Related papers: Parameter Estimation in Astronomy with Poisson-Dis…
This paper formally derives the asymptotic distribution of a goodness-of-fit test based on the Kernel Stein Discrepancy introduced in (Oscar Key et al., "Composite Goodness-of-fit Tests with Kernels", Journal of Machine Learning Research…
The forthcoming generation of galaxy redshift surveys will sample the large-scale structure of the Universe over unprecedented volumes with high-density tracers. This advancement will make robust measurements of three-point clustering…
Approximate Bayesian computation is a statistical framework that uses numerical simulations to calibrate and compare models. Instead of computing likelihood functions, Approximate Bayesian computation relies on numerical simulations, which…
We analyze the impact of photon loss on the photon-number statistics of Gaussian states. Specifically, we propose and carefully evaluate several methods to mitigate deviations in the photon-number distributions of lossy (displaced) squeezed…
Overdispersed count data are modelled with likelihood and non-likelihood approaches. Likelihood approaches include the Poisson mixtures with three distributions, the gamma, the lognormal, and the inverse Gaussian distributions.…
We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence…
We consider a multivariable functional errors-in-variables model $AX\approx B$, where the data matrices $A$ and $B$ are observed with errors, and a matrix parameter $X$ is to be estimated. A goodness-of-fit test is constructed based on the…
I describe a new, open-source astronomical image-fitting program called Imfit, specialized for galaxies but potentially useful for other sources, which is fast, flexible, and highly extensible. A key characteristic of the program is an…
We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…
In this article we derive an unbiased expression for the expected mean-squared error associated with continuously differentiable estimators of the noncentrality parameter of a chi-square random variable. We then consider the task of…
Likelihood ratio tests are widely used in high-energy physics, where the test statistic is usually assumed to follow a chi-squared distribution with a number of degrees of freedom specified by Wilks' theorem. This assumption breaks down…
Traditional binned statistics such as $\chi^2$ suffer from information loss and arbitrariness of the binning procedure. We point out that the underlying statistical quantity (the log likelihood $L$) does not require any binning beyond the…
We develop a general theory for the goodness-of-fit test to non-linear models. In particular, we assume that the observations are noisy samples of a submanifold defined by a \yao{sufficiently smooth non-linear map}. The observation noise is…
This work investigates the use of resonance statistics for resonance evaluation to inform spin group assignment and an alternative fitting objective function beyond the commonly used chi-squared statistic. Resonance statistics -informed…
In condensed-matter, level statistics has long been used to characterize the phases of a disordered system. We provide evidence within the context of a simple model that in a disordered large-N gauge theory with a gravity dual, there exist…
The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…
In the present paper, we consider the Pearson chi-square statistic defined on a finite alphabet which is assumed to dynamically vary as the sample size increases, and establish its moderate deviation principle.
This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate…
Consider a random sample of $n$ independently and identically distributed $p$-dimensional normal random vectors. A test statistic for complete independence of high-dimensional normal distributions, proposed by Schott (2005), is defined as…
Approximate distributions for sum and difference of linearly correlated $\chi^{2}$ distributed random variables are derived. It is shown that they can be reduced to conveniently parametrized gamma and Variance-Gamma distributions,…