Related papers: Conservative Likelihood Ratio Estimator for Infreq…
The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…
INTRODUCTION: Wald's, the likelihood ratio (LR) and Rao's score tests and their corresponding confidence intervals (CIs), are the three most common estimators of parameters of Generalized Linear Models. On finite samples, these estimators…
Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…
We study the frequentist properties of confidence intervals computed by the method known to statisticians as the Profile Likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible…
We develop a likelihood methodology which can be used to search for evidence of burst repetition in the BATSE catalog, and to study the properties of the repetition signal. We use a simplified model of burst repetition in which a number…
The local false discovery rate (lfdr) of Efron et al. (2001) enjoys major conceptual and decision-theoretic advantages over the false discovery rate (FDR) as an error criterion in multiple testing, but is only well-defined in Bayesian…
Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…
The formalism of quantum estimation theory with a specific focus on classical data postprocessing is applied to a two-level system driven by an external gyrating magnetic field. We employed both Bayesian and frequentist approaches to…
Fr\'echet regression extends the principles of linear regression to accommodate responses valued in generic metric spaces. While this approach has primarily focused on exploring relationships between Euclidean predictors and non-Euclidean…
A previously proved theorem gives sufficient conditions for an estimator of the false discovery rate (FDR) to conservatively converge to the FDR with probability 1 as the number of hypothesis tests increases, even for small sample sizes. It…
The Deliberative Reason Index (DRI) is increasingly used to assess the coherence between considerations and preferences in deliberative settings, including applications to LLM-generated data. Under low-signal conditions, however, the…
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the threshold parameter. Our Lasso estimator not only selects…
Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional…
In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…
Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…
In this paper we propose strategies for estimating performance of a classifier when labels cannot be obtained for the whole test set. The number of test instances which can be labeled is very small compared to the whole test data size. The…
We develop a non-negative polynomial minimum-norm likelihood ratio (PLR) of two distributions of which only moments are known. The sample PLR converges to the unknown population PLR under mild conditions. The methodology allows for…
Predictions in the form of sets of probability distributions, so-called credal sets, provide a suitable means to represent a learner's epistemic uncertainty. In this paper, we propose a theoretically grounded approach to credal prediction…
This paper addresses the passive detection of a common rank-one subspace signal received in two multi-sensor arrays. We consider the case of a one-antenna transmitter sending a common Gaussian signal, independent Gaussian noises with…
Parameter estimation is a fundamental problem in science and engineering. In many safety-critical applications, one is not only interested in a {\it point} estimator, but also the uncertainty bound that can self-assess the accuracy of the…