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We employ uncertain parametric CTMCs with parametric transition rates and a prior on the parameter values. The prior encodes uncertainty about the actual transition rates, while the parameters allow dependencies between transition rates.…

Logic in Computer Science · Computer Science 2022-12-08 Thom S. Badings , Nils Jansen , Sebastian Junges , Marielle Stoelinga , Matthias Volk

The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability…

Methodology · Statistics 2013-10-15 Mingyuan Zhou , Lawrence Carin

In epidemiology, some have argued that multiple comparison corrections are not necessary as there is rarely interest in the universal null hypothesis. From a parameter estimation perspective, epidemiologists may still be interested in…

Confidence nets, that is, collections of confidence intervals that fill out the parameter space and whose exact parameter coverage can be computed, are familiar in nonparametric statistics. Here, the distributional assumptions are based on…

Statistics Theory · Mathematics 2016-03-11 Andrew R. Francis , Milan Stehlik , Henry P. Wynn

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

We derive non-asymptotic confidence regions for the mean of a random vector whose coordinates have an unknown dependence structure. The random vector is supposed to be either Gaussian or to have a symmetric bounded distribution, and we…

Statistics Theory · Mathematics 2008-02-07 Sylvain Arlot , Gilles Blanchard , Etienne Roquain

This paper introduces a local optimization-based approach to test statistical hypotheses and to construct confidence intervals. This approach can be viewed as an extension of bootstrap, and yields asymptotically valid tests and confidence…

Methodology · Statistics 2015-04-21 Shifeng Xiong

We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existing methods such as conformal prediction offer marginal…

Statistics Theory · Mathematics 2020-04-16 Rina Foygel Barber , Emmanuel J. Candès , Aaditya Ramdas , Ryan J. Tibshirani

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

Applications · Statistics 2020-07-07 Christian Bartels , Johanna Mielke , Ekkehard Glimm

Debiased estimation has long been an area of research in the group testing literature. This has led to the development of several estimators with the goal of bias minimization and, recently, an unbiased estimator based on sequential…

Methodology · Statistics 2018-06-08 Gregory Haber , Yaakov Malinovsky

Precision matrices play important roles in many practical applications. Motivated by temporally dependent multivariate data in modern social and scientific studies, we consider the statistical inference of precision matrices for…

Methodology · Statistics 2018-12-21 Jinyuan Chang , Yumou Qiu , Qiwei Yao , Tao Zou

Within a Bayesian retrospective framework, we present a way of examining the distribution of \cps through a novel set estimator. For a given level, $\alpha$, we aim at smallest sets that cover all \cps with a probability of at least…

Statistics Theory · Mathematics 2018-09-05 Tobias Siems , Marc Hellmuth , Volkmar Liebscher

We study exact confidence intervals and two-sided hypothesis tests for univariate parameters of stochastically increasing discrete distributions, such as the binomial and Poisson distributions. It is shown that several popular methods for…

Statistics Theory · Mathematics 2016-10-03 MÅns Thulin , Silvelyn Zwanzig

Filamentary structures, also called ridges, generalize the concept of modes of density functions and provide low-dimensional representations of point clouds. Using kernel type plug-in estimators, we give asymptotic confidence regions for…

Statistics Theory · Mathematics 2024-05-02 Wanli Qiao

Negative binomial distribution is the most used distribution to model macro-parasite burden in hosts. However reliable maximum likelihood parameter estimation from data is far from trivial. No closed formula is available and numerical…

Applications · Statistics 2022-02-24 Gonzalo Maximiliano Lopez , Juan Pablo Aparicio

Practical or scientific considerations often lead to selecting a subset of parameters as ``important.'' Inferences about those parameters often are based on the same data used to select them in the first place. That can make the reported…

Methodology · Statistics 2019-06-04 Yoav Benjamini , Yotam Hechtlinger , Philip B. Stark

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…

Machine Learning · Statistics 2016-10-31 Wittawat Jitkrittum , Zoltan Szabo , Kacper Chwialkowski , Arthur Gretton

The negative binomial distribution is self similar: If the spectrum over the whole rapidity range gives rise to a negative binomial, in absence of correlation and if the source is unique, also a partial range in rapidity gives rise to the…

High Energy Physics - Phenomenology · Physics 2009-10-30 Giorgio Calucci , Daniele Treleani

Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the…

Methodology · Statistics 2014-04-03 Adel Javanmard , Andrea Montanari

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar