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The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…

Econometrics · Economics 2019-12-10 Raffaello Seri , Samuele Centorrino , Michele Bernasconi

The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis

The purpose of this note is to present in details R codes to implement a non-parametric method for change-point detection. The proposed approach is validated from various perspectives using simulations. This method is a competitor to that…

Applications · Statistics 2025-07-10 Pierre Ailliot , N'Dèye Coumba Niass , Jean-Marc Derrien

In this paper we introduce the idea of partially sorting data to design nonparametric tests. This approach gives rise to tests that are sensitive to both the order and the underlying distribution of the data. We focus in particular on a…

Statistics Theory · Mathematics 2022-10-27 Krzysztof Bisewski , H. M. Jansen , Yoni Nazarathy

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Machine Learning · Statistics 2020-07-17 Avinava Dubey , Michael Minyi Zhang , Eric P. Xing , Sinead A. Williamson

A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each…

Statistics Theory · Mathematics 2009-04-06 Markus Reiss , Yves Rozenholc , Charles-Andre Cuenod

Deep neural network is a state-of-art method in modern science and technology. Much statistical literature have been devoted to understanding its performance in nonparametric estimation, whereas the results are suboptimal due to a redundant…

Machine Learning · Computer Science 2021-08-18 Ruiqi Liu , Ben Boukai , Zuofeng Shang

When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…

Methodology · Statistics 2020-05-08 Kosuke Morikawa , Jae Kwang Kim

This paper describes several new algorithms for estimating the parameters of a periodic bandlimited signal from samples corrupted by jitter (timing noise) and additive noise. Both classical (non-random) and Bayesian formulations are…

Applications · Statistics 2016-09-08 Daniel S. Weller , Vivek K Goyal

Nonresponse weighting adjustment using the response propensity score is a popular tool for handling unit nonresponse. Statistical inference after the nonresponse weighting adjustment is complicated because the effect of estimating the…

Methodology · Statistics 2017-02-14 Hejian Sang , Jae Kwang Kim

This work considers detecting the presence of a band-limited random radio source using an antenna array featuring a low-complexity digitization process with single-bit output resolution. In contrast to high-resolution analog-to-digital…

Information Theory · Computer Science 2018-02-21 Manuel S. Stein

We consider the problem of identifying a pattern of faults from a set of noisy linear measurements. Unfortunately, maximum a posteriori probability estimation of the fault pattern is computationally intractable. To solve the fault…

Information Theory · Computer Science 2015-03-13 Danny Bickson , Dror Baron , Alex T. Ihler , Harel Avissar , Danny Dolev

We study the nonparametric estimation of the branching rate $B(x)$ of a supercritical Bellman-Harris population: a particle with age $x$ has a random lifetime governed by $B(x)$; at its death time, it gives rise to $k \geq 2$ children with…

Other Statistics · Statistics 2015-10-14 Marc Hoffmann , Adélaïde Olivier

We discuss the recently introduced concept of non-deterministic noiseless linear amplification, demonstrating that such an operation can only be performed perfectly with vanishing probability of success. We show that a weak measurement,…

Quantum Physics · Physics 2009-03-26 David Menzies , Sarah Croke

Quantization methods reduce the number of bits required to represent each parameter in a model, trading accuracy for smaller memory footprints and inference latencies. However, the final model size depends on both the number of parameters…

Machine Learning · Computer Science 2023-03-01 Tim Dettmers , Luke Zettlemoyer

We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…

Statistics Theory · Mathematics 2026-01-19 Nadezhda Gribkova , Mengqi Wang , Ričardas Zitikis

Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…

Methodology · Statistics 2025-06-04 Brian M Cho , Aurélien Bibaut , Nathan Kallus

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao
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