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Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…

Methodology · Statistics 2024-04-01 Sizhu Lu , Peng Ding

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

Methodology · Statistics 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

Estimates of uncertainty or variance in experimental means are central to physics. This is especially the case for `world averages' of fundamental physical parameters in particle physics, which aggregate results from a number of experiments…

High Energy Physics - Experiment · Physics 2023-10-13 Fintan Costello , Paul Watts

Poisson-like behavior for event count data is ubiquitous in nature. At the same time, differencing of such counts arises in the course of data processing in a variety of areas of application. As a result, the Skellam distribution -- defined…

Probability · Mathematics 2018-04-04 H. L. Gan , Eric D. Kolaczyk

Benchmarking studies in computational chemistry use reference datasets to assess the accuracy of a method through error statistics. The commonly used error statistics, such as the mean signed and mean unsigned errors, do not inform…

Chemical Physics · Physics 2018-03-19 Pascal Pernot , Andreas Savin

We compute bias, variance, and approximate confidence intervals for the efficiency of a random selection process under various special conditions that occur in practical data analysis. We consider the following cases: a) the number of…

Applications · Statistics 2023-11-30 Hans Dembinski , Michael Schmelling

The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…

Probability · Mathematics 2019-06-05 Alexander Erreygers , Jasper De Bock

Correlated data are ubiquitous in today's data-driven society. While regression models for analyzing means and variances of responses of interest are relatively well-developed, the development of these models for analyzing the correlations…

Methodology · Statistics 2023-06-13 Jie Hu , Yu Chen , Chenlei Leng , Cheng Yong Tang

Generalized noncontextuality is a well-studied notion of classicality that is applicable to a single system, as opposed to Bell locality. It relies on representing operationally indistinguishable procedures identically in an ontological…

Quantum Physics · Physics 2025-01-13 Victor Gitton , Mischa P. Woods

We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…

Machine Learning · Statistics 2016-11-10 Rajesh Ranganath , David Blei

Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer

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…

In observational studies, causal inference relies on several key identifying assumptions. One identifiability condition is the positivity assumption, which requires the probability of treatment be bounded away from 0 and 1. That is, for…

Methodology · Statistics 2022-02-21 Yaqian Zhu , Nandita Mitra , Jason Roy

Motivated by the pressing needs for capturing complex but interpretable variable relationships in scientific research, here we generalize the squared Pearson correlation to capture a mixture of linear dependences between two real-valued…

Methodology · Statistics 2020-07-01 Jingyi Jessica Li , Xin Tong , Peter J. Bickel

Let X_n=(x_{ij}) be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let R_n=(\rho_{ij}) be the p\times p sample correlation matrix of X_n; that is, the entry…

Probability · Mathematics 2009-09-29 Tiefeng Jiang

Many applications benefit from theory relevant to the identification of variables having large correlations or partial correlations in high dimension. Recently there has been progress in the ultra-high dimensional setting when the sample…

Statistics Theory · Mathematics 2022-08-25 Yun Wei , Bala Rajaratnam , Alfred O. Hero

For a stochastic process reset at random times, we discuss to what extent the probabilities of some orderings of observables associated with the intervals of time between resetting events are universal, i.e., independent of the choice of…

Statistical Mechanics · Physics 2023-04-28 Claude Godrèche

Extending (generalizing or transporting) causal inferences from a randomized trial to a target population requires ``generalizability'' or ``transportability'' assumptions, which state that randomized and non-randomized individuals are…

We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…

Statistics Theory · Mathematics 2013-05-09 Paul Doukhan , William Kengne

Statistical analysis is an important tool to distinguish systematic from chance findings. Current statistical analyses rely on distributional assumptions reflecting the structure of some underlying model, which if not met lead to problems…

Statistics Theory · Mathematics 2023-11-15 Orestis Loukas , Ho Ryun Chung