English
Related papers

Related papers: Finite Sample Valid Inference via Calibrated Boots…

200 papers

For more than $50$ years the {\it Mean Measure of Divergence} (MMD) has been one of the most prominent tools used in anthropology for the study of non-metric traits. However, one of the problems, in anthropology including palaeoanthropology…

Applications · Statistics 2019-08-22 Federico Zertuche , Abigail Meza-Peñaloza

Fine-Gray models specify the subdistribution hazards for one out of multiple competing risks to be proportional. The estimators of parameters and cumulative incidence functions under Fine-Gray models have a simpler structure when data are…

Methodology · Statistics 2023-10-31 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

Network models are applied in numerous domains where data can be represented as a system of interactions among pairs of actors. While both statistical and mechanistic network models are increasingly capable of capturing various dependencies…

Methodology · Statistics 2018-07-02 Sixing Chen , Jukka-Pekka Onnela

One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its…

Statistics Theory · Mathematics 2020-11-24 Morgane Austern , Vasilis Syrgkanis

In the context of principal components analysis (PCA), the bootstrap is commonly applied to solve a variety of inference problems, such as constructing confidence intervals for the eigenvalues of the population covariance matrix $\Sigma$.…

Statistics Theory · Mathematics 2022-02-17 Junwen Yao , Miles E. Lopes

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…

Machine Learning · Computer Science 2023-10-27 Shang Liu , Zhongze Cai , Xiaocheng Li

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets---which are increasingly prevalent---the computation of bootstrap-based quantities can be prohibitively…

Methodology · Statistics 2012-06-29 Ariel Kleiner , Ameet Talwalkar , Purnamrita Sarkar , Michael I. Jordan

Cumulative sum (CUSUM) statistics are widely used in the change point inference and identification. For the problem of testing for existence of a change point in an independent sample generated from the mean-shift model, we introduce a…

Statistics Theory · Mathematics 2021-01-05 Mengjia Yu , Xiaohui Chen

In this paper we describe two bootstrap methods for massive data sets. Naive applications of common resampling methodology are often impractical for massive data sets due to computational burden and due to complex patterns of inhomogeneity.…

Applications · Statistics 2013-01-14 S. N. Lahiri , C. Spiegelman , J. Appiah , L. Rilett

This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…

Statistics Theory · Mathematics 2021-02-24 Michel Broniatowski

In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…

Machine Learning · Statistics 2019-04-05 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

Clinical prediction models are increasingly used to support patient care, yet many deep learning-based approaches remain unstable, as their predictions can vary substantially when trained on different samples from the same population. Such…

Machine Learning · Computer Science 2026-02-13 Sara Matijevic , Christopher Yau

The paper studies a problem of constructing simultaneous likelihood-based confidence sets. We consider a simultaneous multiplier bootstrap procedure for estimating the quantiles of the joint distribution of the likelihood ratio statistics,…

Statistics Theory · Mathematics 2015-06-19 Mayya Zhilova

We study the construction of a confidence interval (CI) for a simulation output performance measure that accounts for input uncertainty when the input models are estimated from finite data. In particular, we focus on performance measures…

Methodology · Statistics 2024-10-08 Linyun He , Ben Feng , Eunhye Song

Many applications of classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. However, while many current classification frameworks, in particular deep neural networks, achieve high…

Machine Learning · Computer Science 2020-02-28 Jonathan Wenger , Hedvig Kjellström , Rudolph Triebel

Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…

Methodology · Statistics 2022-04-05 Gerhard Tutz

Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…

Machine Learning · Computer Science 2021-08-13 Benjamin Gravell , Tyler Summers

We address functional uncertainty quantification for ill-posed inverse problems where it is possible to evaluate a possibly rank-deficient forward model, the observation noise distribution is known, and there are known parameter…

Methodology · Statistics 2025-02-06 Michael Stanley , Pau Batlle , Pratik Patil , Houman Owhadi , Mikael Kuusela

This paper provides a specification test for semiparametric models with nonparametrically generated regressors. Such variables are not observed by the researcher but are nonparametrically identified and estimable. Applications of the test…

Econometrics · Economics 2023-10-26 Elia Lapenta

A method is developed for calculating effective sums of divergent series. This approach is a variant of the self-similar approximation theory. The novelty here is in using an algebraic transformation with a power providing the maximal…

Statistical Mechanics · Physics 2009-10-30 V. I. Yukalov , S. Gluzman