Related papers: Likelihood Methods and Classical Burster Repetitio…
We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample…
The marginal likelihood plays an important role in many areas of Bayesian statistics such as parameter estimation, model comparison, and model averaging. In most applications, however, the marginal likelihood is not analytically tractable…
This paper presents a probabilistic perspective on iterative methods for approximating the solution $\mathbf{x}_* \in \mathbb{R}^d$ of a nonsingular linear system $\mathbf{A} \mathbf{x}_* = \mathbf{b}$. In the approach a standard iterative…
Likelihood functions are ubiquitous in data analyses at the LHC and elsewhere in particle physics. Partly because "probability" and "likelihood" are virtual synonyms in everyday English, but crucially distinct in data analysis, there is…
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…
Symbolic data analysis has been proposed as a technique for summarising large and complex datasets into a much smaller and tractable number of distributions -- such as random rectangles or histograms -- each describing a portion of the…
The center of gravity is one of the most frequently used algorithm for position reconstruction with different analytical forms for the noise optimization. The error distributions of the different forms are essential instruments to improve…
Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex modeling scenarios, and in situations where conducting…
The standard method for the propagation of errors, based on a Taylor series expansion, is approximate and frequently inadequate for realistic problems. A simple and generic technique is described in which the likelihood is constructed…
Machine-learning techniques have become fundamental in high-energy physics and, for new physics searches, it is crucial to know their performance in terms of experimental sensitivity, understood as the statistical significance of the…
The repeating behavior of fast radio bursts (FRBs) is regarded as a key clue to understanding their physical origin, yet reliably distinguishing repeaters from apparent non-repeaters with current observations remains challenging. Here we…
Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…
When presenting forensic evidence, such as a DNA match, experts often use the Likelihood ratio (LR) to explain the impact of evidence . The LR measures the probative value of the evidence with respect to a single hypothesis such as 'DNA…
Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…
Likelihood ratios (LRs), which are commonly used for probabilistic data processing, are often estimated based on the frequency counts of individual elements obtained from samples. In natural language processing, an element can be a…
We consider numerical schemes for root finding of noisy responses through generalizing the Probabilistic Bisection Algorithm (PBA) to the more practical context where the sampling distribution is unknown and location-dependent. As in…
When classical particle filtering algorithms are used for maximum likelihood parameter estimation in nonlinear state-space models, a key challenge is that estimates of the likelihood function and its derivatives are inherently noisy. The…
We investigate the use of the Metropolis-Hastings algorithm to sample posterior distribution in a Bayesian inverse problem, where the likelihood function is random. Concretely, we consider the case where one has full field observations of a…
Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…
This paper proposes a new Bayesian approach for analysing moment condition models in the situation where the data may be contaminated by outliers. The approach builds upon the foundations developed by Schennach (2005) who proposed the…