Related papers: Approximate Negative-Binomial Confidence Intervals…
Anomaly detection methods identify examples that do not follow the expected behaviour, typically in an unsupervised fashion, by assigning real-valued anomaly scores to the examples based on various heuristics. These scores need to be…
Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…
In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…
In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several…
A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…
Given a mixture between two populations of coins, "positive" coins that each have -- unknown and potentially different -- bias $\geq\frac{1}{2}+\Delta$ and "negative" coins with bias $\leq\frac{1}{2}-\Delta$, we consider the task of…
We give an algorithm for properly learning Poisson binomial distributions. A Poisson binomial distribution (PBD) of order $n$ is the discrete probability distribution of the sum of $n$ mutually independent Bernoulli random variables. Given…
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…
Randomized algorithms depend on accurate sampling from probability distributions, as their correctness and performance hinge on the quality of the generated samples. However, even for common distributions like Binomial, exact sampling is…
Atomic force microscopy (AFM) is one of the most promising methods for investigating the structure of materials at the micro and nanoscale levels, as well as their local physical-mechanical properties. The experimental data obtained with…
Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to…
The derivation and application of Stein identities have received considerable research interest in recent years, especially for continuous or discrete-univariate distributions. In this paper, we complement the existing literature by…
We describe a general method for the construction of a confidence region for the two parameters of the Negative Binomial Distribution. This is achieved by expanding the sampling distribution of Method-of-Moments estimators, using the…
It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty…
Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…
A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…
In this paper, we propose a new random forest algorithm that constructs the trees using a novel adaptive split-balancing method. Rather than relying on the widely-used random feature selection, we propose a permutation-based balanced…
Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term "likelihood-free" refers to problems where the likelihood is intractable to compute or estimate directly, but where it…