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Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multi-modal: a regime in which the convergence to stationarity of…

Instrumentation and Methods for Astrophysics · Physics 2019-12-10 F. Feroz , M. P. Hobson , E. Cameron , A. N. Pettitt

Given samples from an unknown multivariate distribution $p$, is it possible to distinguish whether $p$ is the product of its marginals versus $p$ being far from every product distribution? Similarly, is it possible to distinguish whether…

Data Structures and Algorithms · Computer Science 2019-07-12 Constantinos Daskalakis , Nishanth Dikkala , Gautam Kamath

Dedicated to the memory of Professor Tze Leung Lai, this paper introduces three multi-hypothesis sequential tests. These tests are derived from one-sided versions of the sequential probability ratio test and its modifications. They are…

Statistics Theory · Mathematics 2024-05-03 Alexander G. Tartakovsky

Numerical predictions of quantities of interest measured within physical systems rely on the use of mathematical models that should be validated, or at best, not invalidated. Model validation usually involves the comparison of experimental…

Computational Engineering, Finance, and Science · Computer Science 2023-07-19 Antonin Paquette-Rufiange , Serge Prudhomme , Marc Laforest

Recovering and distinguishing between the strict-preference, indifference and/or indecisiveness parts of a decision maker's preferences is a challenging task but also important for testing theory and conducting welfare analysis. This paper…

Theoretical Economics · Economics 2025-09-15 Georgios Gerasimou

In a recent review, Liu, Pek, & Maydeu-Olivares (2025b) classified reliability coefficients into two types: classical test theory (CTT) reliability and proportional reduction in mean squared error (PRMSE). This article focuses on…

Methodology · Statistics 2026-04-14 Youjin Sung , Yang Liu

Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regression) or selecting a smoothing parameter (e.g., bandwidth for…

Statistics Theory · Mathematics 2008-12-18 Yuhong Yang

In this work we deal with the problem of fitting an error density to the goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms. The test statistic is based on the…

Statistics Theory · Mathematics 2014-08-15 Kyong-Hui Kim , Myong-Guk Sin , Ok-Kyong Kim

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

Relational data are often represented as a square matrix, the entries of which record the relationships between pairs of objects. Many statistical methods for the analysis of such data assume some degree of similarity or dependence between…

Statistics Theory · Mathematics 2013-06-26 Alexander Volfovsky , Peter D. Hoff

Over the past decade network theory has been applied successfully to the study of a variety of complex adaptive systems. However, the application of these techniques to non-human social networks has several shortfalls. Firstly, in most…

Populations and Evolution · Quantitative Biology 2009-03-10 David Lusseau , Hal Whitehead , Shane Gero

Item difficulty plays a crucial role in test performance, interpretability of scores, and equity for all test-takers, especially in large-scale assessments. Traditional approaches to item difficulty modeling rely on field testing and…

Computation and Language · Computer Science 2025-09-30 Sydney Peters , Nan Zhang , Hong Jiao , Ming Li , Tianyi Zhou , Robert Lissitz

The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…

Machine Learning · Computer Science 2025-07-30 Mira Jürgens , Thomas Mortier , Eyke Hüllermeier , Viktor Bengs , Willem Waegeman

Model evaluation -- the process of making inferences about the performance of predictive models -- is a critical component of predictive modeling research in learning analytics. We survey the state of the practice with respect to model…

Applications · Statistics 2018-06-15 Josh Gardner , Christopher Brooks

Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…

Methodology · Statistics 2021-07-13 Moritz Marbach

Dynamic Item Response Models extend the standard Item Response Theory (IRT) to capture temporal dynamics in learner ability. While these models have the potential to allow instructional systems to actively monitor the evolution of learner…

Machine Learning · Computer Science 2023-11-16 Yunsung Kim , Sreechan Sankaranarayanan , Chris Piech , Candace Thille

Stepped wedge cluster randomized trials (SW-CRTs) have become increasingly popular and are used for a variety of interventions and outcomes, often chosen for their feasibility advantages. SW-CRTs must account for time trends in the outcome…

Methodology · Statistics 2024-07-16 Lee Kennedy-Shaffer , Victor De Gruttola , Marc Lipsitch

This paper considers a time-varying vector error-correction model that allows for different time series behaviours (e.g., unit-root and locally stationary processes) to interact with each other to co-exist. From practical perspectives, this…

Econometrics · Economics 2023-05-30 Jiti Gao , Bin Peng , Yayi Yan

If the same data is used for both clustering and for testing a null hypothesis that is formulated in terms of the estimated clusters, then the traditional hypothesis testing framework often fails to control the Type I error. Gao et al.…

Methodology · Statistics 2024-05-28 Youngjoo Yun , Yinqiu He

This paper introduces novel weighted conformal p-values and methods for model-free selective inference. The problem is as follows: given test units with covariates $X$ and missing responses $Y$, how do we select units for which the…

Methodology · Statistics 2023-09-27 Ying Jin , Emmanuel J. Candès