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In observational causal inference, in order to emulate a randomized experiment, weights are used to render treatments independent of observed covariates. This property is known as balance; in its absence, estimated causal effects may be…

Methodology · Statistics 2020-07-16 David Arbour , Drew Dimmery , Arjun Sondhi

Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential…

Chaotic Dynamics · Physics 2007-05-23 C. Radhakrishnan Nair

The concepts of variability and uncertainty, both epistemic and alleatory, came from experience and coexist with different connotations. Therefore this article attempts to express their relation by analytic means firstly setting sights on…

Other Statistics · Statistics 2013-01-15 Kalman Ziha

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

Modern technologies are generating ever-increasing amounts of data. Making use of these data requires methods that are both statistically sound and computationally efficient. Typically, the statistical and computational aspects are treated…

Methodology · Statistics 2022-09-15 Mahsa Taheri , Néhémy Lim , Johannes Lederer

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

Methodology · Statistics 2017-07-17 Fabian Schroeder

A robust mean value is often a good alternative to the standard mean value when dealing with data containing many outliers. An efficient method for samples of one-dimensional features and the truncated quadratic error norm is presented and…

Computer Vision and Pattern Recognition · Computer Science 2016-02-01 Erik Jonsson , Michael Felsberg

We have observed a common problem of solving for the marginal covariance of parameters introduced in new observations. This problem arises in several situations, including augmenting parameters to a Kalman filter, and computing weight for…

Signal Processing · Electrical Eng. & Systems 2020-05-12 Jianzhu Huai

When network and graph theory are used in the study of complex systems, a typically finite set of nodes of the network under consideration is frequently either explicitly or implicitly considered representative of a much larger finite or…

Data Analysis, Statistics and Probability · Physics 2015-03-18 Jobst Heitzig , Jonathan F. Donges , Yong Zou , Norbert Marwan , Jürgen Kurths

Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…

Methodology · Statistics 2022-01-03 Kin Wai Chan

In this paper, we suggest an estimator using two auxiliary variables in stratified random sampling. The propose estimator has an improvement over mean per unit estimator as well as some other considered estimators. Expressions for bias and…

Applications · Statistics 2014-04-01 Rajesh Singh , Sachin Malik

We review some not well known results about marginal log-linear models, derive some new ones and show how they might be relevant in mediation analysis within logistic regression. In particular, we elaborate on the relation between…

Methodology · Statistics 2022-04-20 Antonio Forcina

Despite its prevalence in statistical datasets, heteroscedasticity (non-constant sample variances) has been largely ignored in the high-dimensional statistics literature. Recently, studies have shown that the Lasso can accommodate…

Statistics Theory · Mathematics 2014-10-31 James Sharpnack , Mladen Kolar

The purpose of this note is to present a formulation of a given nonlinear ordinary differential equation into an equivalent system of linear ordinary differential equations. It is evident that the easiness of a such procedure would be able…

Classical Analysis and ODEs · Mathematics 2013-02-12 Oscar A. Barraza

We discuss various aspects of the statistical formulation of the theory of random graphs, with emphasis on results obtained in a series of our recent publications.

Statistical Mechanics · Physics 2009-11-10 Zdzislaw Burda , Jerzy Jurkiewicz , Andre Krzywicki

This paper presents compact notations for concentration inequalities and convenient results to streamline probabilistic analysis. The new expressions describe the typical sizes and tails of random variables, allowing for simple operations…

Statistics Theory · Mathematics 2020-04-28 Kaizheng Wang

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

Machine Learning · Computer Science 2018-09-05 Magda Gregorová , Jason Ramapuram , Alexandros Kalousis , Stéphane Marchand-Maillet

A method for estimating nonlinear regression errors and their distributions without performing regression is presented. Assuming continuity of the modeling function the variance is given in terms of conditional probabilities extracted from…

Machine Learning · Statistics 2014-04-15 Hong Pi , Carsten Peterson

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

Bessel's correction adjusts the denominator in the sample variance formula from n to n-1 to ensure an unbiased estimator of the population variance. This paper provides rigorous algebraic derivations geometric interpretations and…

Methodology · Statistics 2026-01-30 Felix Reichel