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Existing conformal prediction algorithms estimate prediction intervals at target confidence levels to characterize the performance of a regression model on new test samples. However, considering an autonomous system consisting of multiple…

Machine Learning · Computer Science 2023-09-25 Yunye Gong , Yi Yao , Xiao Lin , Ajay Divakaran , Melinda Gervasio

We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability…

Statistics Theory · Mathematics 2020-09-07 Natalia M. Markovich , Igor V. Rodionov

When the target parameter for inference is a real-valued, continuous function of probabilities in the $k$-sample multinomial problem, variance estimation may be challenging. In small samples or when the function is nondifferentiable at the…

Computation · Statistics 2025-05-13 Michael C Sachs , Erin E Gabriel , Michael P Fay

This paper introduces a local optimization-based approach to test statistical hypotheses and to construct confidence intervals. This approach can be viewed as an extension of bootstrap, and yields asymptotically valid tests and confidence…

Methodology · Statistics 2015-04-21 Shifeng Xiong

For linear regression models with cross-section or panel data, it is natural to assume that the disturbances are clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are…

Econometrics · Economics 2026-03-13 James G. MacKinnon , Morten Ørregaard Nielsen , Matthew D. Webb

Where the response variable in a big data set is consistent with the variable of interest for small area estimation, the big data by itself can provide the estimates for small areas. These estimates are often subject to the coverage and…

Methodology · Statistics 2024-01-10 Siu-Ming Tam , Shaila Sharmeen

Propensity score (PS) methods are widely used to estimate treatment effects in non-randomized studies. Variance is typically estimated using sandwich or bootstrap methods, which can either treat the PS as estimated or fixed. The latter is…

Methodology · Statistics 2025-11-17 Baoshan Zhang , Sean M. O'Brien , Yuan Wu , Laine E. Thomas

This paper examines estimation of skill formation models, a critical component in understanding human capital development and its effects on individual outcomes. Existing estimators are either based on moment conditions and only applicable…

Econometrics · Economics 2025-07-28 Antonia Antweiler , Joachim Freyberger

Kaplan-Meier estimators are essential tools in survival analysis, capturing the survival behavior of a cohort. Their accuracy improves with large, diverse datasets, encouraging data holders to collaborate for more precise estimations.…

Cryptography and Security · Computer Science 2024-07-30 Shadi Rahimian , Raouf Kerkouche , Ina Kurth , Mario Fritz

In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives. Furthermore, we investigate a novel estimator of the noise…

Methodology · Statistics 2026-05-08 Solt Kovács , Housen Li , Peter Bühlmann

This paper considers edge interval estimation between two regions of a Synthetic Aperture Radar (SAR) image which differ in texture. This is a difficult task because SAR images are contaminated with speckle noise. Different point estimation…

Computation · Statistics 2016-11-17 Láercio Dias , Francisco Cribari-Neto , Raydonal Ospina

Many statistical procedures, including goodness-of-fit tests and methods for independent component analysis, rely critically on the estimation of the entropy of a distribution. In this paper, we seek entropy estimators that are efficient…

Statistics Theory · Mathematics 2017-06-23 Thomas B. Berrett , Richard J. Samworth , Ming Yuan

Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this…

Information Theory · Computer Science 2022-11-22 Artemy Kolchinsky , Brendan D. Tracey

Adaptive optics (AO) system performance is improved using post-processing techniques, such as point spread function (PSF) deconvolution. The PSF estimation involves characterization of the different wavefront (WF) error sources in the AO…

Instrumentation and Methods for Astrophysics · Physics 2018-08-29 Florian Ferreira , Eric Gendron , Gérard Rousset , Damien Gratadour

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

We develop an eigenspace estimation algorithm for distributed environments with arbitrary node failures, where a subset of computing nodes can return structurally valid but otherwise arbitrarily chosen responses. Notably, this setting…

Machine Learning · Statistics 2022-06-02 Vasileios Charisopoulos , Anil Damle

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…

Statistics Theory · Mathematics 2022-06-28 Alessia Caponera , Julien Fageot , Matthieu Simeoni , Victor M. Panaretos

The benefits of the wavelet approach for density estimation are well established in the literature, especially when the density to estimate is irregular or heterogeneous in smoothness. However, wavelet density estimates are typically not…

Methodology · Statistics 2022-05-02 Carlos Aya-Moreno , Gery Geenens , Spiridon Penev

Umbrella sampling efficiently yields equilibrium averages that depend on exploring rare states of a model by biasing simulations to windows of coordinate values and then combining the resulting data with physical weighting. Here, we…

Statistical Mechanics · Physics 2016-09-21 Erik Thiede , Brian Van Koten , Jonathan Weare , Aaron R. Dinner

Feature aided tracking can often yield improved tracking performance over the standard multiple target tracking (MTT) algorithms with only kinematic measurements. However, in many applications, the feature signal of the targets consists of…

Systems and Control · Computer Science 2017-03-27 Le Zheng , Xiaodong Wang