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When the number of subjects, $n$, is large, paired comparisons are often sparse. Here, we study statistical inference in a class of paired comparison models parameterized by a set of merit parameters, under an Erd\"{o}s--R\'{e}nyi…

Statistics Theory · Mathematics 2025-11-17 Qiuping Wang , Lu Pan , Ting Yan

We review the alternative proposals introduced recently in the literature to update the standard formula to estimate the uncertainty on the mean of repeated measurements, and we compare their performances on synthetic examples with normal…

Data Analysis, Statistics and Probability · Physics 2022-09-13 Pascal Pernot , Jean-Paul Berthet

This paper develops a new framework for indirect statistical inference with guaranteed necessity and sufficiency, applicable to continuous random variables. We prove that when comparing exponentially transformed order statistics from an…

Statistics Theory · Mathematics 2025-09-25 Z Zhang , X Hu , C Lu , T Liu

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

Methodology · Statistics 2025-07-08 Michael Lindon , Dae Woong Ham , Martin Tingley , Iavor Bojinov

Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…

Machine Learning · Computer Science 2025-12-08 Tung L Nguyen , Toby Dylan Hocking

This paper studies the identification, estimation, and hypothesis testing problem in complete and incomplete economic models with testable assumptions. Testable assumptions ($A$) give strong and interpretable empirical content to the models…

Econometrics · Economics 2022-03-11 Moyu Liao

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Ondřej Straka , Jindřich Havlík

Researchers increasingly use meta-analysis to synthesize the results of several studies in order to estimate a common effect. When the outcome variable is continuous, standard meta-analytic approaches assume that the primary studies report…

Binary observations are often repeated to improve data quality, creating technical replicates. Several scoring methods are commonly used to infer the actual individual state and obtain a probability for each state. The common practice of…

Methodology · Statistics 2025-01-24 Manuela Royer-Carenzi , Hadrien Lorenzo , Pierre Pudlo

In this paper, we propose standard statistical tools as a solution to commonly highlighted problems in the explainability literature. Indeed, leveraging statistical estimators allows for a proper definition of explanations, enabling…

Machine Learning · Statistics 2024-05-01 Valentina Ghidini

In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional…

Statistics Theory · Mathematics 2014-04-15 Senniang Chen , Cindy L Yu

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

Methodology · Statistics 2018-08-15 Anru Zhang , Lawrence D. Brown , T. Tony Cai

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…

Machine Learning · Computer Science 2024-08-13 Nesryne Mejri , Laura Lopez-Fuentes , Kankana Roy , Pavel Chernakov , Enjie Ghorbel , Djamila Aouada

We developed a statistical inference method applicable to a broad range of generalized linear models (GLMs) in high-dimensional settings, where the number of unknown coefficients scales proportionally with the sample size. Although a…

Statistics Theory · Mathematics 2024-05-24 Kazuma Sawaya , Yoshimasa Uematsu , Masaaki Imaizumi

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

Methodology · Statistics 2014-06-18 Johan Segers

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple…

Machine Learning · Computer Science 2016-03-03 Cynthia Dwork , Vitaly Feldman , Moritz Hardt , Toniann Pitassi , Omer Reingold , Aaron Roth

Interval analysis, when applied to the so called problem of experimental data fitting, appears to be still in its infancy. Sometimes, partly because of the unrivaled reliability of interval methods, we do not obtain any results at all.…

Data Analysis, Statistics and Probability · Physics 2009-03-03 Marek W. Gutowski

Constructing tests or confidence regions that control over the error rates in the long-run is probably one of the most important problem in statistics. Yet, the theoretical justification for most methods in statistics is asymptotic. The…

Methodology · Statistics 2019-01-23 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…