Related papers: Inference for bounded parameters

We consider the problem of setting confidence intervals on a parameter of interest from the maximum-likelihood fit of a physics model to a binned data set with a large number of bins, large event-counts per bin, and in the presence of…

Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…

Let $0 < \epsilon < 1/2$ be a noise parameter, and let $T_{\epsilon}$ be the noise operator acting on functions on the boolean cube $\{0,1\}^n$. Let $f$ be a nonnegative function on $\{0,1\}^n$. We upper bound the entropy of $T_{\epsilon}…

Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…

Estimating the parameters from $k$ independent Bin$(n,p)$ random variables, when both parameters $n$ and $p$ are unknown, is relevant to a variety of applications. It is particularly difficult if $n$ is large and $p$ is small. Over the past…

Linear structural equation models postulate noisy linear relationships between variables of interest. Each model corresponds to a path diagram, which is a mixed graph with directed edges that encode the domains of the linear functions and…

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

A suggestion is made for improving the Feldman Cousins method of estimating signal counts in the presence of background. The method concentrates on finding essential information about the signal and ignoring extraneous information about…

Frequency is a central concept in Mathematics, Physics, and Signal Processing. It is the main tool for describing the oscillatory behavior of signals, which is usually argued to be the manifestation of some of their key features, depending…

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for the noise, we study least squares and maximum likelihood…

We present mathematical and conceptual foundations for the task of robust amplitude estimation using engineered likelihood functions (ELFs), a framework introduced in Wang et al. [PRX Quantum 2, 010346 (2021)] that uses Bayesian inference…

P-values are a mainstay in statistics but are often misinterpreted. We propose a new interpretation of p-value as a meaningful plausibility, where this is to be interpreted formally within the inferential model framework. We show that, for…

We propose a way to construct fiducial distributions for a multidimensional parameter using a step-by-step conditional procedure related to the inferential importance of the components of the parameter. For discrete models, in which the…

Physical theories that depend on many parameters or are tested against data from many different experiments pose unique challenges to statistical inference. Many models in particle physics, astrophysics and cosmology fall into one or both…

We present a method of constructing statistical intervals that obtain a natural middle ground between Bayesian and frequentist statistical intervals, previously unexplored in literature: To a p% Bayesian credible interval we should assign a…

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…