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Extracting meaning from uncertain, noisy data is a fundamental problem across time series analysis, pattern recognition, and language modeling. This survey presents a unified mathematical framework that connects classical estimation theory,…

Machine Learning · Computer Science 2025-08-22 Mohammed Elmusrati

Consider a collection of m competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to ``win'' (rank…

Machine Learning · Computer Science 2026-01-06 Amichai Painsky

Rank estimation is a classical model order selection problem that arises in a variety of important statistical signal and array processing systems, yet is addressed relatively infrequently in the extant literature. Here we present sample…

Methodology · Statistics 2011-08-25 Patrick O. Perry , Patrick J. Wolfe

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Computation · Statistics 2021-04-13 Christian Agrell , Kristina Rognlien Dahl

In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…

Statistics Theory · Mathematics 2021-12-03 Peter L. Cohen , Colin B. Fogarty

Probabilistic regression models typically use the Maximum Likelihood Estimation or Cross-Validation to fit parameters. These methods can give an advantage to the solutions that fit observations on average, but they do not pay attention to…

Applications · Statistics 2022-05-24 Naoufal Acharki , Antoine Bertoncello , Josselin Garnier

We consider sequential or active ranking of a set of n items based on noisy pairwise comparisons. Items are ranked according to the probability that a given item beats a randomly chosen item, and ranking refers to partitioning the items…

Machine Learning · Computer Science 2016-09-26 Reinhard Heckel , Nihar B. Shah , Kannan Ramchandran , Martin J. Wainwright

For personalized ranking models, the well-calibrated probability of an item being preferred by a user has great practical value. While existing work shows promising results in image classification, probability calibration has not been much…

Information Retrieval · Computer Science 2022-04-27 Wonbin Kweon , SeongKu Kang , Hwanjo Yu

High-dimensional group inference is an essential part of statistical methods for analysing complex data sets, including hierarchical testing, tests of interaction, detection of heterogeneous treatment effects and inference for local…

Methodology · Statistics 2020-12-01 Zijian Guo , Claude Renaux , Peter Bühlmann , T. Tony Cai

We consider comparisons of statistical learning algorithms using multiple data sets, via leave-one-in cross-study validation: each of the algorithms is trained on one data set; the resulting model is then validated on each remaining data…

Applications · Statistics 2015-06-02 Lorenzo Trippa , Levi Waldron , Curtis Huttenhower , Giovanni Parmigiani

Real-life tools for decision-making in many critical domains are based on ranking results. With the increasing awareness of algorithmic fairness, recent works have presented measures for fairness in ranking. Many of those definitions…

Machine Learning · Computer Science 2023-07-10 Jinyang Li , Yuval Moskovitch , H. V. Jagadish

It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…

Methodology · Statistics 2013-06-26 Jonathan Rosenblatt

Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Optimization and Control · Mathematics 2024-09-10 Yunpeng Jinng , Qunfeng Liu

Variable selection is crucial in high-dimensional omics-based analyses, since it is biologically reasonable to assume only a subset of non-noisy features contributes to the data structures. However, the task is particularly hard in an…

Methodology · Statistics 2022-03-22 Emilie Eliseussen , Thomas Fleischer , Valeria Vitelli

Testing differences between a treatment and control group is common practice in biomedical research like randomized controlled trials (RCT). The standard two-sample t-test relies on null hypothesis significance testing (NHST) via p-values,…

Methodology · Statistics 2020-05-18 Riko Kelter

Existing multi-label frameworks only exploit the information deduced from the bipartition of the labels into a positive and negative set. Therefore, they do not benefit from the ranking order between positive labels, which is the concept we…

Machine Learning · Computer Science 2023-03-08 V. Bugra Yesilkaynak , Emine Dari , Alican Mertan , Gozde Unal

Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…

Econometrics · Economics 2020-08-26 Rami V. Tabri , Christopher D. Walker

We present a probabilistic ranking model to identify the optimal treatment in multiple-response experiments. In contemporary practice, treatments are applied over individuals with the goal of achieving multiple ideal properties on them…

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Numerical Analysis · Computer Science 2013-03-19 Bojana V. Rosić , Anna Kučerová , Jan Sýkora , Oliver Pajonk , Alexander Litvinenko , Hermann G. Matthies

Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…

Methodology · Statistics 2024-01-30 Ambarish Chattopadhyay , Jose R. Zubizarreta