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Related papers: Smaller $p$-values via indirect information

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Several scientific fields including psychology are undergoing a replication crisis. There are many reasons for this problem, one of which is a misuse of p-values. There are several alternatives to p-values, and in this paper we describe a…

Methodology · Statistics 2020-10-05 Brian D. Segal

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-05-28 Ville Satopää , Robin Pemantle , Lyle Ungar

Indirect comparisons have been increasingly used to compare data from different sources such as clinical trials and observational data in, e.g., a disease registry. To adjust for population differences between data sources,…

Methodology · Statistics 2021-07-27 Jixian Wang

Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…

Econometrics · Economics 2025-05-01 Laura Battaglia , Timothy Christensen , Stephen Hansen , Szymon Sacher

In a regression setting with a response vector and given regressor vectors, a typical question is to what extent the response is related to these regressors, specifically, how well it can be approximated by a linear combination of the…

Statistics Theory · Mathematics 2025-02-03 Lutz Duembgen , Laurie Davies

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…

Information Theory · Computer Science 2013-05-30 Malte Harder , Christoph Salge , Daniel Polani

Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such…

Methodology · Statistics 2015-05-14 Christopher C. Drovandi , Anthony N. Pettitt , Anthony Lee

We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing…

Methodology · Statistics 2026-05-01 Cory McCartan , Shiro Kuriwaki

We address the practical problems of estimating the information relations that characterize large networks. Building on methods developed for analysis of the neural code, we show that reliable estimates of mutual information can be obtained…

Information Theory · Computer Science 2007-07-13 Noam Slonim , Gurinder S. Atwal , Gasper Tkacik , William Bialek

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

We consider the problem of meta-analyzing two-group studies that report the median of the outcome. Often, these studies are excluded from meta-analysis because there are no well-established statistical methods to pool the difference of…

Methodology · Statistics 2022-06-22 Sean McGrath , Hojoon Sohn , Russell Steele , Andrea Benedetti

Administrative data, or non-probability sample data, are increasingly being used to obtain official statistics due to their many benefits over survey methods. In particular, they are less costly, provide a larger sample size, and are not…

Methodology · Statistics 2021-03-30 Asma Bahamyirou , Mireille E. Schnitzer

Due to the privacy protection or the difficulty of data collection, we cannot observe individual outputs for each instance, but we can observe aggregated outputs that are summed over multiple instances in a set in some real-world…

Machine Learning · Statistics 2022-10-05 Tomoharu Iwata

In Small Area Estimation data linkage can be used to combine values of the variableof interest from a national survey with values of auxiliary variables obtained from another source like a population register. Linkage errors can induce bias…

Methodology · Statistics 2019-04-02 Ray Chambers , Enrico Fabrizi , Nicola Salvati

It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…

Methodology · Statistics 2022-06-02 Yoshikazu Terada , Hidetoshi Shimodaira

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

Data Analysis, Statistics and Probability · Physics 2013-05-29 David V. Foster , Peter Grassberger

Prediction-powered inference (PPI) is a method that improves statistical estimates based on limited human-labeled data. PPI achieves this by combining small amounts of human-labeled data with larger amounts of data labeled by a reasonably…

Machine Learning · Computer Science 2024-12-05 Adam Fisch , Joshua Maynez , R. Alex Hofer , Bhuwan Dhingra , Amir Globerson , William W. Cohen

Relational data in its most basic form is a static collection of known facts. However, by learning to infer and deduct additional information and structure, we can massively increase the usefulness of the underlying data. One common form of…

Machine Learning · Computer Science 2019-07-30 Xavier Holt
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