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We consider the high energy physics unfolding problem where the goal is to estimate the spectrum of elementary particles given observations distorted by the limited resolution of a particle detector. This important statistical inverse…

Applications · Statistics 2015-11-18 Mikael Kuusela , Victor M. Panaretos

Estimating the Generalization Error (GE) of Deep Neural Networks (DNNs) is an important task that often relies on availability of held-out data. The ability to better predict GE based on a single training set may yield overarching DNN…

Machine Learning · Computer Science 2022-07-20 Angus Galloway , Anna Golubeva , Mahmoud Salem , Mihai Nica , Yani Ioannou , Graham W. Taylor

The practical importance of inference with robustness against large bandwidths for causal effects in regression discontinuity and kink designs is widely recognized. Existing robust methods cover many cases, but do not handle uniform…

Methodology · Statistics 2019-02-26 Harold D. Chiang , Yu-Chin Hsu , Yuya Sasaki

The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid.…

Numerical Analysis · Mathematics 2023-05-19 Alex Barnett , Philip Greengard , Manas Rachh

This paper is concerned with inference in threshold regression models when the practitioners do not know whether at the threshold point the true specification has a kink or a jump. We nest previous works that assume either continuity or…

Statistics Theory · Mathematics 2020-01-15 Javier Hidalgo , Jungyoon Lee , Myung Hwan Seo

In the extreme value analysis of time series, not only the tail behavior is of interest, but also the serial dependence plays a crucial role. Drees and Rootz\'en (2010) established limit theorems for a general class of empirical processes…

Statistics Theory · Mathematics 2015-11-03 Holger Drees

This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions $\mathbf{P}$. These…

Statistics Theory · Mathematics 2013-02-19 Joseph P. Romano , Azeem M. Shaikh

A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…

Statistics Theory · Mathematics 2018-03-28 Yoshikazu Terada , Hidetoshi Shimodaira

Evidential clustering is an approach to clustering in which cluster-membership uncertainty is represented by a collection of Dempster-Shafer mass functions forming an evidential partition. In this paper, we propose to construct these mass…

Machine Learning · Computer Science 2020-04-20 Thierry Denoeux

We propose a computationally efficient method to construct nonparametric, heteroscedastic prediction bands for uncertainty quantification, with or without any user-specified predictive model. Our approach provides an alternative to the…

Machine Learning · Statistics 2023-01-18 Tengyuan Liang

Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…

Probability · Mathematics 2022-09-29 Damjan Škulj

Before deploying a black-box model in high-stakes problems, it is important to evaluate the model's performance on sensitive subpopulations. For example, in a recidivism prediction task, we may wish to identify demographic groups for which…

Methodology · Statistics 2023-06-09 John J. Cherian , Emmanuel J. Candès

The combination of integrability and crossing symmetry has proven to give tight non-perturbative bounds on some planar structure constants in $\mathcal{N}$=4 SYM, particularly in the setup of defect observables built on a Wilson-Maldacena…

High Energy Physics - Theory · Physics 2023-12-20 Andrea Cavaglià , Nikolay Gromov , Michelangelo Preti

Confidence bands are confidence sets for an unknown function f, containing all functions within some sup-norm distance of an estimator. In the density estimation, regression, and white noise models, we consider the problem of constructing…

Statistics Theory · Mathematics 2013-02-19 Adam D. Bull

In this paper, we present a simple technique to approximate the performance union bound of a punctured turbo code. The bound approximation exploits only those terms of the transfer function that have a major impact on the overall…

Information Theory · Computer Science 2022-03-08 Ioannis Chatzigeorgiou , Miguel R. D. Rodrigues , Ian J. Wassell , Rolando Carrasco

Deep learning models have significantly improved prediction accuracy in various fields, gaining recognition across numerous disciplines. Yet, an aspect of deep learning that remains insufficiently addressed is the assessment of prediction…

Machine Learning · Statistics 2024-12-18 Asaf Ben Arie , Malka Gorfine

A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…

Statistics Theory · Mathematics 2024-02-15 Weizhen Wang , Chongxiu Yu , Zhongzhan Zhang

Astroparticle experiments such as IceCube or MAGIC require a deconvolution of their measured data with respect to the response function of the detector to provide the distributions of interest, e.g. energy spectra. In this paper,…

Instrumentation and Methods for Astrophysics · Physics 2016-07-26 Sabrina Einecke , Katharina Proksch , Nicolai Bissantz , Fabian Clevermann , Wolfgang Rhode

Inference is a main task in structured prediction and it is naturally modeled with a graph. In the context of Markov random fields, noisy observations corresponding to nodes and edges are usually involved, and the goal of exact inference is…

Machine Learning · Statistics 2022-09-12 Hanbyul Lee , Kevin Bello , Jean Honorio

Let $Y$ be a stochastic process on $[0,1]$ satisfying $dY(t) = n^{1/2} f(t) dt + dW(t)$, where $n \ge 1$ is a given scale parameter (``sample size''), $W$ is standard Brownian motion and $f$ is an unknown function. Utilizing suitable…

Statistics Theory · Mathematics 2013-12-24 Lutz Duembgen
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