Related papers: Rank-based concordance for zero-inflated data: New…
This paper deals with the problem of graph matching or network alignment for Erd\H{o}s--R\'enyi graphs, which can be viewed as a noisy average-case version of the graph isomorphism problem. Let $G$ and $G'$ be $G(n, p)$ Erd\H{o}s--R\'enyi…
In actuarial practice the dependency between contract limitations (deductibles, copayments) and health care expenditures are measured by the application of the Monte Carlo simulation technique. We propose, for the same goal, an alternative…
Two recently introduced model based bias corrected estimators for proportion of true null hypotheses ($\pi_0$) under multiple hypotheses testing scenario have been restructured for exponentially distributed random observations available for…
Climate change detection and attribution play a central role in establishing the causal influence of human activities on global warming. The dominant framework, optimal fingerprinting, is a linear errors-in-variables model in which each…
The problem of testing the reliability of ensemble forecasting systems is revisited. A popular tool to assess the reliability of ensemble forecasting systems (for scalar verifications) is the rank histogram, this histogram is expected to be…
Conformal prediction is a distribution-free framework for uncertainty quantification that replaces point predictions with sets, offering marginal coverage guarantees (i.e., ensuring that the prediction sets contain the true label with a…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
The categorical Gini correlation proposed by Dang et al. is a dependence measure to characterize independence between categorical and numerical variables. The asymptotic distributions of the sample correlation under dependence and…
Odometry in adverse weather conditions, such as fog, rain, and snow, presents significant challenges, as traditional vision and LiDAR-based methods often suffer from degraded performance. Radar-Inertial Odometry (RIO) has emerged as a…
Predicting the response at an unobserved location is a fundamental problem in spatial statistics. Given the difficulty in modeling spatial dependence, especially in non-stationary cases, model-based prediction intervals are at risk of…
Uncoupled regression is the problem to learn a model from unlabeled data and the set of target values while the correspondence between them is unknown. Such a situation arises in predicting anonymized targets that involve sensitive…
This paper develops a general framework for conducting inference on the rank of an unknown matrix $\Pi_0$. A defining feature of our setup is the null hypothesis of the form $\mathrm H_0: \mathrm{rank}(\Pi_0)\le r$. The problem is of first…
Determining the number of factors in high-dimensional factor modeling is essential but challenging, especially when the data are heavy-tailed. In this paper, we introduce a new estimator based on the spectral properties of Spearman sample…
The Barbero-Immirzi parameter $\gamma$ appears as a coupling constant in the spinfoam dynamics of loop quantum gravity. In this work, we highlight that $\gamma$ can be understood as a measure of gravitational parity violation via a duality…
Robotic systems often use predictive uncertainty to decide whether to act autonomously or defer to a fallback policy. In threshold-gated autonomy, uncertainty matters mainly through its ability to rank likely errors. Standard metrics such…
Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…
Graph neural networks (GNNs) have achieved impressive performance in graph domain adaptation. However, extensive source graphs could be unavailable in real-world scenarios due to privacy and storage concerns. To this end, we investigate an…
Especially in the insurance industry interest rate models play a crucial role e.g. to calculate the insurance company's liabilities, performance scenarios or risk measures. A prominant candidate is the 2-Additive-Factor Gaussian Model…
Ranks estimated from data are uncertain and this poses a challenge in many applications. However, estimated ranks are deterministic functions of estimated parameters, so the uncertainty in the ranks must be determined by the uncertainty in…
In the previous paper an adaptive filtering based on a reference recursive recipe was developed and tested on a simulated dynamics of a spring, mass, and damper with a weak nonlinear spring. In this paper the above recipe is applied to a…