相关论文: OpTHyLiC: an Optimised Tool for Hybrid Limits Comp…

We have developed a new Bayesian method to correct the flux densities of astronomical sources. The hybrid method combines a simulated likelihood to model survey selection together with an analytic source-count-based prior. The simulated…

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…

A maximum likelihood method is used to deal with the combined estimation of multi-measurements of a branching ratio, where each result can be presented as an upper limit. The joint likelihood function is constructed using observed spectra…

Growth in both size and complexity of modern data challenges the applicability of traditional likelihood-based inference. Composite likelihood (CL) methods address the difficulties related to model selection and computational intractability…

As an important piece of the multi-tier computing architecture for future wireless networks, over-the-air computation (OAC) enables efficient function computation in multiple-access edge computing, where a fusion center aims to compute a…

In this note we present studies of coverage and power for confidence intervals for a Poisson process with known background calculated using the Likelihood ratio (aka Feldman & Cousins) ordering with Bayesian treatment of uncertainties in…

Optimising the quality-of-results (QoR) of circuits during logic synthesis is a formidable challenge necessitating the exploration of exponentially sized search spaces. While expert-designed operations aid in uncovering effective sequences,…

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Ordinal cumulative probability models (CPMs) -- also known as cumulative link models -- such as the proportional odds regression model are typically used for discrete ordered outcomes, but can accommodate both continuous and mixed…

Bayesian supervised predictive classifiers, hypothesis testing, and parametric estimation under Partition Exchangeability are implemented. The two classifiers presented are the marginal classifier (that assumes test data is i.i.d.) next to…

We consider the frequency estimation of periodic signals using noisy time-of-arrival (TOA) information with missing (sparse) data contaminated with outliers. We tackle the problem from a mathematical optimization standpoint, formulating it…

The synthetic control method has become a widely popular tool to estimate causal effects with observational data. Despite this, inference for synthetic control methods remains challenging. Often, inferential results rely on linear factor…

This paper develops upper and lower bounds for the probability of Boolean functions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. We call this approach dissociation and give an…

In probabilistic program analysis, quantitative analysis aims at deriving tight numerical bounds for probabilistic properties such as expectation and assertion probability. Most previous works consider numerical bounds over the whole…

We consider the problem of detecting a `bump' in the intensity of a Poisson process or in a density. We analyze two types of likelihood ratio based statistics which allow for exact finite sample inference and asymptotically optimal…

We present a new, analytic, Poisson likelihood derived, technique to account for the statistical uncertainties inherent in simulation samples of limited size. This method has better coverage properties than other techniques, is valid for…