English
Related papers

Related papers: Note on information bias and efficiency of composi…

200 papers

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

Learning algorithms need bias to generalize and perform better than random guessing. We examine the flexibility (expressivity) of biased algorithms. An expressive algorithm can adapt to changing training data, altering its outcome based on…

Machine Learning · Statistics 2019-11-13 Julius Lauw , Dominique Macias , Akshay Trikha , Julia Vendemiatti , George D. Montanez

We analyze the effect of lossy compression in the processing of sensor signals that must be used to detect anomalous events in the system under observation. The intuitive relationship between the quality loss at higher compression and the…

Information Theory · Computer Science 2024-10-28 Alex Marchioni , Andriy Enttsel , Mauro Mangia , Riccardo Rovatti , Gianluca Setti

Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of…

Statistical Finance · Quantitative Finance 2020-10-26 Giuseppe Pernagallo , Benedetto Torrisi

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…

Numerical Analysis · Mathematics 2015-06-05 Aleksandr Y. Aravkin , Tristan van Leeuwen

Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert

There is a considerable literature in case-control logistic regression on whether or not non-confounding covariates should be adjusted for. However, only limited and ad hoc theoretical results are available on this important topic. A…

Statistics Theory · Mathematics 2023-05-19 Siliang Zhang , Jinbo Chen , Zhiliang Ying , Hong Zhang

What are the value and form of optimal persuasion when information can be generated only slowly? We study this question in a dynamic model in which a 'sender' provides public information over time subject to a graduality constraint, and a…

Theoretical Economics · Economics 2023-04-19 Matteo Escudé , Ludvig Sinander

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…

Statistics Theory · Mathematics 2019-09-04 Haolei Weng , Yang Feng

The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples.…

Applications · Statistics 2021-05-03 Nan Shen , Bárbara González

In many data analyses, each measurement may come with a simple yes/no correction; for example, belonging to one of two populations or being contaminated or not. Ignoring such binary effects may bias the results, while accounting for them…

Cosmology and Nongalactic Astrophysics · Physics 2026-05-13 Marcus Högås , Edvard Mörtsell

Avoiding overfitting is a central challenge in machine learning, yet many large neural networks readily achieve zero training loss. This puzzling contradiction necessitates new approaches to the study of overfitting. Here we quantify…

Information Theory · Computer Science 2022-10-13 Vudtiwat Ngampruetikorn , David J. Schwab

Parameter selection in high-dimensional models is typically finetuned in a way that keeps the (relative) number of false positives under control. This is because otherwise the few true positives may be dominated by the many possible false…

Machine Learning · Computer Science 2023-06-27 Maarten Jansen

We consider the problem of decision-making with side information and unbounded loss functions. Inspired by probably approximately correct learning model, we use a slightly different model that incorporates the notion of side information in…

Machine Learning · Computer Science 2007-07-13 Majid Fozunbal , Ton Kalker

We consider an empirical likelihood inference for parameters defined by general estimating equations when some components of the random observations are subject to missingness. As the nature of the estimating equations is wide-ranging, we…

Statistics Theory · Mathematics 2009-03-05 Dong Wang , Song Xi Chen

The problem of reducing the bias of maximum likelihood estimator in a general multivariate elliptical regression model is considered. The model is very flexible and allows the mean vector and the dispersion matrix to have parameters in…

Statistics Theory · Mathematics 2016-02-01 Tatiane F. N. Melo , Silvia L. P. Ferrari , Alexandre G. Patriota

Observational studies are a key resource for causal inference but are often affected by systematic biases. Prior work has focused mainly on detecting these biases, via sensitivity analyses and comparisons with randomized controlled trials,…

Methodology · Statistics 2025-06-03 Ilker Demirel , Zeshan Hussain , Piersilvio De Bartolomeis , David Sontag

Different ways of extracting parameters of interest from combined data sets of separate experiments are investigated accounting for the systematic errors. It is shown, that the frequentist approach may yield larger $\chi^2$ values when…

High Energy Physics - Experiment · Physics 2018-04-17 R. Orava , O. V. Selyugin

Modern mainstream financial theory is underpinned by the efficient market hypothesis, which posits the rapid incorporation of relevant information into asset pricing. Limited prior studies in the operational research literature have…

Applications · Statistics 2023-09-07 Ben Moews

Weighted Updating generalizes Bayesian updating, allowing for biased beliefs by weighting the likelihood function and prior distribution with positive real exponents. I provide a rigorous foundation for the model by showing that…

Probability · Mathematics 2016-02-09 Jesse Aaron Zinn