Related papers: The numeraire e-variable and reverse information p…
A common approach for handling missing values in data analysis pipelines is multiple imputation via software packages such as MICE (Van Buuren and Groothuis-Oudshoorn, 2011) and Amelia (Honaker et al., 2011). These packages typically assume…
This paper develops a new framework for indirect statistical inference with guaranteed necessity and sufficiency, applicable to continuous random variables. We prove that when comparing exponentially transformed order statistics from an…
Let $p$ and $q$ be arbitrary positive numbers. It is shown that if $q < p$, then all solutions to the difference equation \tag{E} x_{n+1} = \frac{p+q x_n}{1+x_{n-1}}, \quad n=0,1,2,..., \quad x_{-1}>0, x_0>0 converge to the positive…
We reassess the use of linear models to approximate response probabilities of binary outcomes, focusing on average partial effects (APE). We confirm that linear projection parameters coincide with APEs in certain scenarios. Through…
We explain how a slight variant in the use of our recursive algorithm leads to improve the known lower bounds for the absolute trace of a totally positive algebraic integer. We also link the absolute trace of a totally positive algebraic…
Informational dependence between statistical or quantum subsystems can be described with Fisher matrix or Fubini-Study metric obtained from variations of the sample/configuration space coordinates. Using these non-covariant objects as…
The long-standing Gaussian product inequality (GPI) conjecture states that $E [\prod_{j=1}^{n}|X_j|^{\alpha_j}]\geq\prod_{j=1}^{n}E[|X_j|^{\alpha_j}]$ for any centered Gaussian random vector $(X_1,\dots,X_n)$ and any non-negative real…
We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…
We give an elementary proof of the fact that a binomial random variable $X$ with parameters $n$ and $0.29/n \le p < 1$ with probability at least $1/4$ strictly exceeds its expectation. We also show that for $1/n \le p < 1 - 1/n$, $X$…
We consider the problem of recovering linear image $Bx$ of a signal $x$ known to belong to a given convex compact set ${\cal X}$ from indirect observation $\omega=Ax+\xi$ of $x$ corrupted by random noise $\xi$ with finite covariance matrix.…
We argue that for analysis of Positive Unlabeled (PU) data under Selected Completely At Random (SCAR) assumption it is fruitful to view the problem as fitting of misspecified model to the data. Namely, we show that the results on…
We derive novel conditions that guarantee convergence of the Sum-Product algorithm (also known as Loopy Belief Propagation or simply Belief Propagation) to a unique fixed point, irrespective of the initial messages. The computational…
We develop e-values and e-processes testing the null hypothesis that a distribution over nonnegative integers is monotone, and that a distribution over integers is unimodal given a certain mode. Our e-processes lead to tests of power one…
We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…
Quantifying the difference between two probability density functions, $p$ and $q$, using available data, is a fundamental problem in Statistics and Machine Learning. A usual approach for addressing this problem is the likelihood-ratio…
We are concerned with multiple test problems with composite null hypotheses and the estimation of the proportion $\pi_{0}$ of true null hypotheses. The Schweder-Spj\o tvoll estimator $\hat{\pi}_0$ utilizes marginal $p$-values and only works…
A new information theoretic condition is presented for reconstructing a discrete random variable $X$ based on the knowledge of a set of discrete functions of $X$. The reconstruction condition is derived from Shannon's 1953 lattice theory…
Computing the proximal operator of the sparsity-promoting piece-wise exponential (PiE) penalty $1-e^{-|x|/\sigma}$ with a given shape parameter $\sigma>0$, which is treated as a popular nonconvex surrogate of $\ell_0$-norm, is fundamental…
Let $(X,Y)$ be a random variable consisting of an observed feature vector $X\in \mathcal{X}$ and an unobserved class label $Y\in \{1,2,...,L\}$ with unknown joint distribution. In addition, let $\mathcal{D}$ be a training data set…
Let I be a finitely supported complete m-primary ideal of a regular local ring (R, m). A theorem of Lipman implies that I has a unique factorization as a *-product of special *-simple complete ideals with possibly negative exponents for…