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For modeling the serial dependence in time series of counts, various approaches have been proposed in the literature. In particular, models based on a recursive, autoregressive-type structure such as the well-known integer-valued…
A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…
Upcoming cosmological surveys will achieve increasingly precise constraints in cosmological parameter estimation. To guarantee the robustness of cosmological analyses, it is essential to account for and model systematic effects that can…
The space-time correlations of streams of photons can provide fundamentally new channels of information about the Universe. Today's astronomical observations essentially measure certain amplitude coherence functions produced by a source.…
We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…
Insurers are faced with the challenge of estimating the future reserves needed to handle historic and outstanding claims that are not fully settled. A well-known and widely used technique is the chain-ladder method, which is a deterministic…
The identification of causal effects in observational studies typically relies on two standard assumptions: unconfoundedness and overlap. However, both assumptions are often questionable in practice: unconfoundedness is inherently…
One way to incorporate systematic uncertainties into the calculation of confidence intervals is by integrating over probability density functions parametrizing the uncertainties. In this note we present a development of this method which…
Using kilometric arrays of air Cherenkov telescopes, intensity interferometry may increase the spatial resolution in optical astronomy by an order of magnitude, enabling images of rapidly rotating stars with structures in their…
This guide aims at providing a general introduction to bootstrap methods. By using simple examples taken from nuclear physics, I discuss how such a method can be used to quantify error bars of an estimator. I also investigate the use of…
Laser-plasma based experiments are always more demanding about the plasma features which need to be generated during the interaction. This is valid for laser-plasma acceleration as well as for inertial confinement fusion experiments. Most…
Planned wide-field weak lensing surveys are expected to reduce the statistical errors on the shear field to unprecedented levels. In contrast, systematic errors like those induced by the convolution with the point spread function (PSF) will…
Exoplanets play an important role in understanding the mechanics of planetary system formation and orbital evolution. In this context the correlations of different parameters of the planets and their host star are useful guides in the…
The requirement of uncertainty quantification for anomaly detection systems has become increasingly important. In this context, effectively controlling Type I error rates ($\alpha$) without compromising the statistical power ($1-\beta$) of…
Statistical parameters are used in finance, weather, industrial, science, among other vast number of different fields to draw conclusions. New more efficient selection methods are mandatory to analyses the huge amount of astronomical data.…
Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…
We propose a double bootstrap procedure for reducing coverage error in the confidence intervals of descriptive statistics for independent and identically distributed functional data. Through a series of Monte Carlo simulations, we compare…
This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…
The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…
Randomized clinical trials are considered the gold standard for estimating causal effects. Nevertheless, in studies that are aimed at examining adverse effects of interventions, such trials are often impractical because of ethical and…