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We propose a method to overcome the usual limitation of current data processing techniques in optical and infrared long-baseline interferometry: most reduction pipelines assume uncorrelated statistical errors and ignore systematics. We use…

Instrumentation and Methods for Astrophysics · Physics 2019-01-23 Régis Lachaume , Markus Rabus , Andrés Jordán , Rafael Brahm , Tabetha Boyajian , Kaspar von Braun , Jean-Philippe Berger

Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…

Machine Learning · Computer Science 2024-03-07 Zhun Deng , Thomas P. Zollo , Jake C. Snell , Toniann Pitassi , Richard Zemel

The classical single-band uncertainty model introduced by Bertsimas and Sim has represented a breakthrough in the development of tractable robust counterparts of Linear Programs. However, adopting a single deviation band may be too…

Optimization and Control · Mathematics 2013-03-15 Christina Büsing , Fabio D'Andreagiovanni

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…

Optimization and Control · Mathematics 2019-01-23 Trivikram Dokka , Marc Goerigk , Rahul Roy

The Birnbaum-Saunders distribution, also known as the fatigue-life distribution, is frequently used in reliability studies. We obtain adjustments to the Birnbaum--Saunders profile likelihood function. The modified versions of the likelihood…

Methodology · Statistics 2008-04-06 Audrey H. M. A. Cysneiros , Francisco Cribari-Neto , Carlos A. G. Araujo

Statistical shape modeling (SSM) has recently taken advantage of advances in deep learning to alleviate the need for a time-consuming and expert-driven workflow of anatomy segmentation, shape registration, and the optimization of…

Computer Vision and Pattern Recognition · Computer Science 2020-07-14 Jadie Adams , Riddhish Bhalodia , Shireen Elhabian

In many areas of applied statistics and machine learning, generating an arbitrary number of independent and identically distributed (i.i.d.) samples from a given distribution is a key task. When the distribution is known only through…

Artificial Intelligence · Computer Science 2021-10-29 Ulysse Marteau-Ferey , Francis Bach , Alessandro Rudi

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

In machine learning, it is commonly assumed that training and test data share the same population distribution. However, this assumption is often violated in practice because the sample selection bias may induce the distribution shift from…

Machine Learning · Computer Science 2020-06-09 Kun Kuang , Hengtao Zhang , Fei Wu , Yueting Zhuang , Aijun Zhang

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

Machine Learning · Statistics 2024-03-05 Christoph Jansen , Georg Schollmeyer , Hannah Blocher , Julian Rodemann , Thomas Augustin

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…

Machine Learning · Statistics 2026-05-26 Mohammadreza Ahmadypour , Tara Javidi , Farinaz Koushanfar

The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to the need to repeatedly generate resamples and refit models. We…

Methodology · Statistics 2023-06-21 Henry Lam , Zhenyuan Liu

Randomized algorithms depend on accurate sampling from probability distributions, as their correctness and performance hinge on the quality of the generated samples. However, even for common distributions like Binomial, exact sampling is…

Computation · Statistics 2025-06-17 Uddalok Sarkar , Sourav Chakraborty , Kuldeep S. Meel

Backward Stochastic Differential Equations (BSDEs) have been widely employed in various areas of social and natural sciences, such as the pricing and hedging of financial derivatives, stochastic optimal control problems, optimal stopping…

Numerical Analysis · Mathematics 2023-04-10 Jared Chessari , Reiichiro Kawai , Yuji Shinozaki , Toshihiro Yamada

Context: Astronomy and astrophysics demand rigorous handling of uncertainties to ensure the credibility of outcomes. The growing integration of artificial intelligence offers a novel avenue to address this necessity. This convergence…

Instrumentation and Methods for Astrophysics · Physics 2025-03-28 Víctor Tamames-Rodero , Andrés Moya , Roberto Javier López , Luis Manuel Sarro

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