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We consider the setting in which a strong binary instrument is available for a binary treatment. The traditional LATE approach assumes the monotonicity condition stating that there are no defiers (or compliers). Since this condition is not…

Econometrics · Economics 2021-03-25 Yinchu Zhu

A hierarchical approach to the construction of compound distributions for process-induced faults in IC manufacture is proposed. Within this framework, the negative binomial distribution and the compound binomial distribution are treated as…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Yu. I. Bogdanov , N. A. Bogdanova , V. L. Dshkhunyan

Bayesian hypothesis tests leverage posterior probabilities, Bayes factors, or credible intervals to inform data-driven decision making. We propose a framework for power curve approximation with such hypothesis tests. We present a fast…

Methodology · Statistics 2024-10-08 Luke Hagar , Nathaniel T. Stevens

Boundary conditions may change the phase diagram of non-equilibrium statistical systems like the one-dimensional asymmetric simple exclusion process with and without particle number conservation. Using the quantum Hamiltonian approach, the…

High Energy Physics - Theory · Physics 2009-10-22 Malte Henkel , Gunter Schütz

The interconnectedness of financial institutions affects instability and credit crises. To quantify systemic risk we introduce here the PD model, a dynamic model that combines credit risk techniques with a contagion mechanism on the network…

Computational Finance · Quantitative Finance 2018-04-10 Daniele Petrone , Vito Latora

Credit risk stress testing has become an important risk management device which is used both by banks internally and by regulators. Stress testing is complex because it essentially means projecting a bank's full balance sheet conditional on…

Risk Management · Quantitative Finance 2024-01-18 Bernd Engelmann

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Estimation of the $\phi$-divergence between two unknown probability distributions using empirical data is a fundamental problem in information theory and statistical learning. We consider a multi-variate generalization of the data dependent…

Probability · Mathematics 2018-01-04 Fengqiao Luo , Sanjay Mehrotra

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…

Disordered Systems and Neural Networks · Physics 2026-02-11 A. V. Goltsev , S. N. Dorogovtsev

Bayesian model averaging, model selection and its approximations such as BIC are generally statistically consistent, but sometimes achieve slower rates og convergence than other methods such as AIC and leave-one-out cross-validation. On the…

Statistics Theory · Mathematics 2008-09-17 Tim van Erven , Peter Grunwald , Steven de Rooij

Online controlled experiments (A/B tests) are fundamental to data-driven decision-making in the digital economy. However, their real-world application is frequently compromised by two critical shortcomings: the use of statistically flawed…

Applications · Statistics 2025-09-30 Srijesh Pillai , Rajesh Kumar Chandrawat

We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of…

Mathematical Finance · Quantitative Finance 2019-04-04 Xue Dong He , Moris S. Strub , Thaleia Zariphopoulou

We study a random graph model with preferential edge attachment and detachment through the embedding into a generalized Yule model. We show that the in-degree distribution of a vertex chosen uniformly at random follows a power law in the…

Probability · Mathematics 2025-01-17 Michael Hinz , Angelica Pachon

The variance of the local density of the pair contact process with diffusion (PCPD) is investigated in a bosonic description. At the critical point of the absorbing phase transition (where the average particle number remains constant) it is…

Statistical Mechanics · Physics 2009-11-10 Matthias Paessens , Gunter M. Schuetz

Distribution shifts between training and test data are inevitable over the lifecycle of a deployed model, leading to performance decay. Adapting a model on test samples can help mitigate this drop in performance. However, most test-time…

Machine Learning · Computer Science 2025-11-18 Mona Schirmer , Dan Zhang , Eric Nalisnick

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

Realisation of experiments even on small and medium-scale quantum computers requires an optimisation of several parameters to achieve high-fidelity operations. As the size of the quantum register increases, the characterisation of quantum…

Quantum Physics · Physics 2020-08-11 F. Martínez-García , D. Vodola , M. Müller

In this work, we offer a thorough analytical investigation into the role of shared hyperparameters in a hierarchical Bayesian model, examining their impact on information borrowing and posterior inference. Our approach is rooted in a…

Methodology · Statistics 2025-09-23 Prasenjit Ghosh , Anirban Bhattacharya , Debdeep Pati

We review the decomposition method of stock return cross-correlations, presented previously for studying the dependence of the correlation coefficient on the resolution of data (Epps effect). Through a toy model of random walk/Brownian…

Statistical Finance · Quantitative Finance 2009-01-11 Bence Toth , Balint Toth , Janos Kertesz