相关论文: Comparison Between Bayesian and Frequentist Tail P…

The formalism of quantum estimation theory with a specific focus on classical data postprocessing is applied to a two-level system driven by an external gyrating magnetic field. We employed both Bayesian and frequentist approaches to…

Understanding the shape of a distribution of data is of interest to people in a great variety of fields, as it may affect the types of algorithms used for that data. We study one such problem in the framework of distribution property…

Bayesian approaches for handling covariate measurement error are well established, and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential…

We investigate the right tail behavior of a certain class of GMC ratios, reminiscent of H\"older's inequality. We start with a heuristic argument to justify the optimal exponent in the tail estimate. Since Kahane's convexity inequality does…

This paper contains sharp estimates about the distribution of multiple random integrals of functions of several variables with respect to a normalized empirical measure, about the distribution of U-statistics and multiple Wiener-Ito…

The Weibull tail-coefficient (WTC) plays a crucial role in extreme value statistics when dealing with Weibull-type tails. Several distributions, such as normal, Gamma, Weibull, and Logistic distributions, exhibit this type of tail…

We study frequentist properties of a Bayesian high-dimensional multivariate linear regression model with correlated responses. The predictors are separated into many groups and the group structure is pre-determined. Two features of the…

Possible parameter values in a random sampling model are shown by definition to have uniform base-rate prior probabilities. This allows a frequentist posterior probability distribution to be calculated for such possible parameter values…

There is a conception that Boltzmann-Gibbs statistics cannot yield the long tail distribution. This is the justification for the intensive research of nonextensive entropies (i.e. Tsallis entropy and others). Here the error that caused this…

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-like marginals share the same tail index. A multivariate…

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…

When do nonparametric Bayesian procedures ``overfit''? To shed light on this question, we consider a binary regression problem in detail and establish frequentist consistency for a certain class of Bayes procedures based on hierarchical…

We explore the use of higher-order tail area approximations for Bayesian simulation. These approximations give rise to an alternative simulation scheme to MCMC for Bayesian computation of marginal posterior distributions for a scalar…

The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…

We propose using a Bayes procedure with uniform improper prior to determine credible belts for the mean of a Poisson distribution in the presence of background and for the continuous problem of measuring a non-negative quantity $\theta$…

Using a collection of simulated an real benchmarks, we compare Bayesian and frequentist regularization approaches under a low informative constraint when the number of variables is almost equal to the number of observations on simulated and…

Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but…

The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alternatives. We do not assume belonging the corresponding…

We consider the Bayesian detection statistic for a targeted search for continuous gravitational waves, known as the $\mathcal{B}$-statistic. This is a Bayes factor between signal and noise hypotheses, produced by marginalizing over the four…