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In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to…

Computational Finance · Quantitative Finance 2012-07-11 Chang-han Rhee , Peter W. Glynn

An integral part of many algorithms for S-estimators of linear regression is random subsampling. For problems with only continuous predictors simple random subsampling is a reliable method to generate initial coefficient estimates that can…

Computation · Statistics 2012-08-29 Manuel Koller

We study the problem of approximating an unknown function $f:\mathbb{R}\to\mathbb{R}$ by a degree-$d$ polynomial using as few function evaluations as possible, where error is measured with respect to a probability distribution $\mu$.…

Data Structures and Algorithms · Computer Science 2025-08-11 Chris Camaño , Raphael A. Meyer , Kevin Shu

Standard practice obtains an unbiased variance estimator by dividing by $N-1$ rather than $N$. Yet if only half the data are used to compute the mean, dividing by $N$ can still yield an unbiased estimator. We show that an alternative mean…

Statistics Theory · Mathematics 2025-04-10 Dai Akita

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Applications · Statistics 2019-11-20 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

Unbinned maximum likelihood is a common procedure for parameter estimation. After parameters have been estimated, it is crucial to know whether the fit model adequately describes the experimental data. Univariate Goodness of Fit procedures…

Applications · Statistics 2011-02-14 Giulio Palombo

Inference for fixed effects estimators is often unreliable due to Nickell- and incidental parameter biases. While these issues are well understood for classical two-dimensional panels, little is known about three-dimensional panel…

Econometrics · Economics 2026-05-05 Daniel Czarnowske , Amrei Stammann

We congratulate the authors on their exciting paper, which introduces a novel idea for assessing the estimation bias in causal estimates. Doubly robust estimators are now part of the standard set of tools in causal inference, but a typical…

Methodology · Statistics 2020-06-18 Edward H. Kennedy , Sivaraman Balakrishnan , Larry A. Wasserman

In unsupervised ensemble learning, one obtains predictions from multiple sources or classifiers, yet without knowing the reliability and expertise of each source, and with no labeled data to assess it. The task is to combine these possibly…

Machine Learning · Computer Science 2016-02-24 Ariel Jaffe , Ethan Fetaya , Boaz Nadler , Tingting Jiang , Yuval Kluger

While the performance of machine learning systems has experienced significant improvement in recent years, relatively little attention has been paid to the fundamental question: to what extent can we improve our models? This paper provides…

Machine Learning · Computer Science 2026-05-13 Ryota Ushio , Takashi Ishida , Masashi Sugiyama

The group testing problem concerns discovering a small number of defective items within a large population by performing tests on pools of items. A test is positive if the pool contains at least one defective, and negative if it contains no…

Information Theory · Computer Science 2026-05-15 Matthew Aldridge , Oliver Johnson , Jonathan Scarlett

This paper addresses the problem of estimating the containment and similarity between two sets using only random samples from each set, without relying on sketches of full sets. The study introduces a binomial model for predicting the…

Computation · Statistics 2025-07-22 Pranav Joshi

The repeated community-wide reuse of test sets in popular benchmark problems raises doubts about the credibility of reported test-error rates. Verifying whether a learned model is overfitted to a test set is challenging as independent test…

Machine Learning · Computer Science 2019-11-15 Roman Werpachowski , András György , Csaba Szepesvári

In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…

Machine Learning · Statistics 2022-09-30 David Widmann , Fredrik Lindsten , Dave Zachariah

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

We observe a random measure $N$ and aim at estimating its intensity $s$. This statistical framework allows to deal simultaneously with the problems of estimating a density, the marginals of a multivariate distribution, the mean of a random…

Statistics Theory · Mathematics 2009-05-12 Yannick Baraud

Nowadays an ever-growing concerning phenomenon, the emergence of algorithmic biases that can lead to unfair models, emerges. Several debiasing approaches have been proposed in the realm of deep learning, employing more or less sophisticated…

Machine Learning · Computer Science 2024-07-22 Rémi Nahon , Ivan Luiz De Moura Matos , Van-Tam Nguyen , Enzo Tartaglione

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

In most classification tasks there are observations that are ambiguous and therefore difficult to correctly label. Set-valued classifiers output sets of plausible labels rather than a single label, thereby giving a more appropriate and…

Methodology · Statistics 2018-12-27 Mauricio Sadinle , Jing Lei , Larry Wasserman
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