Related papers: Finding an Upper Limit in the Presence of Unknown …
Higher criticism is a method for detecting signals that are both sparse and weak. Although first proposed in cases where the noise variables are independent, higher criticism also has reasonable performance in settings where those variables…
Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…
We consider a linear regression model, with the parameter of interest a specified linear combination of the regression parameter vector. We suppose that, as a first step, a data-based model selection (e.g. by preliminary hypothesis tests or…
When people receive new information, sometimes they revise their beliefs too much, and sometimes too little. In this paper, we show that a key driver of whether people overinfer or underinfer is the strength of the information. Based on a…
Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…
A typical experiment in high energy physics is considered. The result of the experiment is assumed to be a histogram consisting of bins or channels with numbers of corresponding registered events. The expected background and expected signal…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…
This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating key parameters one at a time based on many empirical loss…
Searching for evidence of neutrino oscillations is an important problem in particle physics. Suppose that evidence for neutrino oscillations from an LSND experiment reports a significant positive oscillation probability, but that the LSND…
A common problem in astrophysics is determining how bright a source could be and still not be detected. Despite the simplicity with which the problem can be stated, the solution involves complex statistical issues that require careful…
Abstract In Extreme Value methodology the choice of threshold plays an important role in efficient modelling of observations exceeding the threshold. The threshold must be chosen high enough to ensure an unbiased extreme value index but…
A new method of background subtraction is presented which uses the concept of a signal estimator to construct a confidence level which is always conservative and which is never better than e^-s. The new method yields stronger exclusions…
In counting experiments, one can set an upper limit on the rate of a Poisson process based on a count of the number of events observed due to the process. In some experiments, one makes several counts of the number of events, using…
Prior studies on covert communication with noise uncertainty adopted a worst-case approach from the warden's perspective. That is, the worst-case detection performance of the warden is used to assess covertness, which is overly optimistic.…
Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…
For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…
Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…
Rigorously quantifying the information in high contrast imaging data is important for informing follow-up strategies to confirm the substellar nature of a point source, constraining theoretical models of planet-disk interactions, and…
We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…