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We formulate an inseparability criterion based on the recently derived generalized Schr\"odinger-Robertson uncertainty relation (SRUR) [Ivan {\it et al.} J. Phys. A :Math. Theor. {\bf 45}, 195305 (2012)] together with the negativity of…

量子物理 · 物理学 2014-03-11 Chang-Woo Lee , Junghee Ryu , Jeongho Bang , Hyunchul Nha

We study the frequentist properties of Bayesian statistical inference for the stochastic block model, with an unknown number of classes of varying sizes. We equip the space of vertex labellings with a prior on the number of classes and,…

统计理论 · 数学 2020-05-05 J. van Waaij , B. J. K. Kleijn

The mean-variance hedging (MVH) problem is studied in a partially observable market where the drift processes can only be inferred through the observation of asset or index processes. Although most of the literatures treat the MVH problem…

计算金融 · 定量金融 2013-11-26 Masaaki Fujii , Akihiko Takahashi

We compare the accuracy, precision and reliability of different methods for estimating key system parameters for two-level systems subject to Hamiltonian evolution and decoherence. It is demonstrated that the use of Bayesian modelling and…

量子物理 · 物理学 2019-10-15 Sophie Schirmer , Frank Langbein

We investigate schemes for Hamiltonian parameter estimation of a two-level system using repeated measurements in a fixed basis. The simplest (Fourier based) schemes yield an estimate with a mean square error (MSE) that decreases at best as…

This paper introduces an innovative Bayesian machine learning algorithm to draw interpretable inference on heterogeneous causal effects in the presence of imperfect compliance (e.g., under an irregular assignment mechanism). We show,…

统计方法学 · 统计学 2021-12-02 Falco J. Bargagli-Stoffi , Kristof De-Witte , Giorgio Gnecco

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

统计计算 · 统计学 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

Infinite-order U-statistics (IOUS) has been used extensively on subbagging ensemble learning algorithms such as random forests to quantify its uncertainty. While normality results of IOUS have been studied extensively, its variance…

机器学习 · 统计学 2023-02-16 Tianning Xu , Ruoqing Zhu , Xiaofeng Shao

Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…

统计方法学 · 统计学 2025-01-27 Jin Hyung Lee , Ben Seiyon Lee

This paper presents a structure-preserving Bayesian approach for learning nonseparable Hamiltonian systems using stochastic dynamic models allowing for statistically-dependent, vector-valued additive and multiplicative measurement noise.…

机器学习 · 统计学 2024-07-23 Nicholas Galioto , Harsh Sharma , Boris Kramer , Alex Arkady Gorodetsky

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

机器学习 · 统计学 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…

统计方法学 · 统计学 2025-09-09 Ellis Scharfenaker , Duncan K. Foley

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\bm\theta$ of physical significance…

统计理论 · 数学 2014-11-05 Prithwish Bhaumik , Subhashis Ghosal

A new framework is proposed for the evaluation of stochastic subgrid-scale parameterizations in the context of MAOOAM, a coupled ocean-atmosphere model of intermediate complexity. Two physically-based parameterizations are investigated, the…

大气与海洋物理 · 物理学 2018-09-26 Jonathan Demaeyer , Stéphane Vannitsem

We study sharp second order inequalities of Caffarelli-Kohn-Nirenberg type in the euclidian space $\mathbb{R}^{N}$, where $N$ denotes the dimension. This analysis is equivalent to the study of uncertainty principles for special classes of…

数学物理 · 物理学 2020-12-24 Cristian Cazacu , Joshua Flynn , Nguyen Lam

Our comment on Garc\'ia-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" explores a further extension of the proposed methodology. Specifically, we consider the sequential setting where…

统计方法学 · 统计学 2025-10-01 Sebastian Arnold , Alexander Ly

Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…

机器学习 · 计算机科学 2022-03-16 Minta Liu , Suliang Bu

Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data generating processes when high-dimensional nuisance models are estimated by post-model-selection or…

统计方法学 · 统计学 2025-10-07 Niloofar Moosavi , Tetiana Gorbach , Xavier de Luna

We develop a Bayesian highest-density interval (HDI) for use in within-subject designs. This credible interval is based on a standard noninformative prior and a modified posterior distribution that conditions on both the data and point…

统计方法学 · 统计学 2018-06-14 Farouk S. Nathoo , Robyn E. Kilshaw , Michael E. J. Masson

In a previous communication we showed that a joint analysis of Cosmic Microwave Background (CMB) data and the current measurement of the local expansion rate favours a model with a scale invariant spectrum (HZ) over the minimal $\Lambda$CDM…

宇宙学与河外天体物理 · 物理学 2018-08-08 Micol Benetti , Leila L. Graef , Jailson S. Alcaniz