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Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood…

Data Analysis, Statistics and Probability · Physics 2019-06-26 Carlos A. Argüelles , Austin Schneider , Tianlu Yuan

An algorithm is described that enables efficient deterministic approximate computation of the bootstrap distribution for any linear bootstrap method $T_n^*$, alleviating the need for repeated resampling from observations (resp.…

Methodology · Statistics 2019-04-10 Thomas Pitschel

We study the rate of convergence of the Mallows distance between the empirical distribution of a sample and the underlying population. The surprising feature of our results is that the convergence rate is slower in the discrete case than in…

Probability · Mathematics 2007-06-13 Richard Samworth , Oliver Johnson

Models implicitly defined through a random simulator of a process have become widely used in scientific and industrial applications in recent years. However, simulation-based inference methods for such implicit models, like approximate…

Methodology · Statistics 2025-04-17 Joonha Park

We consider the first serial correlation coefficient under an AR(1) model where errors are not assumed to be Gaussian. In this case it is necessary to consider bootstrap approximations for tests based on the statistic since the distribution…

Statistics Theory · Mathematics 2013-06-07 Chris Field , John Robinson

Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…

Statistics Theory · Mathematics 2024-05-27 Hyemin Yeon , Xiongtao Dai , Daniel John Nordman

We set up a new notion of local convergence for permutations and we prove a characterization in terms of proportions of \emph{consecutive} pattern occurrences. We also characterize random limiting objects for this new topology introducing a…

Probability · Mathematics 2020-03-20 Jacopo Borga

Non-local correlations are usually understood through the outcomes of alternative measurements (on two or more parts of a system) that cannot altogether actually be carried out in an experiment. Indeed, a joint input/output -- e.g.,…

Quantum Physics · Physics 2015-11-11 Stefan Wolf

We consider the issue of performing accurate small sample inference in beta autoregressive moving average model, which is useful for modeling and forecasting continuous variables that assumes values in the interval $(0,1)$. The inferences…

Computation · Statistics 2017-02-16 Bruna Gregory Palm , Fábio M. Bayer

Bootstrap Percolation is a process defined on a graph which begins with an initial set of infected vertices. In each subsequent round, an uninfected vertex becomes infected if it is adjacent to at least $r$ previously infected vertices. If…

Combinatorics · Mathematics 2023-09-26 Hudson LaFayette , Rayan Ibrahim , Kevin McCall

When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…

Computational Physics · Physics 2020-05-20 J-M Tregan , S. Blanco , J. Dauchet , M Hafi , R. Fournier , L Ibarrart , P Lapeyre , N Villefranque

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Machine Learning · Statistics 2024-02-13 David Tolpin

Generative modeling builds on and substantially advances the classical idea of simulating synthetic data from observed samples. This paper shows that this principle is not only natural but also theoretically well-founded for bootstrap…

Methodology · Statistics 2026-02-20 Leon Tran , Ting Ye , Peng Ding , Fang Han

We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the sense that most of its parameters are zero but some are not. We use the SCAD penalty function, which provides model selection…

Econometrics · Economics 2024-02-23 Joel L. Horowitz , Ahnaf Rafi

This paper presents a Monte-Carlo study of percolation in a distorted square lattice, in which, the adjacent sites are not equidistant. Starting with an undistorted lattice, the position of the lattice sites are shifted through a tunable…

Statistical Mechanics · Physics 2019-01-16 Sayantan Mitra , Dipa Saha , Ankur Sensharma

We study a variant of bootstrap percolation in which growth is restricted to a single active cluster. Initially there is a single active site at the origin, while other sites of Z^2 are independently occupied with small probability p,…

Probability · Mathematics 2008-06-16 Janko Gravner , Alexander E. Holroyd

We consider bootstrap inference for estimators which are (asymptotically) biased. We show that, even when the bias term cannot be consistently estimated, valid inference can be obtained by proper implementations of the bootstrap.…

A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…

Statistical Mechanics · Physics 2009-05-21 L. A. Fernandez , V. Martin-Mayor , P. Verrocchio

Bootstrap techniques (also called resampling computation techniques) have introduced new advances in modeling and model evaluation. Using resampling methods to construct a series of new samples which are based on the original data set,…

Statistics Theory · Mathematics 2007-06-13 Riadh Kallel , Marie Cottrell , Vincent Vigneron

We analyze the bootstrap percolation process on the stochastic block model (SBM), a natural extension of the Erd\"{o}s--R\'{e}nyi random graph that allows representing the "community structure" observed in many real systems. In the SBM,…

Probability · Mathematics 2020-09-25 Giovanni Luca Torrisi , Michele Garetto , Emilio Leonardi
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