Related papers: Statistical inference for pairwise comparison mode…
The authors give an approximation method for Bayesian inference in arena model, which is focused on paired comparisons with eliminations and bifurcations. The approximation method simplifies the inference by reducing parameters and…
One of the major problems for maximum likelihood estimation in the well-established directional models is that the normalising constants can be difficult to evaluate. A new general method of "score matching estimation" is presented here on…
Traditional statistical inference considers relatively small data sets and the corresponding theoretical analysis focuses on the asymptotic behavior of a statistical estimator when the number of samples approaches infinity. However, many…
We study mixed models with a single grouping factor, where inference about unknown parameters requires optimizing a marginal likelihood defined by an intractable integral. Low-dimensional numerical integration techniques are regularly used…
The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…
Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications. However, it remains a challenge to extract reliable inference from complex datasets with uncertainty quantification.…
Pairwise models like the Ising model or the generalized Potts model have found many successful applications in fields like physics, biology, and economics. Closely connected is the problem of inverse statistical mechanics, where the goal is…
In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different…
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
This paper develops distribution theory and bootstrap-based inference methods for a broad class of convex pairwise difference estimators. These estimators minimize a kernel-weighted convex-in-parameter function over observation pairs with…
Statistical inference under market equilibrium effects has attracted increasing attention recently. In this paper we focus on the specific case of linear Fisher markets. They have been widely use in fair resource allocation of food/blood…
Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…
Statistical matching is a technique for integrating two or more data sets when information available for matching records for individual participants across data sets is incomplete. Statistical matching can be viewed as a missing data…
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…
Averaging the parameters of models that have the same architecture and initialization can provide a means of combining their respective capabilities. In this paper, we take the perspective that this "merging" operation can be seen as…
We consider a class of optimization problems that are fundamental to testing in modern configurable software systems, e.g., in automotive industries. In pairwise interaction sampling, we are given a (potentially very large) configuration…
The task of ranking individuals or teams, based on a set of comparisons between pairs, arises in various contexts, including sporting competitions and the analysis of dominance hierarchies among animals and humans. Given data on which…
We propose a sampling algorithm to perform system identification from a set of input-output graph signal pairs. The dynamics of the systems we study are given by a partially known adjacency matrix and a generic parametric graph filter of…
A central issue of many statistical learning problems is to select an appropriate model from a set of candidate models. Large models tend to inflate the variance (or overfitting), while small models tend to cause biases (or underfitting)…