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The problem of studying rare events is central to many areas of computer simulations. In a recent paper [Kang, P., et al., Nat. Comput. Sci. 4, 451-460, 2024], we have shown that a powerful way of solving this problem passes through the…

Computational Physics · Physics 2026-03-03 Enrico Trizio , Peilin Kang , Michele Parrinello

We investigate a class of methods for selective inference that condition on a selection event. Such methods follow a two-stage process. First, a data-driven (sub)collection of hypotheses is chosen from some large universe of hypotheses.…

Methodology · Statistics 2024-04-09 Jelle Goeman , Aldo Solari

When a planner must decide whether it has enough evidence to make a decision based on probability, it faces the sample size problem. Current planners using probabilities need not deal with this problem because they do not generate their…

Artificial Intelligence · Computer Science 2013-03-26 Nathaniel G. Martin , James F. Allen

Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification…

Methodology · Statistics 2025-10-15 Clara Bicalho , Adam Bouyamourn , Thad Dunning

Randomized controlled trials are the gold standard for causal inference and play a pivotal role in modern evidence-based medicine. However, the sample sizes they use are often too limited to draw significant causal conclusions for subgroups…

Methodology · Statistics 2024-04-26 Xi Lin , Jens Magelund Tarp , Robin J. Evans

We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…

Econometrics · Economics 2025-11-04 Xuelin Yang , Licong Lin , Susan Athey , Michael I. Jordan , Guido W. Imbens

In situations where it is difficult to enroll patients in randomized controlled trials, external data can improve efficiency and feasibility. In such cases, adaptive trial designs could be used to decrease enrollment in the control arm of…

Methodology · Statistics 2020-10-02 Brian D. Segal , W. Katherine Tan

For obtaining causal inferences that are objective, and therefore have the best chance of revealing scientific truths, carefully designed and executed randomized experiments are generally considered to be the gold standard. Observational…

Applications · Statistics 2008-11-12 Donald B. Rubin

As physics searches for invariants in observations, this paper looks for invariants of probabilistic observation without assuming physical structure. Structure emerges from the basic assumption of science that new information shall lead to…

Quantum Physics · Physics 2007-05-23 Johann Summhammer

Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational…

Methodology · Statistics 2024-12-11 Kuan Jiang , Wenjie Hu , Shu Yang , Xinxing Lai , Xiaohua Zhou

The minor probability events detection is a crucial problem in Big data. Such events tend to include rarely occurring phenomenons which should be detected and monitored carefully. Given the prior probabilities of separate events and the…

Signal Processing · Electrical Eng. & Systems 2018-07-17 Shuo Wan , Jiaxun Lu , Pingyi Fan , Khaled B. Letaief

In prior work we have introduced an asymptotic threshold of sufficient randomness for causal inference from observational data. In this paper we extend that prior work in three main ways. First, we show how to empirically estimate a lower…

Methodology · Statistics 2023-09-07 Brian Knaeble , Braxton Osting , Placede Tshiaba

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

Adaptation and Self-Organizing Systems · Physics 2022-06-15 Jack Murdoch Moore , Gang Yan , Eduardo G. Altmann

This note addresses the relevance of rare events in system dynamics, inspired by Jill North reflections on the origin of the arrow of time in thermodynamics. After identifying the existence of rare events, characterized by a Pareto…

Statistical Mechanics · Physics 2025-06-23 Olivier Sire

Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the…

Statistics Theory · Mathematics 2014-01-15 Virgile Caron

A benefit of randomized experiments is that covariate distributions of treatment and control groups are balanced on average, resulting in simple unbiased estimators for treatment effects. However, it is possible that a particular…

Methodology · Statistics 2019-02-01 Zach Branson , Luke Miratrix

Addressing the challenge of low-resource information extraction remains an ongoing issue due to the inherent information scarcity within limited training examples. Existing data augmentation methods, considered potential solutions, struggle…

Computation and Language · Computer Science 2024-05-15 Sijia Wang , Lifu Huang

The idea of rare event sampling is applied to the estimation of the performance of error-correcting codes. The essence of the idea is importance sampling of the pattern of noises in the channel by Multicanonical Monte Carlo, which enables…

Disordered Systems and Neural Networks · Physics 2009-11-13 Yukito Iba , Koji Hukushima

Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a $2\times 2$ contingency table in a real number between $-1$ and $1$. Countless such…

Methodology · Statistics 2025-11-13 Marc-Oliver Pohle , Timo Dimitriadis , Jan-Lukas Wermuth

We conduct a review to assess how the simulation of repeated or recurrent events are planned. For such multivariate time-to-events, it is well established that the underlying mechanism is likely to be complex and to involve in particular…

Applications · Statistics 2015-03-20 Juliette Pénichoux , Thierry Moreau , Aurélien Latouche