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We investigate the data distribution valuation problem, which aims to quantify the values of data distributions from their samples. This is a recently proposed problem that is related to but different from classical data valuation and can…

Machine Learning · Computer Science 2026-04-08 Cuong N. Nguyen , Cuong V. Nguyen

In this work, we empirically explore the question: how can we assess the quality of samples from some target distribution? We assume that the samples are provided by some valid Monte Carlo procedure, so we are guaranteed that the collection…

Machine Learning · Computer Science 2016-06-21 Arjumand Masood , Weiwei Pan , Finale Doshi-Velez

A ranking is an ordered sequence of items, in which an item with higher ranking score is more preferred than the items with lower ranking scores. In many information systems, rankings are widely used to represent the preferences over a set…

Artificial Intelligence · Computer Science 2017-09-22 Zhiwei Lin , Yi Li , Xiaolian Guo

Decision-making often involves ranking and selection. For example, to assemble a team of political forecasters, we might begin by narrowing our choice set to the candidates we are confident rank among the top 10% in forecasting ability.…

Methodology · Statistics 2022-08-04 Dillon Bowen

In this paper, we present a Bayesian channel estimation algorithm for multicarrier receivers based on pilot symbol observations. The inherent sparse nature of wireless multipath channels is exploited by modeling the prior distribution of…

Machine Learning · Statistics 2013-03-07 Niels Lovmand Pedersen , Carles Navarro Manchón Bernard Henri Fleury

Reputation systems seek to infer which members of a community can be trusted based on ratings they issue about each other. We construct a Bayesian inference model and simulate approximate estimates using belief propagation (BP). The model…

Disordered Systems and Neural Networks · Physics 2013-10-01 Andre Manoel , Renato Vicente

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar

Big data presents potential but unresolved value as a source for analysis and inference. However,selection bias, present in many of these datasets, needs to be accounted for so that appropriate inferences can be made on the target…

Methodology · Statistics 2025-01-09 Lyndon Ang , Robert Clark , Bronwyn Loong , Anders Holmberg

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

The basic idea of importance sampling is to use independent samples from a proposal measure in order to approximate expectations with respect to a target measure. It is key to understand how many samples are required in order to guarantee…

Computation · Statistics 2017-01-17 S. Agapiou , O. Papaspiliopoulos , D. Sanz-Alonso , A. M. Stuart

Market share and quality, or customer satisfaction, go together. Yet inferring one from the other appears difficult. Indeed, such an inference would need detailed information about customer behavior, and might be clouded by modes of…

Computer Science and Game Theory · Computer Science 2014-07-15 Amir Ban , Nati Linial

The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables.…

Logic in Computer Science · Computer Science 2015-07-01 Johannes Borgström , Andrew D Gordon , Michael Greenberg , James Margetson , Jurgen Van Gael

Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the…

Methodology · Statistics 2015-11-11 Cheng Huang , Xiaoming Huo

Group testing is a method of identifying infected patients by performing tests on a pool of specimens collected from patients. For the case in which the test returns a false result with finite probability, we propose Bayesian inference and…

Machine Learning · Statistics 2020-07-15 Ayaka Sakata

Bayesian networks provide a method of representing conditional independence between random variables and computing the probability distributions associated with these random variables. In this paper, we extend Bayesian network structures to…

Artificial Intelligence · Computer Science 2013-02-21 Eric Driver , Darryl Morrell

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Contemporary scientific research is a distributed, collaborative endeavor, carried out by teams of researchers, regulatory institutions, funding agencies, commercial partners, and scientific bodies, all interacting with each other and…

Methodology · Statistics 2024-02-09 Stephen Bates , Michael I. Jordan , Michael Sklar , Jake A. Soloff

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

Controlled experiments (A/B tests or randomized field experiments) are the de facto standard to make data-driven decisions when implementing changes and observing customer responses. The methodology to analyze such experiments should be…

Applications · Statistics 2020-03-06 Shafi Kamalbasha , Manuel J. A. Eugster
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