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We propose a hypothesis test based model selection criterion for the best subset selection of sparse linear models. We show it is consistent in that the probability of its choosing the true model approaches one and the parameter values of…

Methodology · Statistics 2020-11-17 Min Tsao

Computer models are commonly used to represent a wide range of real systems, but they often involve some unknown parameters. Estimating the parameters by collecting physical data becomes essential in many scientific fields, ranging from…

Applications · Statistics 2020-05-27 Chih-Li Sung , Beau David Barber , Berkley J. Walker

In this review, we aim to utilize the bootstrap method to study models that have received significant interest in high energy theory and holography recently. Matrix bootstrap is proposed to determine the range of the solution up to an…

General Relativity and Quantum Cosmology · Physics 2026-05-19 Shu Luo

The bootstrap is a versatile inference method that has proven powerful in many statistical problems. However, when applied to modern large-scale models, it could face substantial computation demand from repeated data resampling and model…

Methodology · Statistics 2022-02-02 Henry Lam

The limiting distribution for M-estimates in a non-stationary autoregressive model with heavy-tailed error is computationally intractable. To make inferences based on the M-estimates, the bootstrap procedure can be used to approximate the…

Statistics Theory · Mathematics 2016-03-09 Maryam Sohrabi , Mahmoud Zarepour

This paper presents an argument for why we are not measuring trust sufficiently in explainability, interpretability, and transparency research. Most studies ask participants to complete a trust scale to rate their trust of a model that has…

Human-Computer Interaction · Computer Science 2022-09-05 Tim Miller

In the present paper we study the problem of existence of honest and adaptive confidence sets for matrix completion. We consider two statistical models: the trace regression model and the Bernoulli model. In the trace regression model, we…

Statistics Theory · Mathematics 2017-02-07 Alexandra Carpentier , Olga Klopp , Matthias Löffler , Richard Nickl

The paper studies a problem of constructing simultaneous likelihood-based confidence sets. We consider a simultaneous multiplier bootstrap procedure for estimating the quantiles of the joint distribution of the likelihood ratio statistics,…

Statistics Theory · Mathematics 2015-06-19 Mayya Zhilova

Given a pair of non-negative random variables $X$ and $Y$, we introduce a class of nonparametric tests for the null hypothesis that $X$ dominates $Y$ in the total time on test order. Critical values are determined using bootstrap-based…

Statistics Theory · Mathematics 2025-06-25 Tommaso Lando , Sirio Legramanti

In decision making tasks under uncertainty, humans display characteristic biases in seeking, integrating, and acting upon information relevant to the task. Here, we reexamine data from previous carefully designed experiments, collected at…

Artificial Intelligence · Computer Science 2021-02-05 Soumya Chatterjee , Pradeep Shenoy

An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang

A goodness-of-fit test for the fitting of a parametric model to data obtained from a detector with finite resolution and limited acceptance is proposed. The parameters of the model are found by minimization of a statistic that is used for…

Data Analysis, Statistics and Probability · Physics 2015-03-17 N. D. Gagunashvili

Biclustering is a method for detecting homogeneous submatrices in a given observed matrix, and it is an effective tool for relational data analysis. Although there are many studies that estimate the underlying bicluster structure of a…

Methodology · Statistics 2021-07-16 Chihiro Watanabe , Taiji Suzuki

Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…

Methodology · Statistics 2022-04-05 Gerhard Tutz

Model-based mutation testing uses altered test models to derive test cases that are able to reveal whether a modelled fault has been implemented. This requires conformance checking between the original and the mutated model. This paper…

Software Engineering · Computer Science 2012-02-29 Bernhard K. Aichernig , Elisabeth Jöbstl

We provide a test for the specification of a structural model without identifying assumptions. We show the equivalence of several natural formulations of correct specification, which we take as our null hypothesis. From a natural empirical…

Econometrics · Economics 2021-02-25 Alfred Galichon , Marc Henry

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

In the analysis of microarray data, and in some other contemporary statistical problems, it is not uncommon to apply hypothesis tests in a highly simultaneous way. The number, $\nu$ say, of tests used can be much larger than the sample…

Statistics Theory · Mathematics 2007-06-13 J. Fan , P. Hall , Q. Yao

Reliable forward uncertainty quantification in engineering requires methods that account for aleatory and epistemic uncertainties. In many applications, epistemic effects arising from uncertain parameters and model form dominate prediction…

Computational Engineering, Finance, and Science · Computer Science 2025-12-18 Akash Yadav , Ruda Zhang

In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian