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Large Language Models (LLMs) have shown remarkable progress in multiple-choice question answering (MCQA), but their inherent unreliability, such as hallucination and overconfidence, limits their application in high-risk domains. To address…
Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been…
We consider a linear combination of jackknife Anderson-Rubin (AR), jackknife Lagrangian multiplier (LM), and orthogonalized jackknife LM tests for inference in IV regressions with many weak instruments and heteroskedasticity. Following…
If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…
The composite likelihood (CL) is amongst the computational methods used for the estimation of high-dimensional multivariate normal (MVN) copula models with discrete responses. Its computational advantage, as a surrogate likelihood method,…
The ability to rigorously estimate the failure rates of large language models (LLMs) is a prerequisite for their safe deployment. Currently, however, practitioners often face a tradeoff between expensive human gold standards and potentially…
We present a likelihood analysis of the parameter space of the constrained minimal supersymmetric extension of the Standard Model (CMSSM), in which the input scalar masses m_0 and fermion masses m_{1/2} are each assumed to be universal. We…
We consider discrete default intensity based and logit type reduced form models for conditional default probabilities for corporate loans where we develop simple closed form approximations to the maximum likelihood estimator (MLE) when the…
Based on two independent samples X_1,...,X_m and X_{m+1},...,X_n drawn from multivariate distributions with unknown Lebesgue densities p and q respectively, we propose an exact multiple test in order to identify simultaneously regions of…
Large Language Models (LLMs) exhibit strong performance across various natural language processing (NLP) tasks but remain vulnerable to hallucinations, generating factually incorrect or misleading outputs. Uncertainty estimation, often…
In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribution under the null, and prove the consistency of the test…
Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…
Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…
We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…
This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…
We prove the strong consistency and the asymptotic normality of the maximum likelihood estimator of the parameters of a general conditionally heteroscedastic model with $\alpha$-stable innovations. Then, we relax the assumptions and only…
In quantum state tomography, the estimated frequencies do not correspond directly to a physical quantum state, due to statistical fluctuations. Thus, one resorts to point estimators that return the state that matches observations the best,…
We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…
Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…
Machine learning (ML) approaches enable large-scale atomistic simulations with near-quantum-mechanical accuracy. With the growing availability of these methods there arises a need for careful validation, particularly for physically agnostic…