相关论文: On the Accuracy of Fixed Sampled and Fixed Width C…
This paper proposes a decorrelation-based approach to test hypotheses and construct confidence intervals for the low dimensional component of high dimensional proportional hazards models. Motivated by the geometric projection principle, we…
We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…
We study properties of confidence intervals (CIs) for the difference of two Bernoulli distributions' success parameters, $p_x - p_y$, in the case where the goal is to obtain a CI of a given half-width while minimizing sampling costs when…
This paper proposes a novel, abstraction-based, certified training method for robust image classifiers. Via abstraction, all perturbed images are mapped into intervals before feeding into neural networks for training. By training on…
Statistical analysis of voluntary survey data is an important area of research in survey sampling. We consider a unified approach to voluntary survey data analysis under the assumption that the sampling mechanism is ignorable. Generalized…
In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
A fixed-design residual bootstrap method is proposed for the two-step estimator of Francq and Zako\"ian (2015) associated with the conditional Value-at-Risk. The bootstrap's consistency is proven for a general class of volatility models and…
Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…
The construction of confidence intervals for the mean of a bounded random variable is a classical problem in statistics with numerous applications in machine learning and virtually all scientific fields. In particular, obtaining the…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
We consider interval estimation of the difference between two binomial proportions. Several methods of constructing such an interval are known. Unfortunately those confidence intervals have poor coverage probability: it is significantly…
We consider the estimation of rare-event probabilities using sample proportions output by naive Monte Carlo or collected data. Unlike using variance reduction techniques, this naive estimator does not have a priori relative efficiency…
The development of a new diagnostic test ideally follows a sequence of stages which, amongst other aims, evaluate technical performance. This includes an analytical validity study, a diagnostic accuracy study and an interventional clinical…
Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…
Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying…
We study confidence intervals based on hard-thresholding, soft-thresholding, and adaptive soft-thresholding in a linear regression model where the number of regressors $k$ may depend on and diverge with sample size $n$. In addition to the…
In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…
The ISO 5725 series frames interlaboratory precision through repeatability, between-laboratory, and reproducibility variances, yet practical guidance on deploying bootstrap methods within this one-way random-effects setting remains limited.…
In this paper, we propose a Network-Weighted Functional Regression (NWFR) model, an extension of Spatially Weighted Functional Regression (SWFR) to functional data defined on network-structured settings. To asses predictive uncertainity, we…