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Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

Statistics Theory · Mathematics 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

In this paper, we explore the modified Greenwood statistic, which, in contrast to the classical Greenwood statistic, is properly defined for random samples from any distribution. The classical Greenwood statistic, extensively examined in…

Statistics Theory · Mathematics 2024-05-21 Katarzyna Skowronek , Marek Arendarczyk , Radosław Zimroz , Agnieszka Wyłomańska

The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…

Optimization and Control · Mathematics 2014-11-25 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

Deterministic mathematical models, such as those specified via differential equations, are a powerful tool to communicate scientific insight. However, such models are necessarily simplified descriptions of the real world. Generalised…

Methodology · Statistics 2025-03-24 Zheyang Shen , Jeremias Knoblauch , Sam Power , Chris. J. Oates

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to highlight features of the underlying distribution of the…

Statistics Theory · Mathematics 2026-03-11 Giacomo Francisci , Claudio Agostinelli

Both the current trends in technology such as smartphones, general mobile devices, stationary sensors, and satellites as well as a new user mentality of using this technology to voluntarily share enriched location information produces a…

Databases · Computer Science 2020-09-03 Andreas Zuefle

Method of parameterizing and smoothing the unknown underling distributions using Bernstein polynomials is proposed, verified and investigated. Any distribution with bounded and smooth enough density can be approximated by the proposed…

Methodology · Statistics 2015-06-23 Zhong Guan

Stochastic dominance (SD) provides a quantile-based partial ordering of random variables and has broad applications. Its extension to multivariate settings, however, is challenging due to the lack of a canonical ordering in $\mathbb{R}^d$…

Methodology · Statistics 2025-12-24 Yiming Ma , Hang Liu , Weiwei Zhuang

Multivariate measurements taken at different spatial locations occur frequently in practice. Proper analysis of such data needs to consider not only dependencies on-sight but also dependencies in and in-between variables as a function of…

Methodology · Statistics 2024-04-12 Christoph Muehlmann , Peter Filzmoser , Klaus Nordhausen

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Machine Learning · Statistics 2019-05-30 Yuyang Wang , Alex Smola , Danielle C. Maddix , Jan Gasthaus , Dean Foster , Tim Januschowski

Bayesian nonparametric space partition (BNSP) models provide a variety of strategies for partitioning a $D$-dimensional space into a set of blocks. In this way, the data points lie in the same block would share certain kinds of homogeneity.…

Machine Learning · Statistics 2021-03-02 Xuhui Fan , Bin Li , Ling Luo , Scott A. Sisson

Image classification with neural networks (NNs) is widely used in industrial processes, situations where the model likely encounters unknown objects during deployment, i.e., out-of-distribution (OOD) data. Worryingly, NNs tend to make…

Machine Learning · Computer Science 2025-01-14 Arthur Thuy , Dries F. Benoit

Consistent experiment data are crucial to adjust parameters of physics models and to determine best estimates of observables. However, often experiment data are not consistent due to unrecognized systematic errors. Standard methods of…

Nuclear Theory · Physics 2018-03-05 Georg Schnabel

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

Statistics Theory · Mathematics 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. We show that the likelihood ratio test tends to…

Methodology · Statistics 2009-11-25 Artur J. Lemonte , Silvia L. P. Ferrari , Francisco Cribari-Neto

Configurable software systems are employed in many important application domains. Understanding the performance of the systems under all configurations is critical to prevent potential performance issues caused by misconfiguration. However,…

Software Engineering · Computer Science 2022-12-29 Huong Ha , Zongwen Fan , Hongyu Zhang

We propose a simple yet powerful test statistic to quantify the discrepancy between two conditional distributions. The new statistic avoids the explicit estimation of the underlying distributions in highdimensional space and it operates on…

Machine Learning · Computer Science 2021-01-01 Shujian Yu , Ammar Shaker , Francesco Alesiani , Jose C. Principe

Bayesian statistics is concerned with conducting posterior inference for the unknown quantities in a given statistical model. Conventional Bayesian inference requires the specification of a probabilistic model for the observed data, and the…

Methodology · Statistics 2023-05-11 David T. Frazier , Christopher Drovandi , David J. Nott
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