Related papers: Fisher transformation via Edgeworth expansion

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

The Fourier transform is approximated over a finite domain using a Riemann sum. This Riemann sum is then expressed in terms of the discrete Fourier transform, which allows the sum to be computed with a fast Fourier transform algorithm more…

We designed a completely automated Maple ($\geqslant 15$) worksheet for deriving Edgeworth and Cornish-Fisher expansions as well as the acceleration constant of the bootstrap bias-corrected and accelerated technique. It is valid for…

The Wright-Fisher family of diffusion processes is a widely used class of evolutionary models. However, simulation is difficult because there is no known closed-form formula for its transition function. In this article we demonstrate that…

We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key…

We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver…

This study proposes the segmentation procedure of univariate time series based on Fisher's exact test. We show that an adequate change point can be detected as the minimum value of p-value. It is shown that the proposed procedure can detect…

I propose a method to fit the probability distribution function (hereafter PDF) of the large scale density field rho, motivated by a Lagrangian version of the continuity equation. It consists in applying the Edgeworth expansion to the…

We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield exact limits and often give rise to…

Good's formula and Fisher's method are frequently used for combining independent P-values. Interestingly, the equivalent of Good's formula already emerged in 1910 and mathematical expressions relevant to even more general situations have…

Bayesian inference has many advantages for complex models, but standard Monte Carlo methods for summarizing the posterior can be computationally demanding, and it is attractive to consider optimization-based variational methods. Our work…

Modern applications of Bayesian inference involve models that are sufficiently complex that the corresponding posterior distributions are intractable and must be approximated. The most common approximation is based on Markov chain Monte…

We get the computable error bounds for generalized Cornish-Fisher expansions for quantiles of statistics provided that the computable error bounds for Edgeworth-Chebyshev type expansions for distributions of these statistics are known. The…

Non-linear gravitational collapse introduces non-Gaussian statistics into the matter fields of the late Universe. As the large-scale structure is the target of current and future observational campaigns, one would ideally like to have the…

In this article, we deal with the efficient computation of the Wright function in the cases of interest for the expression of solutions of some fractional differential equations. The proposed algorithm is based on the inversion of the…

Clinical prediction models enable healthcare professionals to estimate individual outcomes using patient characteristics. Current sample size guidelines for developing or updating models with continuous outcomes aim to minimise overfitting…

A generalised one-dimensional Fisher-Wright diffusion process with mutations is considered. This is a well-known model in population genetics. An exponential recurrence is established for the process, which also implies an exponential rate…

For latent class models where the class weights depend on individual covariates, we derive a simple expression for computing the score vector and a convenient hybrid between the observed and the expected information matrices which is always…

We derive general expressions for the multi-tracer Fisher matrix, both assuming that the cross-spectra are constrained by the auto-spectra, and also allowing for independent degrees of freedom in the cross-spectra. We show that, just like…