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Confidence region prediction is a practically useful extension to the commonly studied pattern recognition problem. Instead of predicting a single label, the constraint is relaxed to allow prediction of a subset of labels given a desired…

Machine Learning · Computer Science 2024-05-27 David Lindsay , Sian Lindsay

Confidence intervals provide a way to determine plausible values for a population parameter. They are omnipresent in research articles involving statistical analyses. Appropriately, a key statistical literacy learning objective is the…

Other Statistics · Statistics 2020-07-21 Xiaofei Wang , Nicholas G. Reich , Nicholas J. Horton

We derive confidence intervals and confidence sequences for causal effects in situations where the back-door or front-door criteria are applicable. Our tightest confidence intervals hold in the standard setting where the training data…

Statistics Theory · Mathematics 2026-05-26 Vladimir Vovk , Ruodu Wang

Although applications of Bayesian analysis for numerical quadrature problems have been considered before, it's only very recently that statisticians have focused on the connections between statistics and numerical analysis of differential…

Computation · Statistics 2017-10-03 Majnu John , Yihren Wu

The inferential model (IM) framework produces data-dependent, non-additive degrees of belief about the unknown parameter that are provably valid. The validity property guarantees, among other things, that inference procedures derived from…

Statistics Theory · Mathematics 2021-08-05 Chuanhai Liu , Ryan Martin

In this paper we first provide a method to compute confidence intervals for the center of a piecewise normal distribution given a sample from this distribution, under certain assumptions. We then extend this method to an asymptotic setting,…

Optimization and Control · Mathematics 2022-08-08 Shu Lu , Hongsheng Liu

We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable. We conjecture that the confidence interval has guaranteed coverage, i.e., that it contains the…

Statistics Theory · Mathematics 2020-11-05 Erik Learned-Miller , Philip S. Thomas

Null hypothesis significance tests and p values are widely used despite very strong arguments against their use in many contexts. Confidence intervals are often recommended as an alternative, but these do not achieve the objective of…

Methodology · Statistics 2014-02-12 Michael Wood

Given a randomized experiment with binary outcomes, exact confidence intervals for the average causal effect of the treatment can be computed through a series of permutation tests. This approach requires minimal assumptions and is valid for…

Methodology · Statistics 2025-06-19 P. M. Aronow , Haoge Chang , Patrick Lopatto

In the big data era, the need to reevaluate traditional statistical methods is paramount due to the challenges posed by vast datasets. While larger samples theoretically enhance accuracy and hypothesis testing power without increasing false…

Methodology · Statistics 2026-01-09 Xuekui Zhang , Li Xing , Jing Zhang , Soojeong Kim

High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters,…

Methodology · Statistics 2021-04-28 Jinyuan Chang , Song Xi Chen , Cheng Yong Tang , Tong Tong Wu

Probability intervals are an attractive tool for reasoning under uncertainty. Unlike belief functions, though, they lack a natural probability transformation to be used for decision making in a utility theory framework. In this paper we…

Artificial Intelligence · Computer Science 2022-01-06 Fabio Cuzzolin

A calculator program has been written to give confidence intervals on branching ratios for rare decay modes (or similar quantities) calculated from the number of events observed, the acceptance factor, the background estimate and the…

High Energy Physics - Experiment · Physics 2011-07-19 Roger Barlow

Credibility theory provides tools to obtain better estimates by combining individual data with sample information. We apply the Credibility theory to a Uniform distribution that is used in testing the reliability of forecasting an interest…

Statistical Finance · Quantitative Finance 2014-09-18 Matteo Formenti

We present a universal framework for constructing confidence sets based on sequential likelihood mixing. Building upon classical results from sequential analysis, we provide a unifying perspective on several recent lines of work, and…

Machine Learning · Statistics 2025-02-21 Johannes Kirschner , Andreas Krause , Michele Meziu , Mojmir Mutny

Several scientific fields including psychology are undergoing a replication crisis. There are many reasons for this problem, one of which is a misuse of p-values. There are several alternatives to p-values, and in this paper we describe a…

Methodology · Statistics 2020-10-05 Brian D. Segal

In data mining, when binary prediction rules are used to predict a binary outcome, many performance measures are used in a vast array of literature for the purposes of evaluation and comparison. Some examples include classification…

Machine Learning · Statistics 2025-07-08 Zheng Yuan , Wenxin Jiang

Confidence intervals for the means of multiple normal populations are often based on a hierarchical normal model. While commonly used interval procedures based on such a model have the nominal coverage rate on average across a population of…

Methodology · Statistics 2016-12-28 Chaoyu Yu , Peter D. Hoff

Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the…

Methodology · Statistics 2014-04-03 Adel Javanmard , Andrea Montanari

We consider a general regression model, without a scale parameter. Our aim is to construct a confidence interval for a scalar parameter of interest $\theta$ that utilizes the uncertain prior information that a distinct scalar parameter…

Methodology · Statistics 2020-09-17 Paul Kabaila , Nishika Ranathunga