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Bayesian predictive probabilities of success (PPoS) use interim trial data to calculate the probability of trial success. These quantities can be used to optimize trial size or to stop for futility. In this paper, we describe a…

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

Machine Learning · Computer Science 2025-04-22 Ruoning Zhao , Xinyun Chen

Bayesian inference is often utilized for uncertainty quantification tasks. A recent analysis by Xu and Raginsky 2022 rigorously decomposed the predictive uncertainty in Bayesian inference into two uncertainties, called aleatoric and…

Machine Learning · Statistics 2023-07-25 Futoshi Futami , Tomoharu Iwata

When treatment policy estimands are of interest, clinical trials often attempt to collect patient data after intercurrent events (ICEs), although such data are often limited. Retrieved dropout imputation methods, which use pre-ICE and…

Methodology · Statistics 2026-03-31 Brendah Nansereko , Marcel Wolbers , James R. Carpenter , Jonathan W. Bartlett

Small area estimation using survey data can be achieved by using either a design-based or a model-based inferential approach. Design-based direct estimators are generally preferable because of their consistency, asymptotic normality, and…

Methodology · Statistics 2025-10-13 Alana McGovern , Katherine Wilson , Jon Wakefield

Minimax detection of Gaussian stochastic sequences (signals) with unknown covariance matrices is studied. For a fixed false alarm probability (1-st kind error probability), the performance of the minimax detection is being characterized by…

Information Theory · Computer Science 2021-04-14 M. V. Burnashev

Many operational AI systems depend on large-scale human annotation to detect rare but consequential events (e.g., fraud, defects, and medical abnormalities). When positives are rare, the prevalence effect induces systematic cognitive biases…

Human-Computer Interaction · Computer Science 2026-03-13 Gunnar P. Epping , Andrew Caplin , Erik Duhaime , William R. Holmes , Daniel Martin , Jennifer S. Trueblood

Assume we observe a finite number of inspection times together with information on whether a specific event has occurred before each of these times. Suppose replicated measurements are available on multiple event times. The set of…

Statistics Theory · Mathematics 2020-11-17 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

Mislabeled, duplicated, or biased data in real-world scenarios can lead to prolonged training and even hinder model convergence. Traditional solutions prioritizing easy or hard samples lack the flexibility to handle such a variety…

Machine Learning · Computer Science 2023-11-08 Zhijie Deng , Peng Cui , Jun Zhu

Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…

Statistics Theory · Mathematics 2018-08-28 Hedibert F. Lopes , Nicholas G. Polson

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

This paper investigates the detection of information hidden by the Least Significant Bit (LSB) matching scheme. In a theoretical context of known image media parameters, two important results are presented. First, the use of hypothesis…

This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratio of constants) is a fundamental issue in many…

Computation · Statistics 2023-02-13 Fernando Llorente , Luca Martino , David Delgado , Javier Lopez-Santiago

This document presents the statistical methods used to process low-level measurements in the presence of noise. These methods can be classical or Bayesian. The question is placed in the general framework of the problem of nuisance…

Instrumentation and Detectors · Physics 2024-03-20 Guillaume Manificat , Salima Helali , Patrick Bouisset

Many practical studies rely on hypothesis testing procedures applied to data sets with missing information. An important part of the analysis is to determine the impact of the missing data on the performance of the test, and this can be…

Methodology · Statistics 2011-02-15 Dan L. Nicolae , Xiao-Li Meng , Augustine Kong

Many measurements at collider experiments study physics candidates that are a subset of a collision event. The presence of multiple such candidates in a given event can cause raw biases which are large compared to typical statistical…

High Energy Physics - Experiment · Physics 2019-08-22 Patrick Koppenburg

The empirical Bayes estimators in mixed models are useful for small area estimation in the sense of increasing precision of prediction for small area means, and one wants to know the prediction errors of the empirical Bayes estimators based…

Methodology · Statistics 2016-04-07 Shonosuke Sugasawa , Tatsuya Kubokawa

Anomaly detection methods can be very useful in identifying interesting or concerning events. In this work, we develop and examine new probabilistic anomaly detection methods that let us evaluate management decisions for a specific patient…

Machine Learning · Computer Science 2026-05-07 Milos Hauskrecht , Michal Valko , Branislav Kveton , Shyam Visweswaran , Gregory Cooper

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

Information Theory · Computer Science 2020-09-08 Marat V. Burnashev