Related papers: Inferring the success parameter p of a binomial mo…
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…
The causal effect of an intervention (treatment/exposure) on an outcome can be estimated by: i) specifying knowledge about the data-generating process; ii) assessing under what assumptions a target quantity, such as for example a causal…
We investigate statistical inference across time scales. We take as toy model the estimation of the intensity of a discretely observed compound Poisson process with symmetric Bernoulli jumps. We have data at different time scales:…
Empirical studies suggest that machine learning models often rely on features, such as the background, that may be spuriously correlated with the label only during training time, resulting in poor accuracy during test-time. In this work, we…
When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…
Several experiments in high-energy physics and astrophysics can be treated as on/off measurements, where an observation potentially containing a new source or effect ("on" measurement) is contrasted with a background-only observation free…
The binary classification problem has a situation where only biased data are observed in one of the classes. In this paper, we propose a new method to approach the positive and biased negative (PbN) classification problem, which is a weakly…
Predicting the winner of an election is of importance to multiple stakeholders. To formulate the problem, we consider an independent sequence of categorical data with a finite number of possible outcomes in each. The data is assumed to be…
In this paper, after a discussion of general properties of statistical tests, we present the construction of the most powerful hypothesis test for determining the existence of a new phenomenon in counting-type experiments where the observed…
This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…
This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical…
In this paper, we have developed a new class of sampling schemes for estimating parameters of binomial and Poisson distributions. Without any information of the unknown parameters, our sampling schemes rigorously guarantee prescribed levels…
Selective inference is a subfield of statistics that enables valid inference after selection of a data-dependent question. In this paper, we introduce selectively dominant p-values, a class of p-values that allow practitioners to easily…
Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…
This research addresses the challenge of conducting interpretable causal inference between a binary treatment and its resulting outcome when not all confounders are known. Confounders are factors that have an influence on both the treatment…
Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…
We provide a wide-ranging study of the scenario where a subset of the relations in a relational vocabulary are visible to a user --- that is, their complete contents are known --- while the remaining relations are invisible. We also have a…
The analysis of decision making under uncertainty is closely related to the analysis of probabilistic inference. Indeed, much of the research into efficient methods for probabilistic inference in expert systems has been motivated by the…
Negative Binomial regression is a staple in Operations Management empirical research. Most of its analytical aspects are considered either self-evident, or minutiae that are better left to specialised textbooks. But what if the evidence…
Bayesian methods are increasingly applied in these days in the theory and practice of statistics. Any Bayesian inference depends on a likelihood and a prior. Ideally one would like to elicit a prior from related sources of information or…