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We investigate methods for penalized regression in the presence of missing observations. This paper introduces a method for estimating the parameters which compensates for the missing observations. We first, derive an unbiased estimator of…

Applications · Statistics 2013-10-09 Yunjin Choi , Robert Tibshirani

The ultimate performance of machine learning algorithms for classification tasks is usually measured in terms of the empirical error probability (or accuracy) based on a testing dataset. Whereas, these algorithms are optimized through the…

Machine Learning · Computer Science 2021-12-13 Matias Vera , Leonardo Rey Vega , Pablo Piantanida

A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…

Applications · Statistics 2018-07-10 Siuli Mukhopadhyay , V. Sathish

Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…

Multiple systems estimation using a Poisson loglinear model is a standard approach to quantifying hidden populations where data sources are based on lists of known cases. Information criteria are often used for selecting between the large…

Methodology · Statistics 2023-11-23 Bernard W. Silverman , Lax Chan , Kyle Vincent

Medical machine learning algorithms are typically evaluated based on accuracy vs. a clinician-defined ground truth, a reasonable initial choice since trained clinicians are usually better classifiers than ML models. However, this metric…

Machine Learning · Computer Science 2024-05-21 Charles B. Delahunt , Courosh Mehanian , Matthew P. Horning

In the era of open data, Poisson and other count regression models are increasingly important. Still, conventional Poisson regression has remaining issues in terms of identifiability and computational efficiency. Especially, due to an…

Methodology · Statistics 2022-01-19 Daisuke Murakami , Tomoko Matsui

Inspired by the recent proposal by Feldman and Cousins of a ``unified approach to the classical statistical analysis of small signals'' based on a choice of ordering in Neyman's construction of classical confidence intervals, I propose a…

High Energy Physics - Phenomenology · Physics 2011-07-19 C. Giunti

As a powerful tool for longitudinal data analysis, the generalized estimating equations have been widely studied in the academic community. However, in large-scale settings, this approach faces pronounced computational and storage…

Computation · Statistics 2025-08-29 Chunjing Li , Jiahui Zhang , Xiaohui Yuan

New lower bounds on the total variation distance between the distribution of a sum of independent Bernoulli random variables and the Poisson random variable (with the same mean) are derived via the Chen-Stein method. The new bounds rely on…

Information Theory · Computer Science 2013-07-17 Igal Sason

We demonstrate that two approximations to the chi^2 statistic as popularly employed by observational astronomers for fitting Poisson-distributed data can give rise to intrinsically biased model parameter estimates, even in the high counts…

Astrophysics · Physics 2009-11-13 Philip J. Humphrey , Wenhao Liu , David A. Buote

Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…

Statistical Mechanics · Physics 2015-07-08 Kenji Harada

The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…

Probability · Mathematics 2016-02-09 Yi-Ching Yao , Daniel Wei-Chung Miao , Xenos Chang-Shuo Lin

In this paper, two parametric probability distributions capable to describe the statistics of X-ray photon detection by a CCD are presented. They are formulated from simple models that account for the pile-up phenomenon, in which two or…

Instrumentation and Methods for Astrophysics · Physics 2013-10-30 Diego J. R. Sevilla

Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…

Methodology · Statistics 2012-07-03 Ryan Martin , Duncan Ermini Leaf , Chuanhai Liu

Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin theoretical statistics, Stein's method has led to…

We are in an era of precision measurements at the Large Hadron Collider. The precision that can be achieved on some of those is limited however due to large systematic uncertainties. This paper introduces a new technique to reduce the total…

Data Analysis, Statistics and Probability · Physics 2019-07-03 Petra Van Mulders

The evolution of skyline and ranking queries has created new archetypes like flexible skylines, which have proven to be an efficient method to select relevant data from large datasets using multi objective optimization. This paper aims to…

Databases · Computer Science 2022-02-01 Jaime Pons Garrido

In this work, we consider an estimation method in sparse Poisson models inspired by [1] and provide novel sign consistency results under mild conditions.

Statistics Theory · Mathematics 2023-03-27 Marina Gomtsyan , Céline Lévy-Leduc , Sarah Ouadah , Laure Sansonnet

In this report we discuss the treatment of statistical errors in cut efficiencies. The two commonly used methods for the calculation of the errors, Poissonian and Binomial, are shown to be defective. We derive the form of the underlying…

Data Analysis, Statistics and Probability · Physics 2012-05-15 T. Ullrich , Z. Xu