Related papers: Statistical inference and modeling with the S dist…
We present a new fitting technique based on the parametric bootstrap method, which relies on the idea to produce artificial measurements using the estimated probability distribution of the experimental data. In order to investigate the main…
The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a $L_2$-distance comparing a parametric and a nonparametric…
Nowadays, data analysis in the world of Big Data is connected typically to data mining, descriptive or exploratory statistics, e.~g.\ cluster analysis, classification or regression analysis. Aside these techniques there is a huge area of…
We consider the goodness of fit testing problem for stochastic differential equation with small diffiusion coefficient. The basic hypothesis is always simple and it is described by the known trend coefficient. We propose several tests of…
This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different…
We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…
Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since…
Applications in data science, shape analysis and object classification frequently require comparison of probability distributions defined on different ambient spaces. To accomplish this, one requires a notion of distance on a given class of…
This paper considers estimation and inference in semiparametric econometric models. Standard procedures estimate the model based on an independence restriction that induces a minimum distance between a joint cumulative distribution function…
The problem of statistical inference in its various forms has been the subject of decades-long extensive research. Most of the effort has been focused on characterizing the behavior as a function of the number of available samples, with far…
Neuroscience has recently made much progress, expanding the complexity of both neural-activity measurements and brain-computational models. However, we lack robust methods for connecting theory and experiment by evaluating our new big…
In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…
A confidence distribution is a complete tool for making frequentist inference for a parameter of interest $\psi$ based on an assumed parametric model. Indeed, it allows to reach point estimates, to assess their precision, to set up tests…
Although much progress has been made in the theory and application of bootstrap approximations for max statistics in high dimensions, the literature has largely been restricted to cases involving light-tailed data. To address this issue, we…
Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…
The rapid emergence of massive datasets in various fields poses a serious challenge to traditional statistical methods. Meanwhile, it provides opportunities for researchers to develop novel algorithms. Inspired by the idea of…
The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…
We consider the goodness of fit testing problem for linear stochastic differential equation (Ornstein-Uhlenbeck process). The basic hypothesis is supposed to be composite with two-dimensional unknown parameter. We study two goodness of fit…
This paper introduces to readers the new concept and methodology of confidence distribution and the modern-day distributional inference in statistics. This discussion should be of interest to people who would like to go into the depth of…