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Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

Data Analysis, Statistics and Probability · Physics 2015-05-13 C. Anteneodo , R. Riera

It is argued that any possible definition of a realistic physics theory -- i.e., a mathematical model representing the real world -- cannot be considered comprehensive unless it is supplemented with requirement of being computationally…

Quantum Physics · Physics 2015-01-27 Arkady Bolotin

Assessment of model fitness is a key part of machine learning. The standard paradigm is to learn models by minimizing a chosen loss function averaged over training data, with the aim of achieving small losses on future data. In this paper,…

Machine Learning · Statistics 2023-10-17 Ludvig Hult , Dave Zachariah , Petre Stoica

Modern scientific cosmology pushes the boundaries of knowledge and the knowable. This is prompting questions on the nature of scientific knowledge. A central issue is what defines a 'good' model. When addressing global properties of the…

History and Philosophy of Physics · Physics 2018-12-12 Martin Sahlén

The Rashomon Effect describes the following phenomenon: for a given dataset there may exist many models with equally good performance but with different solution strategies. The Rashomon Effect has implications for Explainable Machine…

Machine Learning · Computer Science 2023-06-30 Sebastian Müller , Vanessa Toborek , Katharina Beckh , Matthias Jakobs , Christian Bauckhage , Pascal Welke

Invertibility conditions for observation-driven time series models often fail to be guaranteed in empirical applications. As a result, the asymptotic theory of maximum likelihood and quasi-maximum likelihood estimators may be compromised.…

Statistical Finance · Quantitative Finance 2016-10-11 F Blasques , P Gorgi , S Koopman , O Wintenberger

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…

Machine Learning · Statistics 2016-06-10 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

Unifying the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) a new family of distribution is proposed. Density and the survival function are expressed as infinite mixtures of P-G family. The quantile function, asymptotes, shapes,…

Statistics Theory · Mathematics 2020-06-11 Laba Handique , Farrukh Jamal , Subrata Chakraborty

A general class of models is proposed that is able to estimate the whole predictive distribution of a dependent variable $Y$ given a vector of explanatory variables $\xb$. The models exploit that the strength of explanatory variables to…

Methodology · Statistics 2021-03-25 Gerhard Tutz

We study the problem of designing optimal learning and decision-making formulations when only historical data is available. Prior work typically commits to a particular class of data-driven formulation and subsequently tries to establish…

Machine Learning · Statistics 2024-03-13 Amine Bennouna , Bart P. G. Van Parys

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

Optimal prediction methods compensate for a lack of resolution in the numerical solution of complex problems through the use of prior statistical information. We know from previous work that in the presence of strong underresolution a good…

Numerical Analysis · Mathematics 2025-10-20 Alexandre J. Chorin , Ole H. Hald , Raz Kupferman

It is commonly argued that an undesirable feature of a theoretical or phenomenological model is that salient observables are sensitive to values of parameters in the model. But in what sense is it undesirable to have such 'fine-tuning' of…

History and Philosophy of Physics · Physics 2020-12-21 Feraz Azhar , Abraham Loeb

The paper proposes a novel model assessment paradigm aiming to address shortcoming of posterior predictive $p-$values, which provide the default metric of fit for Bayesian structural equation modelling (BSEM). The model framework of the…

Methodology · Statistics 2022-06-30 Konstantinos Vamvourellis , Konstantinos Kalogeropoulos , Irini Moustaki

Economic evaluations from individual-level data are an important component of the process of technology appraisal, with a view to informing resource allocation decisions. A critical problem in these analyses is that both effectiveness and…

Applications · Statistics 2018-02-01 Andrea Gabrio , Alexina J. Mason , Gianluca Baio

Statistical models are used to produce estimates of demographic and global health indicators in populations with limited data. Such models integrate multiple data sources to produce estimates and forecasts with uncertainty based on model…

Methodology · Statistics 2024-12-02 Leontine Alkema , Herbert Susmann , Evan Ray

An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…

Methodology · Statistics 2018-11-21 Yongqiang Tang

After a prologue which clarifies some issues left open in my last paper, the main features of the tetron model of elementary particles are discussed in the light of recent developments, in particular the formation of strong and electroweak…

High Energy Physics - Phenomenology · Physics 2014-11-18 Bodo Lampe

We show how information on the uniformity properties of a point set employed in numerical multidimensional integration can be used to improve the error estimate over the usual Monte Carlo one. We introduce a new measure of (non-)uniformity…

High Energy Physics - Phenomenology · Physics 2009-10-28 Jiri Hoogland , Ronald Kleiss

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander