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Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

We report the first experimental realization of pattern formation in a spatially extended nonlinear system when the system is alternated between two states, neither of which exhibits patterning. Dynamical equations modeling the system are…

Pattern Formation and Solitons · Physics 2009-11-11 J. P. Sharpe , P. L. Ramazza , N. Sungar , Karl Saunders

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

Methodology · Statistics 2018-10-11 Quentin Clairon

Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no…

Machine Learning · Computer Science 2020-11-06 Patrick Kidger , James Morrill , James Foster , Terry Lyons

We introduce a broadly applicable statistical procedure for testing which parametric distribution family generated a random sample of data. The method, termed the Difference in Differential Entropy (DDE) test, provides a unified framework…

Econometrics · Economics 2025-12-15 Ron Mittelhammer , George Judge , Miguel Henry

Symmetry tests provide an important probe for the structure of elementary particle interactions and for the validity of the standard model. However, it is pointed out that in the interpretation of such experiments one must keep in mind that…

High Energy Physics - Phenomenology · Physics 2011-04-15 Barry R. Holstein

The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…

Methodology · Statistics 2017-09-18 Alan Huang , Nanxi Zhang

The problem of verifying whether a multi-component system has anomalies or not is addressed. Each component can be probed over time in a data-driven manner to obtain noisy observations that indicate whether the selected component is…

Information Theory · Computer Science 2020-05-19 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

Probabilistic models often have parameters that can be translated, scaled, permuted, or otherwise transformed without changing the model. These symmetries can lead to strong correlation and multimodality in the posterior distribution over…

Machine Learning · Statistics 2013-12-20 Robert Nishihara , Thomas Minka , Daniel Tarlow

We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…

Statistics Theory · Mathematics 2020-07-20 Bruno Ebner , Franz Nestmann , Matthias Schulte

In astronomy, there is an opportunity to enhance the practice of validating models through statistical techniques, specifically to account for measurement error uncertainties. While models are commonly used to describe observations, there…

Instrumentation and Methods for Astrophysics · Physics 2023-08-09 Fiorenzo Stoppa , Eric Cator , Gijs Nelemans

Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

Applications · Statistics 2017-06-08 Benjamin Letham , Portia A. Letham , Cynthia Rudin , Edward P. Browne

We propose using a permutation test to detect discontinuities in an underlying economic model at a known cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data.…

Econometrics · Economics 2022-07-12 Federico A. Bugni , Jia Li , Qiyuan Li

The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…

Statistics Theory · Mathematics 2020-07-21 Mark Holmes , Ivan Kojadinovic

Modern distributed systems include a class of applications in which non-functional requirements are important. In particular, these applications include multimedia facilities where real time constraints are crucial to their correct…

Multimedia · Computer Science 2007-05-23 Jeremy Bryans , Howard Bowman , John Derrick

In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…

Methodology · Statistics 2012-07-25 Christine Choirat , Raffaello Seri

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

Significant progress has been made in developing identification and estimation techniques for missing data problems where modeling assumptions can be described via a directed acyclic graph. The validity of results using such techniques rely…

Methodology · Statistics 2023-06-13 Razieh Nabi , Rohit Bhattacharya