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In a smooth semi-parametric model, the marginal posterior distribution for a finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of any efficient point-estimator. The assertion…

统计理论 · 数学 2018-03-26 Minwoo Chae , Yongdai Kim , Bas Kleijn

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

统计方法学 · 统计学 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…

统计理论 · 数学 2019-08-21 Fei Jiang , Yanyuan Ma , Raymond J. Carroll

We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…

统计理论 · 数学 2018-03-16 William Weimin Yoo , Subhashis Ghosal

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

统计方法学 · 统计学 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

The pure tone hearing threshold is usually estimated from responses to stimuli at a set of standard frequencies. This paper describes a probabilistic approach to the estimation problem in which the hearing threshold is modelled as a smooth…

应用统计 · 统计学 2016-03-17 Marco Cox , Bert de Vries

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…

数据分析、统计与概率 · 物理学 2015-08-04 Xiao-Xia Liu , Xiao-Rui Lyu , Yong-Sheng Zhu

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

统计方法学 · 统计学 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

Recently a Bayesian methodology has been introduced, enabling the construction of sliding window detectors with the constant false alarm rate property. The approach introduces a Bayesian predictive inference approach, where under the…

应用统计 · 统计学 2018-12-27 Graham V. Weinberg

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

机器学习 · 计算机科学 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

In the context of functional data analysis, probability density functions as non-negative functions are characterized by specific properties of scale invariance and relative scale which enable to represent them with the unit integral…

数值分析 · 数学 2019-12-19 Jitka Machalova , Renata Talska , Karel Hron , Ales Gaba

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least…

量子物理 · 物理学 2007-05-23 Ferenc Balázs , Sándor Imre

The problem of adaptive sampling for estimating probability mass functions (pmf) uniformly well is considered. Performance of the sampling strategy is measured in terms of the worst-case mean squared error. A Bayesian variant of the…

统计方法学 · 统计学 2020-12-09 Dhruva Kartik , Neeraj Sood , Urbashi Mitra , Tara Javidi

In density estimation, the mean integrated squared error (MISE) is commonly used as a measure of performance. In that setting, the cross-validation criterion provides an unbiased estimator of the MISE minus the integral of the squared…

统计方法学 · 统计学 2024-07-30 José E. Chacón , Carlos Tenreiro

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

统计计算 · 统计学 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Bayesian hypothesis tests leverage posterior probabilities, Bayes factors, or credible intervals to inform data-driven decision making. We propose a framework for power curve approximation with such hypothesis tests. We present a fast…

统计方法学 · 统计学 2024-10-08 Luke Hagar , Nathaniel T. Stevens

Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss…

统计理论 · 数学 2021-10-28 A. G. Nogales

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

统计计算 · 统计学 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Extracting the outcome of a quantum computation is a difficult task. In many cases, the quantum phase estimation algorithm is used to digitally encode a value in a quantum register whose amplitudes' magnitudes reflect the discrete sinc…

量子物理 · 物理学 2022-07-04 Charlee Stefanski , Vanio Markov , Constantin Gonciulea

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

应用统计 · 统计学 2017-04-17 Guillaume Bouleux , Rémy Boyer