English
Related papers

Related papers: Guarantees for Comprehensive Simulation Assessment…

200 papers

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

Statistics Theory · Mathematics 2012-02-10 Xinjia Chen

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

Methodology · Statistics 2020-06-18 Niccolò Dalmasso , Ann B. Lee , Rafael Izbicki , Taylor Pospisil , Ilmun Kim , Chieh-An Lin

Error mitigation techniques, while instrumental in extending the capabilities of near-term quantum computers, often suffer from exponential resource scaling with noise levels. To address this limitation, we introduce a novel approach,…

Quantum Physics · Physics 2024-09-11 Gaurav Saxena , Thi Ha Kyaw

Independence screening is a powerful method for variable selection for `Big Data' when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or variations of it. In many…

Statistics Theory · Mathematics 2012-11-02 Emre Barut , Jianqing Fan , Anneleen Verhasselt

Financial statement auditing is conducted under a risk-based evidence approach to obtain reasonable assurance. In practice, auditors often perform additional sampling or related procedures when an initial sample does not provide a…

Statistical Finance · Quantitative Finance 2026-04-08 Masahiro Kato , Kei Nakagawa

Time series data often contain initial transient periods before reaching a stable state, posing challenges in analysis and interpretation. In this paper, we propose a novel approach to detect and estimate the end of the initial transient in…

Methodology · Statistics 2025-12-01 Leonardo Scandurra , Pavlos Alexias , Eugene de Villiers

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

Automated deduction seeks to enable machines to reason with mathematical precision and logical completeness. Classical resolution-based systems, such as Prover9, E, and Vampire, rely on binary inference, which inherently limits multi-clause…

Logic in Computer Science · Computer Science 2025-10-10 Yang Xu , Xingxing He , Shuwei Chen , Jun Liu , Xiaomei Zhong

To explain the decision of any model, we extend the notion of probabilistic Sufficient Explanations (P-SE). For each instance, this approach selects the minimal subset of features that is sufficient to yield the same prediction with high…

Machine Learning · Statistics 2022-10-17 Salim I. Amoukou , Nicolas J. B Brunel

Expectile regression is a useful tool for exploring the relation between the response and the explanatory variables beyond the conditional mean. This article develops a continuous threshold expectile regression for modeling data in which…

Methodology · Statistics 2016-11-09 Feipeng Zhang , Qunhua Li

Large language models often improve reasoning by sampling multiple outputs and aggregating their final answers, but precise and efficient control of error levels remains a challenging task. In particular, deciding when to stop sampling…

Machine Learning · Statistics 2026-05-08 Hirofumi Ota , Naoto Iwase , Yuki Ichihara , Junpei Komiyama , Masaaki Imaizumi

The openness of modern IT systems and their permanent change make it challenging to keep these systems secure. A combination of regression and security testing called security regression testing, which ensures that changes made to a system…

Cryptography and Security · Computer Science 2023-09-19 Irdin Pekaric , Clemens Sauerwein , Michael Felderer

Simulation offers a simple and flexible way to estimate the power of a clinical trial when analytic formulae are not available. The computational burden of using simulation has, however, restricted its application to only the simplest of…

Counterfactual explanations (CEs) offer interpretable insights into machine learning predictions by answering ``what if?" questions. However, in real-world settings where models are frequently updated, existing counterfactual explanations…

Machine Learning · Computer Science 2026-02-12 Jamie Duell , Xiuyi Fan

ICS environments are vital to the operation of critical infrastructure such as power grids, water treatment facilities, and manufacturing plants. However, these systems are vulnerable to cyber attacks due to their reliance on interconnected…

Cryptography and Security · Computer Science 2024-12-02 Can Ozkan , Dave Singelee

Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model implementations and algorithms. In this paper we introduce…

Methodology · Statistics 2020-10-22 Sean Talts , Michael Betancourt , Daniel Simpson , Aki Vehtari , Andrew Gelman

This paper proposes a new metric to measure the calibration error of probabilistic binary classifiers, called test-based calibration error (TCE). TCE incorporates a novel loss function based on a statistical test to examine the extent to…

Machine Learning · Statistics 2023-06-27 Takuo Matsubara , Niek Tax , Richard Mudd , Ido Guy

Gaussian empirical Bayes methods usually maintain a precision independence assumption: The unknown parameters of interest are independent from the known standard errors of the estimates. This assumption is often theoretically questionable…

Econometrics · Economics 2025-12-30 Jiafeng Chen

A class of continuous controllers termed Robust Integral of the Signum of the Error (RISE) have been published over the last decade as a means to yield asymptotic convergence of the tracking error for classes of nonlinear systems that are…

Systems and Control · Electrical Eng. & Systems 2026-01-29 Rushikesh Kamalapurkar , Joel A. Rosenfeld , Justin Klotz , Ryan J. Downey , Warren E. Dixon

In existing simulation proof techniques, a single step in a lower-level specification may be simulated by an extended execution fragment in a higher-level one. As a result, it is cumbersome to mechanize these techniques using general…

Logic in Computer Science · Computer Science 2018-12-31 W. O. D. Griffioen , F. W. Vaandrager