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The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…

Econometrics · Economics 2023-12-01 Wenzheng Gao , Zhenting Sun

In simulation-based inferences for partially observed Markov process models (POMP), the by-product of the Monte Carlo filtering is an approximation of the log likelihood function. Recently, iterated filtering [14, 13] has originally been…

Methodology · Statistics 2018-02-26 Dao Nguyen

We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo). We derive conditions on the step size and the Monte Carlo…

Statistics Theory · Mathematics 2016-11-22 Yves F. Atchade , Gersende Fort , Eric Moulines

Using diffusion priors to solve inverse problems in imaging have significantly matured over the years. In this chapter, we review the various different approaches that were proposed over the years. We categorize the approaches into the more…

Machine Learning · Computer Science 2025-08-05 Hyungjin Chung , Jeongsol Kim , Jong Chul Ye

The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

The present work introduces an efficient Monte Carlo algorithm for continuum percolation composed of randomly-oriented rectangles. By conducting extensive simulations, we report high precision percolation thresholds for a variety of…

Data Analysis, Statistics and Probability · Physics 2016-04-06 Jiantong Li , Mikael Östling

In the standard approach to deriving inflationary predictions, we evolve a vacuum state in time according to the rules of a given model. Since the only observables are the future values of correlators and not their time evolution, this…

High Energy Physics - Theory · Physics 2021-10-27 Sadra Jazayeri , Enrico Pajer , David Stefanyszyn

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

We consider problems of Bayesian inference for a spatial epidemic on a graph, where the final state of the epidemic corresponds to bond percolation, and where only the set or number of finally infected sites is observed. We develop…

Applications · Statistics 2010-08-17 Andrei Iu. Bejan , Gavin J. Gibson , Stan Zachary

We introduce an approach to find approximate numerical solutions of truncated bootstrap equations for Conformal Field Theories (CFTs) in arbitrary dimensions. The method is based on a stochastic search via a Metropolis algorithm guided by…

High Energy Physics - Theory · Physics 2022-08-17 Alessandro Laio , Uriel Luviano Valenzuela , Marco Serone

We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap…

Econometrics · Economics 2021-02-10 Alfred Galichon , Marc Henry

We present a new fitting technique based on the parametric bootstrap method, which relies on the idea to produce artificial measurements using the estimated probability distribution of the experimental data. In order to investigate the main…

Data Analysis, Statistics and Probability · Physics 2020-03-18 Paolo Pedroni , Stefano Sconfietti

Percolation is the paradigm for random connectivity and has been one of the most applied statistical models. With simple geometrical rules a transition is obtained which is related to magnetic models. This transition is, in all dimensions,…

Statistical Mechanics · Physics 2014-10-28 N. A. M. Araújo , P. Grassberger , B. Kahng , K. J. Schrenk , R. M. Ziff

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

Methodology · Statistics 2015-06-08 Yan Zhou , Adam M Johansen , John A D Aston

Monte Carlo methods to evaluate and maximize the likelihood function enable the construction of confidence intervals and hypothesis tests, facilitating scientific investigation using models for which the likelihood function is intractable.…

Methodology · Statistics 2017-02-13 Edward L. Ionides , Carles Breto , Joonha Park , Richard A. Smith , Aaron A. King

In $r$-neighbor bootstrap percolation on the vertex set of a graph $G$, a set $A$ of initially infected vertices spreads by infecting, at each time step, all uninfected vertices with at least $r$ previously infected neighbors. When the…

Combinatorics · Mathematics 2019-10-09 Andrew J. Uzzell

Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…

Computation · Statistics 2021-07-05 Umberto Picchini , Richard G. Everitt

We study the critical probability for the metastable phase transition of the two-dimensional anisotropic bootstrap percolation model with $(1,2)$-neighbourhood and threshold $r = 3$. The first order asymptotics for the critical probability…

Probability · Mathematics 2017-10-10 Hugo Duminil-Copin , Aernout C. D. van Enter , Tim Hulshof

In the $r$-neighbour bootstrap process on a graph $G$, vertices are infected (in each time step) if they have at least $r$ already-infected neighbours. Motivated by its close connections to models from statistical physics, such as the Ising…

Probability · Mathematics 2020-02-27 Ivailo Hartarsky , Robert Morris

Self-localization is a fundamental capability that mobile robot navigation systems integrate to move from one point to another using a map. Thus, any enhancement in localization accuracy is crucial to perform delicate dexterity tasks. This…