相关论文: Reliability of decisions based on tests: Fourier a…
Testing procedures for assessing specific parametric model forms, or for checking the plausibility of simplifying assumptions, play a central role in the mathematical treatment of the uncertain. No certain answers are obtained by testing…
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…
Large language models (LLMs) are increasingly used as decision-support tools in data-constrained scientific workflows, where correctness and validity are critical. However, evaluation practices often emphasize stability or reproducibility…
Weighted histogram in Monte-Carlo simulations is often used for the estimation of a probability density function. It is obtained as a result of random experiment with random events that have weights. In this paper the bin contents of…
We characterize the set of properties of Boolean-valued functions on a finite domain $\mathcal{X}$ that are testable with a constant number of samples. Specifically, we show that a property $\mathcal{P}$ is testable with a constant number…
Many studies have been conducted so far to build systems for recommending fashion items and outfits. Although they achieve good performances in their respective tasks, most of them cannot explain their judgments to the users, which…
This paper studies choice situations in which a decision maker can choose multiple alternatives. Given a menu of available options, the decision maker selects a subset of the menu with certain probabilities. We employ an axiomatic approach…
Robust model fitting is a fundamental problem in computer vision: used to pre-process raw data in the presence of outliers. Maximisation of Consensus (MaxCon) is one of the most popular robust criteria and widely used. Recently (Tennakoon…
This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…
We study the query complexity of testing for properties defined by read once formulas, as instances of {\em massively parametrized properties}, and prove several testability and non-testability results. First we prove the testability of any…
The best linear unbiased estimator (BLUE) is a popular statistical method adopted to combine multiple measurements of the same observable taking into account individual uncertainties and their correlation. The method is unbiased by…
Individual scores on common factors are required in some applied settings (e.g., business and marketing settings). Common factors are based on reflective indicators, but their scores cannot unambiguously be determined. Therefore, factor…
When the data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to a set of measured values is a long debated problem. Given the data, fitting would require to find what measurand value is the most…
We propose and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…
We propose a mechanism design framework that incorporates both soft information, which can be freely manipulated, and semi-hard information, which entails a cost for falsification. The framework captures various contexts such as school…
Code metrics are easy to define, but not so easy to justify. It is hard to prove that a metric is valid, i.e., that measured numerical values imply anything on the vaguely defined, yet crucial software properties such as complexity and…
A Boolean function is called read-once over a basis B if it can be expressed by a formula over B where no variable appears more than once. A checking test for a read-once function f over B depending on all its variables is a set of input…
This paper contributes to answering a question that is of crucial importance in risk management and extreme value theory: How to select the threshold above which one assumes that the tail of a distribution follows a generalized Pareto…
How can one meaningfully make a measurement, if the meter does not conform to any standard and its scale expands or shrinks depending on what is measured? In the present work it is argued that current evaluation practices for…
Continuous and strictly positive data that exhibit skewness and outliers frequently arise in many applied disciplines. Log-symmetric distributions provide a flexible framework for modeling such data. In this article, we develop new…