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Least-squares fits are an important tool in many data analysis applications. In this paper, we review theoretical results, which are relevant for their application to data from counting experiments. Using a simple example, we illustrate the…

Data Analysis, Statistics and Probability · Physics 2019-06-07 Hans Dembinski , Michael Schmelling , Roland Waldi

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Joseph D. Futoma , Daniel N. Rockmore , Sinead Williamson

Large-scale replication studies like the Reproducibility Project: Psychology (RP:P) provide invaluable systematic data on scientific replicability, but most analyses and interpretations of the data fail to agree on the definition of…

Methodology · Statistics 2022-03-08 Kenneth Hung , William Fithian

We consider a problem of ecological inference, in which individual-level covariates are known, but labeled data is available only at the aggregate level. The intended application is modeling voter preferences in elections. In Rosenman and…

Machine Learning · Statistics 2019-07-23 Evan Rosenman

The Poisson distribution is the default choice of likelihood for probabilistic models of count data. However, due to the equidispersion contraint of the Poisson, such models may have predictive uncertainty that is artificially inflated.…

Methodology · Statistics 2025-07-15 Jimmy Lederman , Aaron Schein

The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…

Data Analysis, Statistics and Probability · Physics 2015-06-17 G. Bohm , G. Zech

We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…

Probability · Mathematics 2019-04-12 S. Y. Novak

We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative.…

Probability · Mathematics 2015-07-13 Muneya Matsui

We report on an empirical study of the main strategies for quantile regression in the context of stochastic computer experiments. To ensure adequate diversity, six metamodels are presented, divided into three categories based on order…

Machine Learning · Statistics 2020-01-22 Léonard Torossian , Victor Picheny , Robert Faivre , Aurélien Garivier

In behavioral and psychiatric research, data consisting of a per-subject proportion of "successes" and "failures" over a finite number of trials often arise. This kind of clustered binary data are usually non-normally distributed, which can…

Quantitative Methods · Quantitative Biology 2016-05-09 Alberto Ferrari , Mario Comelli

A flexible semiparametric class of models is introduced that offers an alternative to classical regression models for count data as the Poisson and negative binomial model, as well as to more general models accounting for excess zeros that…

Methodology · Statistics 2020-03-30 Moritz Berger , Gerhard Tutz

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

Suppose that $X_1,X_2,\ldots$ are a stream of independent, identically distributed Poisson random variables with mean $\mu$. This work presents a new estimate $\mu_k$ for $\mu$ with the property that the distribution of the relative error…

Computation · Statistics 2016-06-01 Mark Huber

In this paper, we obtain error bound for binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein's method. We also discuss approximation results for weighted sums of independent…

Probability · Mathematics 2020-10-20 Amit N. Kumar

Boson sampling can simulate physical problems for which classical simulations are inefficient. However, not all problems simulated by boson sampling are classically intractable. We consider a situation in which it is known that the outcome…

Quantum Physics · Physics 2021-05-03 Wojciech Roga , Masahiro Takeoka

Behavioral theories rest on parsimony: a small number of mechanisms organizing many decisions. We define a Maximum Rule Concentration Index that measures how parsimoniously a dataset of risky choices can be organized through a library of…

General Economics · Economics 2026-05-29 Avner Seror

The Poisson multinomial distribution (PMD) describes the distribution of the sum of $n$ independent but non-identically distributed random vectors, in which each random vector is of length $m$ with 0/1 valued elements and only one of its…

Computation · Statistics 2022-01-13 Zhengzhi Lin , Yueyao Wang , Yili Hong

We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…

Data Structures and Algorithms · Computer Science 2018-08-31 Ronald L. Rivest

Let $Y$ be a nonnegative random variable with mean $\mu$ and finite positive variance $\sigma^2$, and let $Y^s$, defined on the same space as $Y$, have the $Y$ size biased distribution, that is, the distribution characterized by…

Probability · Mathematics 2011-06-20 Subhankar Ghosh , Larry Goldstein

Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…

Methodology · Statistics 2012-07-03 Ryan Martin , Duncan Ermini Leaf , Chuanhai Liu
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