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In industrial experiments, controlling variability is of paramount importance to ensure product quality. Classical regression models for mixture experiments are widely used in industry, however, when the assumption of constant variance is…

Methodology · Statistics 2022-06-07 Edmilson Rodrigues Pinto , Leandro Alves Pereira

This article inspects whether a multivariate distribution is different from a specified distribution or not, and it also tests the equality of two multivariate distributions. In the course of this study, a graphical tool-kit using…

Methodology · Statistics 2024-08-19 Pratim Guha Niyogi , Subhra Sankar Dhar

It is crucial to detect when an instance lies downright too far from the training samples for the machine learning model to be trusted, a challenge known as out-of-distribution (OOD) detection. For neural networks, one approach to this task…

Multi-output regression seeks to borrow strength and leverage commonalities across different but related outputs in order to enhance learning and prediction accuracy. A fundamental assumption is that the output/group membership labels for…

Machine Learning · Statistics 2023-07-04 Seokhyun Chung , Raed Al Kontar , Zhenke Wu

The use of longitudinal finite mixture models such as group-based trajectory modeling has seen a sharp increase during the last decades in the medical literature. However, these methods have been criticized especially because of the…

Methodology · Statistics 2022-05-17 Miceline Mésidor , Caroline Sirois , Marc Simard , Denis Talbot

With medical tests becoming increasingly available, concerns about over-testing and over-treatment dramatically increase. Hence, it is important to understand the influence of testing on treatment selection in general practice. Most…

Methodology · Statistics 2020-08-11 Yun Li , Irina Bondarenko , Michael R. Elliott , Timothy P. Hofer , Jeremy M. G. Taylor

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

Generalized linear models usually assume a common dispersion parameter, an assumption that is seldom true in practice. Consequently, standard parametric methods may suffer appreciable loss of type I error control. As an alternative, we…

Methodology · Statistics 2024-09-16 Riccardo De Santis , Jelle J. Goeman , Jesse Hemerik , Samuel Davenport , Livio Finos

Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the…

Information Theory · Computer Science 2007-09-04 Andrea Montanari

There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…

Statistics Theory · Mathematics 2018-03-02 Jaakko Nevalainen , Denis Larocque , Hannu Oja , Ilkka Pörsti

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

Probability · Mathematics 2015-09-03 Helena Ferreira , Luísa Pereira , Ana Paula Martins

The purpose of this paper is to provide guidelines for empirical researchers who use a class of bivariate threshold crossing models with dummy endogenous variables. A common practice employed by the researchers is the specification of the…

Econometrics · Economics 2019-03-06 Sukjin Han , Sungwon Lee

Event counts are response variables with non-negative integer values representing the number of times that an event occurs within a fixed domain such as a time interval, a geographical area or a cell of a contingency table. Analysis of…

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

We propose in this paper a random intercept Poisson model in which the random effect distribution is assumed to follow a generalized log-gamma (GLG) distribution. We derive the first two moments for the marginal distribution as well as the…

Methodology · Statistics 2011-05-12 Lizandra C. Fabio , Gilberto A. Paula , Mario de Castro

Modern longitudinal studies collect multiple outcomes as the primary endpoints to understand the complex dynamics of the diseases. Oftentimes, especially in clinical trials, the joint variations among the multidimensional responses play a…

Methodology · Statistics 2024-01-17 Salil Koner , Sheng Luo

When deploying machine learning models in high-stakes real-world environments such as health care, it is crucial to accurately assess the uncertainty concerning a model's prediction on abnormal inputs. However, there is a scarcity of…

Machine Learning · Computer Science 2020-11-20 Dennis Ulmer , Lotta Meijerink , Giovanni Cinà

To learn about a physical system of interest, experimental results must be able to discriminate among models. We introduce a geometrical measure to quantify the distance between models for pseudoscalar-meson photoproduction in amplitude…

High Energy Physics - Phenomenology · Physics 2016-06-22 J. Nys , J. Ryckebusch , D. G. Ireland , D. I. Glazier

Marginal expected shortfall is unquestionably one of the most popular systemic risk measures. Studying its extreme behaviour is particularly relevant for risk protection against severe global financial market downturns. In this context,…

Statistics Theory · Mathematics 2023-04-18 Simone A. Padoan , Stefano Rizzelli , Matteo Schiavone