相关论文: A characteristic of Bennett's acceptance ratio met…

We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a…

A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial…

Rejection sampling is a popular method used to generate numbers that follow some given distribution. We study the use of this method to generate random numbers in the unit interval from increasing probability density functions. We focus on…

Large-sample Bayesian analogs exist for many frequentist methods, but are less well-known for the widely-used 'sandwich' or 'robust' variance estimates. We review existing approaches to Bayesian analogs of sandwich variance estimates and…

The wetting properties of solid substrates with customary (i.e., macroscopic) random roughness are considered as a function of the microscopic contact angle of the wetting liquid and its partial pressure in the surrounding gas phase.…

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Estimates of uncertainty or variance in experimental means are central to physics. This is especially the case for `world averages' of fundamental physical parameters in particle physics, which aggregate results from a number of experiments…

Metadynamics is an established sampling method aimed at reconstructing the free-energy surface relative to a set of appropriately chosen collective variables. In standard metadynamics the free-energy surface is filled by the addition of…

Bayesian error analysis paves the way to the construction of credible and plausible error regions for a point estimator obtained from a given dataset. We introduce the concept of region accuracy for error regions (a generalization of the…

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…

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…

Random sample consensus (RANSAC), which is based on a repetitive sampling from a given dataset, is one of the most popular robust estimation methods. In this study, an energy-based model (EBM) for robust estimation that has a similar scheme…

In the regression problem, we consider the problem of estimating the variance function by the means of aggregation methods. We focus on two particular aggregation setting: Model Selection aggregation (MS) and Convex aggregation (C) where…

The robust beamforming problem in multiple-input single-output (MISO) downlink networks of simultaneous wireless information and power transfer (SWIPT) is studied in this paper. Adopting the time switching fashion to perform energy…

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

We propose a proof of convergence of an adaptive method used in molecular dynamics to compute free energy profiles. Mathematically, it amounts to studying the long-time behavior of a stochastic process which satisfies a non-linear…

We study properties of Markov chain Monte Carlo simulations of classical spin models with local updates. We derive analytic expressions for the mean value of the acceptance rate of single-spin-flip algorithms for the one-dimensional Ising…

In this article, we are interested in convexity properties of the free energy for stationary point processes on $\mathbb R$ w.r.t.\ a new geometry inspired by optimal transport. We will show for a rich class of pairwise interaction energies…

We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…