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The density weighted average derivative (DWAD) of a regression function is a canonical parameter of interest in economics. Classical first-order large sample distribution theory for kernel-based DWAD estimators relies on tuning parameter…

Econometrics · Economics 2024-02-16 Matias D. Cattaneo , Max H. Farrell , Michael Jansson , Ricardo Masini

We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We show the consistency and asymptotic…

Statistics Theory · Mathematics 2017-10-10 O. V. Chernoyarov , Yu. A. Kutoyants

Ensuring a satisfactory statistical convergence of anharmonic thermodynamic properties requires sampling of many atomic configurations, however the methods to obtain those necessarily produce correlated samples, thereby reducing the…

Statistical Mechanics · Physics 2022-06-07 Erki Metsanurk

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

We extend the theoretical results for any FOU(p) processes for the case in which the Hurst parameter is less than 1/2 and we show theoretically and by simulations that under some conditions on T and the sample size n it is possible to…

Statistics Theory · Mathematics 2021-12-10 Juan Kalemkerian

In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level,…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

We consider the goodness of fit testing problem for linear stochastic differential equation (Ornstein-Uhlenbeck process). The basic hypothesis is supposed to be composite with two-dimensional unknown parameter. We study two goodness of fit…

Statistics Theory · Mathematics 2013-05-16 Yury A. Kutoyants

Trials enroll a large number of subjects in order to attain power, making them expensive and time-consuming. Sample size calculations are often performed with the assumption of an unadjusted analysis, even if the trial analysis plan…

Methodology · Statistics 2021-07-06 Alejandro Schuler

We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multivariate normal likelihood directly. In this method, the field…

Computation · Statistics 2018-09-20 Amanda Muyskens , Joseph Guinness , Montserrat Fuentes

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

Methodology · Statistics 2015-11-24 Rong Zhu , Ping Ma , Michael W. Mahoney , Bin Yu

Background: Determining sample sizes for metabolomic experiments is important but due to the complexity of these experiments, there are currently no standard methods for sample size estimation in metabolomics. Since pilot studies are rarely…

A probabilistic model is said to be calibrated if its predicted probabilities match the corresponding empirical frequencies. Calibration is important for uncertainty quantification and decision making in safety-critical applications. While…

Machine Learning · Computer Science 2020-07-01 Anusri Pampari , Stefano Ermon

Datasets from the fields of bioinformatics, chemometrics, and face recognition are typically characterized by small samples of high-dimensional data. Among the many variants of linear discriminant analysis that have been proposed in order…

Machine Learning · Statistics 2020-04-20 Lama B. Niyazi , Abla Kammoun , Hayssam Dahrouj , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

Recently it has been established that asymptotic incoherence can be used to facilitate subsampling, in order to optimize reconstruction quality, in a variety of continuous compressed sensing problems, and the coherence structure of certain…

Information Theory · Computer Science 2016-10-25 Alex Jones , Ben Adcock , Anders Hansen

Characterization of quantum systems from experimental data is a central problem in quantum science and technology. But which measurements should be used to gather data in the first place? While optimal measurement choices can be worked out…

Quantum Physics · Physics 2025-07-15 Jiaxin Huang , Yan Zhu , Giulio Chiribella , Ya-Dong Wu

Determination of sample size is critical, however not easy to do. Sample size defined as the number of observations in a sample should be big enough to have a high likelihood of detecting a true difference between groups. Practical…

Methodology · Statistics 2025-02-28 Hoi-Jeong Lim

Adaptive designs have been proposed for clinical trials in which the nuisance parameters or alternative of interest are unknown or likely to be misspecified before the trial. Whereas most previous works on adaptive designs and mid-course…

Methodology · Statistics 2011-05-18 Jay Bartroff , Tze Leung Lai

Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…

Methodology · Statistics 2022-12-06 Yeonjoo Park , Kyunghee Han , Douglas G. Simpson

Determining an appropriate sample size is a critical element of study design, and the method used to determine it should be consistent with the planned analysis. When the planned analysis involves Bayes factor hypothesis testing, the sample…

Methodology · Statistics 2024-11-14 Samuel Pawel , Leonhard Held
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