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Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…

Methodology · Statistics 2024-05-09 Abigail J. Burdon , Thomas Jaki

Recent advances in molecular simulations allow the evaluation of previously unattainable observables, such as rate constants for protein folding. However, these calculations are usually computationally expensive and even significant…

Applications · Statistics 2019-03-27 Barmak Mostofian , Daniel M. Zuckerman

We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s. central limit…

Methodology · Statistics 2013-05-13 Manfred Denker , Lucia Tabacu

Modern longitudinal studies collect multiple outcomes as the primary endpoints to understand the complex dynamics of the diseases. Oftentimes, especially in clinical trials, the joint variations among the multidimensional responses play a…

Methodology · Statistics 2024-01-17 Salil Koner , Sheng Luo

Response adaptive randomization (RAR) is appealing from methodological, ethical, and pragmatic perspectives in the sense that subjects are more likely to be randomized to better performing treatment groups based on accumulating data.…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Lu Cui , Ziqian Geng , Lanju Zhang , Yihua Gu , Ivan S. F. Chan

Sampling-based search, a simple paradigm for utilizing test-time compute, involves generating multiple candidate responses and selecting the best one -- typically by having models self-verify each response for correctness. In this paper, we…

Machine Learning · Computer Science 2025-02-21 Eric Zhao , Pranjal Awasthi , Sreenivas Gollapudi

The Cox regression model is a popular model for analyzing the relationship between a covariate and a survival endpoint. The standard Cox model assumes a constant covariate effect across the entire covariate domain. However, in many…

Applications · Statistics 2019-09-02 Sarit Agami , David M. Zucker , Donna Spiegelman

We derive adjusted signed likelihood ratio statistics for a general class of extreme value regression models. The adjustments reduce the error in the standard normal approximation to the distribution of the signed likelihood ratio…

Statistics Theory · Mathematics 2014-05-26 Silvia L. P. Ferrari , Eliane C. Pinheiro

The periodogram is a popular tool that tests whether a signal consists only of noise or if it also includes other components. The main issue of this method is to define a critical detection threshold that allows identification of a…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 R. Vio , P. Andreani , A. Biggs

When modelling competing risks survival data, several techniques have been proposed in both the statistical and machine learning literature. State-of-the-art methods have extended classical approaches with more flexible assumptions that can…

This paper proposes a sequential test procedure for determining the number of regimes in nonlinear multivariate autoregressive models. The procedure relies on linearity and no additional nonlinearity tests for both multivariate smooth…

Econometrics · Economics 2024-06-05 Andrea Bucci

Randomized benchmarking (RB) is widely used to measure an error rate of a set of quantum gates, by performing random circuits that would do nothing if the gates were perfect. In the limit of no finite-sampling error, the exponential decay…

Quantum Physics · Physics 2017-10-03 Timothy Proctor , Kenneth Rudinger , Kevin Young , Mohan Sarovar , Robin Blume-Kohout

The widely used proportional hazard assumption cannot be assessed reliably in small-scale clinical trials and might often in fact be unjustified, e.g. due to delayed treatment effects. An alternative to the hazard ratio as effect measure is…

Methodology · Statistics 2024-08-29 David Jesse , Cynthia Huber , Tim Friede

How can we discern whether the covariance operator of a stochastic process is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for…

Methodology · Statistics 2020-08-11 Anirvan Chakraborty , Victor M. Panaretos

This note investigates a number of scenarios in which unadjusted testing following a blinded sample size re-estimation leads to type I error violations. For superiority testing, this occurs in certain small-sample borderline cases. We…

Methodology · Statistics 2013-01-18 Ekkehard Glimm , Jürgen Läuter

It is an important task in the literature to check whether a fitted autoregressive moving average (ARMA) model is adequate, while the currently used tests may suffer from the size distortion problem when the underlying autoregressive models…

Methodology · Statistics 2022-09-21 Xiaohui Liu , Donghui Fan , Xu Zhang , Catherine C. Liu

The predominant method for computing confidence intervals (CI) in few-shot learning (FSL) is based on sampling the tasks with replacement, i.e.\ allowing the same samples to appear in multiple tasks. This makes the CI misleading in that it…

Machine Learning · Computer Science 2024-09-09 Raphael Lafargue , Luke Smith , Franck Vermet , Mathias Löwe , Ian Reid , Vincent Gripon , Jack Valmadre

Evaluating mathematical reasoning in LLMs is constrained by limited benchmark sizes and inherent model stochasticity, yielding high-variance accuracy estimates and unstable rankings across platforms. On difficult problems, an LLM may fail…

Machine Learning · Computer Science 2026-02-04 Zihan Dong , Zhixian Zhang , Yang Zhou , Can Jin , Ruijia Wu , Linjun Zhang

Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of…

Statistics Theory · Mathematics 2014-04-10 Edith Cohen
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