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We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…

Statistical Mechanics · Physics 2009-11-13 A. Baule , E. G. D. Cohen

Risk assessment tools are widely used around the country to inform decision making within the criminal justice system. Recently, considerable attention has been devoted to the question of whether such tools may suffer from racial bias. In…

Methodology · Statistics 2020-04-01 Riccardo Fogliato , Max G'Sell , Alexandra Chouldechova

This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an…

Econometrics · Economics 2021-10-14 Yingjie Feng

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Statistical Finance · Quantitative Finance 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

Large-scale empirical data, the sample size and the dimension are high, often exhibit various characteristics. For example, the noise term follows unknown distributions or the model is very sparse that the number of critical variables is…

Statistics Theory · Mathematics 2018-06-18 Yuehan Yang , Hu Yang

Statistically-significant differences in the value of the Hubble parameter are found depending on the measurement method that is used, a result known as the Hubble tension. A variety of ways of comparing, grouping, and excluding…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-25 Thomas Hughes , Michael J. Wilensky , Philip Bull

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

This research creates a general class of "perturbation models" which are described by an underlying "null" model that accounts for most of the structure in data and a perturbation that accounts for possible small localized departures. The…

Statistics Theory · Mathematics 2007-06-13 Ramani S. Pilla , Catherine Loader

It is well-known that assumptions of monotonicity in size-bias couplings may be used to prove simple, yet powerful, Poisson approximation results. Here we show how these assumptions may be relaxed, establishing explicit Poisson…

Probability · Mathematics 2019-01-30 Fraser Daly , Oliver Johnson

The usual interpretation of noise is represented by a sum of many independent two-level elementary random signals with a distribution of relaxation times. In this paper it is demonstrated that also the superposition of many similar…

Data Analysis, Statistics and Probability · Physics 2007-08-24 Giovanni Zanella

We consider the Bayesian analysis of a few complex, high-dimensional models and show that intuitive priors, which are not tailored to the fine details of the model and the estimated parameters, produce estimators which perform poorly in…

Statistics Theory · Mathematics 2015-02-02 Y. Ritov , P. J. Bickel , A. C. Gamst , B. J. K. Kleijn

Imagine that you could calculate of posttest probabilities, i.e. Bayes theorem with simple addition. This is possible if we stop thinking of probabilities as ranging from 0 to 1.0. There is a naturally occurring linear probability space…

Other Statistics · Statistics 2019-04-03 Christopher M Rembold

In this paper we consider the issue of paradigm evaluation by applying Bayes' theorem along the following nested hierarchy of progressively more complex structures: i) parameter estimation (within a model), ii) model selection and…

Cosmology and Nongalactic Astrophysics · Physics 2016-06-02 Giulia Gubitosi , Macarena Lagos , Joao Magueijo , Rupert Allison

Distant and weak supervision allow to obtain large amounts of labeled training data quickly and cheaply, but these automatic annotations tend to contain a high amount of errors. A popular technique to overcome the negative effects of these…

Machine Learning · Computer Science 2021-03-02 Michael A. Hedderich , Dawei Zhu , Dietrich Klakow

Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…

chao-dyn · Physics 2015-06-24 Manojit Roy , R. E. Amritkar

We study a stochastic model for the diffusion of competing opinions in a population composed of three types of agents: trend-followers, opposers, and indifferent individuals. The decision dynamics are driven by reinforcement mechanisms,…

Probability · Mathematics 2025-06-24 Manuel González-Navarrete

This document presents the statistical methods used to process low-level measurements in the presence of noise. These methods can be classical or Bayesian. The question is placed in the general framework of the problem of nuisance…

Instrumentation and Detectors · Physics 2024-03-20 Guillaume Manificat , Salima Helali , Patrick Bouisset

Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…

Populations and Evolution · Quantitative Biology 2007-05-23 B. Spagnolo , D. Valenti , A. Fiasconaro

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Noise in data appears to be inevitable in most real-world machine learning applications and would cause severe overfitting problems. Not only can data features contain noise, but labels are also prone to be noisy due to human input. In this…

Machine Learning · Computer Science 2025-05-09 Weipeng Huang , Qin Li , Yang Xiao , Cheng Qiao , Tie Cai , Junwei Liang , Neil J. Hurley , Guangyuan Piao