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We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Machine Learning · Statistics 2020-07-14 Stefan T. Radev , Andreas Voss , Eva Marie Wieschen , Paul-Christian Bürkner

Simulation-based inference (SBI) makes it possible to infer the parameters of a model from high-dimensional low-level features of the observed events. In this work we show how this method can be used to establish the presence of a weak…

High Energy Physics - Phenomenology · Physics 2024-07-31 Kierthika Chathirathas , Torben Ferber , Felix Kahlhoefer , Alessandro Morandini

In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…

Machine Learning · Statistics 2025-07-08 Fahime Seyedheydari , Mahdi Nasiri , Marcin Mińkowski , Simo Särkkä

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

In this paper we consider a network of spatially distributed sensors which collect measurement samples of a spatial field, and aim at estimating in a distributed way (without any central coordinator) the entire field by suitably fusing all…

Systems and Control · Computer Science 2018-05-23 Francesco Sasso , Angelo Coluccia , Giuseppe Notarstefano

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…

Materials Science · Physics 2024-08-14 Thomas Most

Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome $Y$ to a large number of covariates $\mathbf {X}$, for example,…

Applications · Statistics 2014-01-13 Philip S. Boonstra , Bhramar Mukherjee , Jeremy M. G. Taylor

The methods for parameter estimation under assumption of agreement between observation and model are reviewed. The distribution parameters are obtained for one set of experimental data by using different estimation methods under assumption…

Methodology · Statistics 2009-07-17 Lorentz Jantschi

We believe that a wide range of physical processes conspire to shape the observed galaxy population but we remain unsure of their detailed interactions. The semi-analytic model (SAM) of galaxy formation uses multi-dimensional…

Cosmology and Nongalactic Astrophysics · Physics 2011-11-07 Yu Lu , H. J. Mo , Martin D. Weinberg , Neal Katz

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

Inferring the parameters of models describing biological systems is an important problem in the reverse engineering of the mechanisms underlying these systems. Much work has focused on parameter inference of stochastic and ordinary…

Quantitative Methods · Quantitative Biology 2021-11-09 Thomas Thorne , Paul D. W. Kirk , Heather A. Harrington

We consider the problem of statistical inference for the S distribution and introduce new minimum distance estimators for the four parameters of the S distribution using Kolmogorov-Smirnov, Cramer-von Mises and related distance metrics.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Sergej V. Aksenov , Michael A. Savageau

Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…

Methodology · Statistics 2021-09-06 Minwoo Kim , Shrijita Bhattacharya , Tapabrata Maiti

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…

Methodology · Statistics 2018-03-23 Michael Betancourt

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

Two-stage hierarchical models have been widely used in small area estimation to produce indirect estimates of areal means. When the areas are treated exchangeably and the model parameters are assumed to be the same over all areas, we might…

Methodology · Statistics 2020-01-10 Shonosuke Sugasawa , Yuki Kawakubo , Kota Ogasawara