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The histogram method is a powerful non-parametric approach for estimating the probability density function of a continuous variable. But the construction of a histogram, compared to the parametric approaches, demands a large number of…

Machine Learning · Statistics 2015-12-29 Hideaki Kim , Hiroshi Sawada

Data points are placed in bins when a histogram is created, but there is always a decision to be made about the number or width of the bins. This decision is often made arbitrarily or subjectively, but it need not be. A jackknife or…

Data Analysis, Statistics and Probability · Physics 2008-07-31 David W. Hogg

High dimensional statistical problems arise from diverse fields of scientific research and technological development. Variable selection plays a pivotal role in contemporary statistical learning and scientific discoveries. The traditional…

Statistics Theory · Mathematics 2009-10-08 Jianqing Fan , Jinchi Lv

Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…

Computation · Statistics 2021-02-26 Eric Chuu , Debdeep Pati , Anirban Bhattacharya

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…

Methodology · Statistics 2026-02-10 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Jonathan Weare

Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown quantities. This method has been applied to the case of…

Statistics Theory · Mathematics 2015-09-21 Fumiya Akashi , Yan Liu , Masanobu Taniguchi

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…

Machine Learning · Statistics 2020-09-14 Owen Thomas , Ritabrata Dutta , Jukka Corander , Samuel Kaski , Michael U. Gutmann

Fitting mixed models to complex survey data is a challenging problem. Most methods in the literature, including the most widely used one, require a close relationship between the model structure and the survey design. In this paper we…

Methodology · Statistics 2023-11-23 Thomas Lumley , Xudong Huang

In this article we propose a method of performing arithmetic operations on varia-bles with unknown distribution. The approach to the evaluation results of arithme-tic operations can select probability intervals of the algebraic equations…

Numerical Analysis · Computer Science 2015-12-11 V. N. Petrushin , E. V. Nikulchev , D. A. Korolev

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…

Methodology · Statistics 2018-02-16 Claudio Agostinelli

Symbolic regression is a nonlinear regression method which is commonly performed by an evolutionary computation method such as genetic programming. Quantification of uncertainty of regression models is important for the interpretation of…

Machine Learning · Computer Science 2022-09-15 Fabricio Olivetti de Franca , Gabriel Kronberger

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

Max-stable processes provide natural models for the modelling of spatial extreme values observed at a set of spatial sites. Full likelihood inference for max-stable data is, however, complicated by the form of the likelihood function as it…

Methodology · Statistics 2022-12-15 Patrik Andersson , Alexander Engberg

Composite likelihood has shown promise in settings where the number of parameters $p$ is large due to its ability to break down complex models into simpler components, thus enabling inference even when the full likelihood is not tractable.…

Methodology · Statistics 2021-07-21 Claudia Di Caterina , Davide Ferrari

Potential heuristics for state-space search are defined as weighted sums over simple state features. Atomic features consider the value of a single state variable in a factored state representation, while binary features consider joint…

Artificial Intelligence · Computer Science 2019-09-27 Florian Pommerening , Malte Helmert , Blai Bonet

Objectives: This study provides an effective model selection method based on the empirical likelihood approach for constructing summary receiver operating characteristic (sROC) curves from meta-analyses of diagnostic studies. Methods: We…

Methodology · Statistics 2018-03-13 ShengLi Tzeng , Chun-Shu Chen , Yu-Fen Li , Jin-Hua Chen

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Methodology · Statistics 2024-04-09 Vasilis Chasiotis , Dimitris Karlis

A statistical model is a mathematical representation of an often simplified or idealised data-generating process. In this paper, we focus on a particular type of statistical model, called linear mixed models (LMMs), that is widely used in…

Methodology · Statistics 2020-01-23 Emi Tanaka , Francis K. C. Hui

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