Related papers: Simultaneous Confidence Intervals for Ranks With A…

This article describes two Monte Carlo methods for calculating confidence intervals on cumulative density function (CDF) based multivariate normal quantiles that allows for controlling the tail regions of a multivariate distribution where…

In complex scale-free networks, ranking the individual nodes based upon their importance has useful applications, such as the identification of hubs for epidemic control, or bottlenecks for controlling traffic congestion. However, in most…

Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

Utilizing established risk factors and prognostic models can often improve the construction of a newer risk model that uses novel biomarkers in a smaller, internal study. However, directly borrowing information from an established…

Importance sampling is a common technique for Monte Carlo approximation, including Monte Carlo approximation of p-values. Here it is shown that a simple correction of the usual importance sampling p-values creates valid p-values, meaning…

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

There are very different statistical methods for demonstrating a trend in pharmacological experiments. Here, the focus is on sparse models with only one parameter to be estimated and interpreted: the increase in the regression model and the…

Determining the precise rank is an important problem in many large-scale applications with matrix data exploiting low-rank plus noise models. In this paper, we suggest a universal approach to rank inference via residual subsampling (RIRS)…

In-context learning with large language models (LLMs) excels at adapting to various tasks rapidly. However, its success hinges on carefully selecting demonstrations, which remains an obstacle in practice. Current approaches to this problem…

A group of approaches for calculating forensic likelihood ratios first calculates scores which quantify the degree of difference or the degree of similarity between pairs of samples, then converts those scores to likelihood ratios. In order…

Existing large language models (LLMs) evaluation methods typically focus on testing the performance on some closed-environment and domain-specific benchmarks with human annotations. In this paper, we explore a novel unsupervised evaluation…

The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for…

Reliable evaluation of large language models (LLMs) is impeded by two key challenges: objective metrics often fail to reflect human perception of natural language, and exhaustive human labeling is prohibitively expensive. Here, we propose a…

Determining which organizations are more effective in implementing an intervention program is essential for theoretically and empirically characterizing exemplary practice and for intervening to enhance the capacity of ineffective ones. Yet…

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Computer system simulation studies routinely rely on executing a limited number of short application regions, since full end-to-end simulation is prohibitively time-consuming. To preserve representativeness, existing methods employ either…

The statistical comparison of multiple algorithms over multiple data sets is fundamental in machine learning. This is typically carried out by the Friedman test. When the Friedman test rejects the null hypothesis, multiple comparisons are…

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Confidence estimation, a task that aims to evaluate the trustworthiness of the model's prediction output during deployment, has received lots of research attention recently, due to its importance for the safe deployment of deep models.…