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We propose a divide-and-conquer approach to filtering which decomposes the state variable into low-dimensional components to which standard particle filtering tools can be successfully applied and recursively merges them to recover the full…

Methodology · Statistics 2022-11-28 Francesca R. Crucinio , Adam M. Johansen

This work analyses surprising elections, and attempts to quantify the notion of surprise in elections. A voter is surprised if their estimate of the winner (assumed to be based on a combination of the preferences of their social connections…

Social and Information Networks · Computer Science 2018-11-26 Sagar Massand , Swaprava Nath

The paper advocates the use of a statistical tool dedicated to the exploration of data samples populated by several sources of events. This new technique, called sPlot, is able to unfold the contributions of the different sources to the…

Data Analysis, Statistics and Probability · Physics 2017-08-23 Muriel Pivk

We present novel Monte Carlo (MC) and multilevel Monte Carlo (MLMC) methods to determine the unbiased covariance of random variables using h-statistics. The advantage of this procedure lies in the unbiased construction of the estimator's…

Statistics Theory · Mathematics 2024-05-09 Sharana Kumar Shivanand

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

Methodology · Statistics 2015-08-20 Vincent Audigier , François Husson , Julie Josse

The performance of the Monte Carlo sampling methods relies on the crucial choice of a proposal density. The notion of optimality is fundamental to design suitable adaptive procedures of the proposal density within Monte Carlo schemes. This…

Computation · Statistics 2026-02-24 Fernando Llorente , Luca Martino

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

We seek to democratise public-opinion research by providing practitioners with a general methodology to make representative inference from cheap, high-frequency, highly unrepresentative samples. We focus specifically on samples which are…

Methodology · Statistics 2023-09-13 Roberto Cerina , Raymond Duch

Statistical methods are proposed to select homogeneous locations when analyzing spatial block maxima data, such as in extreme event attribution studies. The methods are based on classical hypothesis testing using Wald-type test statistics,…

Methodology · Statistics 2023-01-18 Leandra Zanger , Axel Bücher , Frank Kreienkamp , Philip Lorenz , Jordis Tradowsky

We describe a novel switching algorithm based on a ``reverse'' Monte Carlo method, in which the potential is stochastically modified before the system configuration is moved. This new algorithm facilitates a generalized formulation of…

Soft Condensed Matter · Physics 2009-11-13 C. H. Mak , Arun K. Sharma

Surveys provide important evidence for policymaking, decision-making, and understanding of society. However, conducting the large surveys required to provide subpopulation level estimates is expensive and time-consuming. Multilevel…

Applications · Statistics 2022-05-26 Dewi Amaliah

We present a new strategic voting model where we use uncertainty representation to model preferences. Specifically, we use probability sets as uncertainty representations, together with lower and upper expected utility gains to take…

Computer Science and Game Theory · Computer Science 2026-05-18 Henri Surugue , Sébastien Destercke

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

We present a novel preference learning framework to capture participant preferences efficiently within limited interaction rounds. It involves three main contributions. First, we develop a variational Bayesian approach to infer the…

Machine Learning · Computer Science 2025-03-20 Yan Wang , Jiapeng Liu , Milosz Kadziński , Xiuwu Liao

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

Roll-call data analysis aims to estimate legislators' ideal points and quantify the associated uncertainty. Existing approaches either rely on Bayesian methods implemented via Markov chain Monte Carlo sampling or focus primarily on point…

Methodology · Statistics 2026-05-20 Kwangok Seo , Youngjo Lee , Jong Hee Park , Xinlei Wang , Johan Lim

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause

In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of…

Methodology · Statistics 2015-07-14 Yun Yang , Surya Tokdar