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Due to the increasing amount of electricity generated from renewable sources, uncertainty in power system operation will grow. This has implications for tools such as Optimal Power Flow (OPF), an optimization problem widely used in power…

Optimization and Control · Mathematics 2015-04-02 Line Roald , Sidhant Misra , Michael Chertkov , Göran Andersson

Following an extensive simulation study comparing the operating characteristics of three different procedures used for establishing equivalence (the frequentist "TOST", the Bayesian "HDI-ROPE", and the Bayes factor interval null procedure),…

Methodology · Statistics 2022-03-15 Harlan Campbell , Paul Gustafson

In order to improve the already existing models that are used extensively in bio sciences and applied sciences research, a new class of Weighted Power function distribution (WPFD) has been proposed with its various properties and different…

Other Statistics · Statistics 2020-08-03 Azam Zaka , Ahmad Saeed Akhter , Riffat Jabeen

Weighted conformal prediction (WCP) has been commonly used to quantify prediction uncertainty under covariate shift. However, the effectiveness of WCP relies heavily on the degree of overlap between the training and test covariate…

Methodology · Statistics 2026-04-02 Mufang Ying , Wenge Guo , Koulik Khamaru , Ying Hung

A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…

Statistics Theory · Mathematics 2022-08-10 Dan D. Erdmann-Pham , Jonathan Terhorst , Yun S. Song

This paper presents a hypothesis testing method given independent samples from a number of connected populations. The method is motivated by a forestry project for monitoring change in the strength of lumber. Traditional practice has been…

Statistics Theory · Mathematics 2015-05-15 Song Cai , Jiahua Chen , James V. Zidek

Multivariate Hawkes processes (MHP) are a class of point processes in which events at different coordinates interact through mutual excitation. The weighted adjacency matrix of the MHP encodes the strength of the relations, and shares its…

Statistics Theory · Mathematics 2024-05-21 Antoine Lotz

In large-scale hypothesis testing, computing exact $p$-values or $e$-values is often resource-intensive, creating a need for budget-aware inferential methods. We propose a general framework for active hypothesis testing that leverages…

Methodology · Statistics 2026-04-09 Qi Kuang , Bowen Gang , Yin Xia

Volume weighted average price (VWAP) options are a popular security type in many countries, but despite their popularity very few pricing models have been developed so far for VWAP options. This can be explained by the fact that the VWAP…

Pricing of Securities · Quantitative Finance 2014-07-29 Alexander Buryak , Ivan Guo

We propose a novel first-order method for non-convex optimization of the form $\max_{\bm{w}\in\mathbb{R}^d}\mathbb{E}_{\bm{x}\sim\mathcal{D}}[f_{\bm{w}}(\bm{x})]$, termed Progressive Power Homotopy (Prog-PowerHP). The method applies…

Optimization and Control · Mathematics 2026-01-23 Chen Xu

This letter introduces weighted sum power (WSP), a new performance metric for wireless resource allocation during cooperative spectrum sharing in cognitive radio networks, where the primary and secondary nodes have different priorities and…

Networking and Internet Architecture · Computer Science 2024-10-03 Yang Yu

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

In observational studies, the assumption of sufficient overlap (positivity) is fundamental for the identification and estimation of causal effects. Failing to account for this assumption yields inaccurate and potentially infeasible…

Methodology · Statistics 2025-04-07 Jaehyuk Jang , Suehyun Kim , Kwonsang Lee

In the multiple testing context, a challenging problem is the estimation of the proportion $\pi_0$ of true-null hypotheses. A large number of estimators of this quantity rely on identifiability assumptions that either appear to be violated…

Statistics Theory · Mathematics 2008-12-18 Alain Celisse , Stéphane Robin

We present both $hp$-a priori and $hp$-a posteriori error analysis of a mixed-order hybrid high-order (HHO) method to approximate second-order elliptic problems on simplicial meshes. Our main result on the $hp$-a priori error analysis is a…

Numerical Analysis · Mathematics 2025-07-25 Zhaonan Dong , Alexandre Ern

When estimating causal effects from observational data with numerous covariates, employing penalized covariate selection can improve the estimation efficiency. Outcome-oriented covariate selection, which involves selecting covariates…

Methodology · Statistics 2025-01-14 Wataru Hongo , Shuji Ando , Jun Tsuchida , Takashi Sozu

What can be considered an appropriate statistical method for the primary analysis of a randomized clinical trial (RCT) with a time-to-event endpoint when we anticipate non-proportional hazards owing to a delayed effect? This question has…

Methodology · Statistics 2023-04-18 José L. Jiménez , Isobel Barrott , Francesca Gasperoni , Dominic Magirr

The (relevance) weighted likelihood was introduced to formally embrace a variety of statistical procedures that trade bias for precision. Unlike its classical counterpart, the weighted likelihood combines all relevant information while…

Statistics Theory · Mathematics 2007-06-13 Xiaogang Wang , James V. Zidek

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…

Methodology · Statistics 2018-02-16 Claudio Agostinelli

This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…

Statistics Theory · Mathematics 2025-10-28 Falong Tan , Xu Guo , Lixing Zhu
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