik , Hartmut Hafermann

Post-hoc explanation methods attempt to make the inner workings of deep neural networks more interpretable. However, since a ground truth is in general lacking, local post-hoc interpretability methods, which assign importance scores to…

Machine Learning · Computer Science 2023-11-27 Lennart Brocki , Neo Christopher Chung

Understanding and optimizing thin-film synthesis requires measuring the diffusion length $d_\alpha$ of adsorbed growth precursors. Despite technological advances, in-situ measurements of $d_\alpha$ are often unachievable due to harsh…

In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

Predictions of observable properties by density-functional theory calculations (DFT) are used increasingly often in experimental condensed-matter physics and materials engineering as data. These predictions are used to analyze recent…

Materials Science · Physics 2015-03-20 Kurt Lejaeghere , Veronique Van Speybroeck , Guido Van Oost , Stefaan Cottenier
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