Related papers: Statistical tests for evaluating an earthquake pre…
The ranking problem of earthquake forecasts is considered. We formulate simple statistical requirements to forecasting quality measure R and analyze some R-ranking methods on this basis, in particular, the pari-mutuel gambling method by…
Bounds on quantum probabilities and expectation values are derived for experimental setups associated with Bell-type inequalities. In analogy to the classical bounds, the quantum limits are experimentally testable and therefore serve as…
Time-to-event forecasts are essential when decisions depend on event timing. This article develops a framework for evaluating such forecasts when the event has not yet occurred or is not predicted within the forecast horizon. We introduce a…
Data-driven most powerful tests are statistical hypothesis decision-making tools that deliver the greatest power against a fixed null hypothesis among all corresponding data-based tests of a given size. When the underlying data…
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…
We study the distributions of earthquake numbers in two global catalogs: Global Centroid-Moment Tensor and Preliminary Determinations of Epicenters. These distributions are required to develop the number test for forecasts of future seismic…
We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance. The…
We develop an efficient numerical scheme to solve accurately the set of nonlinear integral equations derived previously in (Saichev and Sornette, 2007), which describes the distribution of inter-event times in the framework of a general…
We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical…
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…
In this paper, we are concerned with nonparametric inference on the volatility of volatility process in stochastic volatility models. We construct several estimators for its integrated version in a high-frequency setting, all based on…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
On 1 August 2009, the global Collaboratory for the Study of Earthquake Predictability (CSEP) launched a prospective and comparative earthquake predictability experiment in Italy. The goal of the CSEP-Italy experiment is to test earthquake…
Suppose you are told that taking a statin will reduce your risk of a heart attack or stroke by 3% in the next ten years, or that women have better emotional intelligence than men. You may wonder how accurate the 3% is, or how confident we…
Non-parametric approaches to test for trends in time series make use of the Mann-Kendall statistic. Based on asymptotic arguments, these tests assume that its distribution follows a Gaussian distribution, even for autocorrelated time…
It is shown that considering a fixed increment of a given magnitude at a fault is equivalent to factoring the mechanical moment at the fault as done in structural engineering with the applied loads, by the most currently used structural…
For frequentist settings in which parameter randomness represents variability rather than uncertainty, the ideal measure of the support for one hypothesis over another is the difference in the posterior and prior log odds. For situations in…
A vast amount of expert and domain knowledge is captured by causal structural priors, yet there has been little research on testing such priors for generalization and data synthesis purposes. We propose a novel model architecture, Causal…
Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…
Earthquakes are commonly estimated using physical seismic stations, however, due to the installation requirements and costs of these stations, global coverage quickly becomes impractical. An efficient and lower-cost alternative is to…