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Friedman's chi-square test is a non-parametric statistical test for $r\geq2$ treatments across $n\ge1$ trials to assess the null hypothesis that there is no treatment effect. We use Stein's method with an exchangeable pair coupling to…

Statistics Theory · Mathematics 2022-07-01 Robert E. Gaunt , Gesine Reinert

We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

Accurately estimating expectation values of quantum observables with as few measurements as possible is crucial to many quantum computing applications. We introduce a framework that covers many of existing measurement strategies and…

Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness…

Methodology · Statistics 2010-06-09 Gabriel Lang , Eric Marcon

The $\chi^2$-principle generalizes the Morozov discrepancy principle (MDP) to the augmented residual of the Tikhonov regularized least squares problem. Weighting of the data fidelity by a known Gaussian noise distribution on the measured…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A Renaut , Vahid E Ardestani

We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…

Methodology · Statistics 2020-03-31 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and the sum (or equivalently the mean) of the parameters is introduced. Under…

Statistics Theory · Mathematics 2019-04-25 Emil Aas Stoltenberg , Nils Lid Hjort

Missing data is a common issue in medical, psychiatry, and social studies. In literature, Multiple Imputation (MI) was proposed to multiply impute datasets and combine analysis results from imputed datasets for statistical inference using…

Methodology · Statistics 2024-09-18 Binhuan Wang , Yixin Fang , Man Jin

Thousands of experiments are analyzed and papers are published each year involving the statistical analysis of grouped data. While this area of statistics is often perceived -- somewhat naively -- as saturated, several misconceptions still…

Methodology · Statistics 2026-02-02 Sara Algeri , Estate V. Khmaladze

A new test statistic based on success runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic $\chi^{2}$ test which ignores the…

Statistics Theory · Mathematics 2017-04-10 Frederik Beaujean , Allen Caldwell

We analyze two communication-efficient algorithms for distributed statistical optimization on large-scale data sets. The first algorithm is a standard averaging method that distributes the $N$ data samples evenly to $\nummac$ machines,…

Machine Learning · Statistics 2013-10-14 Yuchen Zhang , John C. Duchi , Martin Wainwright

Causal inference often relies on the counterfactual framework, which requires that treatment assignment is independent of the outcome, known as strong ignorability. Approaches to enforcing strong ignorability in causal analyses of…

Machine Learning · Computer Science 2020-12-04 Amelia J. Averitt , Natnicha Vanitchanant , Rajesh Ranganath , Adler J. Perotte

We obtain an asymptotic expansion for the null distribution function of thegradient statistic for testing composite null hypotheses in the presence of nuisance parameters. The expansion is derived using a Bayesian route based on the…

Statistics Theory · Mathematics 2012-06-12 Tiago M. Vargas , Silvia L. P. Ferrari , Artur J. Lemonte

Convergence of order $O(1/\sqrt{n})$ is obtained for the distance in total variation between the Poisson distribution and the distribution of the number of fixed size cycles in generalized random graphs with random vertex weights. The…

Probability · Mathematics 2024-05-31 Sergey G. Bobkov , Maria A. Danshina , Vladimir V. Ulyanov

As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…

Probability · Mathematics 2015-05-29 Xiao Fang , David Siegmund

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…

Econometrics · Economics 2023-02-01 Ruochen Wu , Melvyn Weeks

Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the main goal of such analyses, and…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Tapabrata Maiti

This paper considers distributed estimation of linear systems when the state observations are corrupted with Gaussian noise of unbounded support and under possible random adversarial attacks. We consider sensors equipped with single…

Systems and Control · Electrical Eng. & Systems 2021-05-25 Mohammadreza Doostmohammadian , Themistoklis Charalambous , Miadreza Shafie-khah , Nader Meskin , Usman A. Khan