Related papers: Combining Experiments with Systematic Errors
We consider the evaluation of laboratory practice through the comparison of measurements made by participating metrology laboratories when the measurement procedures are considered to have both fixed effects (the residual error due to…
Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…
We study the simplifications occurring in any likelihood function in the presence of a large number of small systematic uncertainties. We find that the marginalisation of these uncertainties can be done analytically by means of second-order…
With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…
Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…
Incompatible observables can be approximated by compatible observables in joint measurement or measured sequentially, with constrained accuracy as implied by Heisenberg's original formulation of the uncertainty principle. Recently, Busch,…
Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…
We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…
We show how any dataset of any modality (time-series, images, sound...) can be approximated by a well-behaved (continuous, differentiable...) scalar function with a single real-valued parameter. Building upon elementary concepts from chaos…
Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…
The term dataset shift refers to the situation where the data used to train a machine learning model is different from where the model operates. While several types of shifts naturally occur, existing shift detectors are usually designed to…
Large-scale data analysis poses both statistical and computational problems which need to be addressed simultaneously. A solution is often straightforward if the data are homogeneous: one can use classical ideas of subsampling and mean…
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
Cumulative probability models (CPMs) are a robust alternative to linear models for continuous outcomes. However, they are not feasible for very large datasets due to elevated running time and memory usage, which depend on the sample size,…
Many statistical problems involve data from thousands of parallel cases. Each case has some associated effect size, and most cases will have no effect. It is often important to estimate the effect size and the local or tail-area false…
This work introduces a comprehensive approach to assess the sensitivity of model outputs to changes in parameter values, constrained by the combination of prior beliefs and data. This novel approach identifies stiff parameter combinations…
Quantifying the similarity of two or more datasets has widespread applications in statistics and machine learning. The method choice is, however, difficult due to the abundance of proposed methods and the lack of neutral comparison studies,…
Commonly used methods to analyze incomplete longitudinal clinical trial data include complete case analysis (CC) and last observation carried forward (LOCF). However, such methods rest on strong assumptions, including missing completely at…
Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…
We explore the relationship among model fidelity, experimental design, and parameter estimation in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many…