Related papers: Huber-Robust Confidence Sequences
This article introduces methods for constructing prediction bounds or intervals for the number of future failures from heterogeneous reliability field data. We focus on within-sample prediction where early data from a failure-time process…
The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…
A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…
The problem of filtering of finite-alphabet stationary ergodic time series is considered. A method for constructing a confidence set for the (unknown) signal is proposed, such that the resulting set has the following properties: First, it…
We extend in two directions our previous results about the sampling and the empirical measures of immortal branching Markov processes. Direct applications to molecular biology are rigorous estimates of the mutation rates of polymerase chain…
Upper limits and confidence intervals are a convenient way to present experimental results. With modern experiments producing more and more data, it is often necessary to reduce the volume of the results for convenient distribution. A…
In the context of selective inference, confidence envelopes for the false discoveries allow the user to select any subset of null hypotheses while having a statistical guarantee on the number of false discoveries in the selected set. Many…
In this paper, we consider an experimental setting where units enter the experiment sequentially. Our goal is to form stopping rules which lead to estimators of treatment effects with a given precision. We propose a fixed-width confidence…
In this paper we give an overview of recent results on (upper and lower) discrepancy estimates for (concrete) sequences in the unit-cube. In particular we also give an overview of discrepancy estimates for certain classes of hybrid…
We revisit outlier hypothesis testing, propose exponentially consistent low complexity fixed-length and sequential tests and show that our tests achieve better tradeoff between detection performance and computational complexity than…
Recently, methodology was presented to facilitate the incorporation of interim analyses in stepped-wedge (SW) cluster randomised trials (CRTs). Here, we extend this previous discussion. We detail how the stopping boundaries, allocation…
Time-delay embedding is a fundamental technique in Topological Data Analysis (TDA) for reconstructing the phase space dynamics of time-series data. Persistent homology effectively identifies global topological features, such as loops…
Constructing valid confidence sets is a crucial task in statistical inference, yet traditional methods often face challenges when dealing with complex models or limited observed sample sizes. These challenges are frequently encountered in…
For a regression problem with a binary label response, we examine the problem of constructing confidence intervals for the label probability conditional on the features. In a setting where we do not have any information about the underlying…
Sequential estimation of a probability $p$ by means of inverse binomial sampling is considered. For $\mu_1,\mu_2>1$ given, the accuracy of an estimator $\hat{p}$ is measured by the confidence level $P[p/\mu_2\leq\hat{p}\leq p\mu_1]$. The…
For estimating a lower bounded parametric function in the framework of Marchand and Strawderman (2006), we provide through a unified approach a class of Bayesian confidence intervals with credibility $1-\alpha$ and frequentist coverage…
We investigate the credible sets and marginal credible intervals resulting from the horseshoe prior in the sparse multivariate normal means model. We do so in an adaptive setting without assuming knowledge of the sparsity level (number of…
This paper presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper for the estimation of an unknown probability p. Specifically, the confidence level associated to a relative interval…
We develop and analyze the HulC, an intuitive and general method for constructing confidence sets using the convex hull of estimates constructed from subsets of the data. Unlike classical methods which are based on estimating the (limiting)…
Fisher's likelihood is widely used for statistical inference for fixed unknowns. This paper aims to extend two important likelihood-based methods, namely the maximum likelihood procedure for point estimation and the confidence procedure for…