相关论文: MCMC Confidence Intervals and Biases

The limit distribution of the nonparametric maximum likelihood estimator for interval censored data with more than one observation time per unobservable observation, is still unknown in general. For the so-called separated case, where one…

Chatterjee's rank correlation coefficient $\xi_n$ is an empirical index for detecting functional dependencies between two variables $X$ and $Y$. It is an estimator for a theoretical quantity $\xi$ that is zero for independence and one if…

In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…

Introduction: estimation of confidence intervals (CIs) of binomial proportions has been reviewed more than once but the directional interpretation, distinguishing the overestimation from the underestimation, was neglected while the sample…

Markov chain Monte Carlo (MCMC) provides a feasible method for inferring Hidden Markov models, however, it is often computationally prohibitive, especially constrained by the curse of dimensionality, as the Monte Carlo sampler traverses…

In this paper we have proposed a median based estimator using known value of some population parameter(s) in simple random sampling. Various existing estimators are shown particular members of the proposed estimator. The bias and mean…

Recent advances in Markov chain Monte Carlo (MCMC) extend the scope of Bayesian inference to models for which the likelihood function is intractable. Although these developments allow us to estimate model parameters, other basic problems…

Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

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 this paper we consider the problem of constructing confidence intervals for coefficients of martingale regression models (in particular, time series models) after variable selection. Although constructing confidence intervals are common…

In a recent review, Liu, Pek, & Maydeu-Olivares (2025b) classified reliability coefficients into two types: classical test theory (CTT) reliability and proportional reduction in mean squared error (PRMSE). This article focuses on…

We present new estimators of the mean of a real valued random variable, based on PAC-Bayesian iterative truncation. We analyze the non-asymptotic minimax properties of the deviations of estimators for distributions having either a bounded…

Continuous-time Sigma-Delta (CT-$\Sigma\Delta$) modulators are oversampling Analog-to-Digital converters that may provide higher sampling rates and lower power consumption than their discrete counterpart. Whereas approximation errors are…

In this article, we introduce the concept of model confidence bounds (MCB) for variable selection in the context of nested models. Similarly to the endpoints in the familiar confidence interval for parameter estimation, the MCB identifies…

Nonparametric maximum likelihood estimators (MLEs) in inverse problems often have non-normal limit distributions, like Chernoff's distribution. However, if one considers smooth functionals of the model, with corresponding functionals of the…

A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…

Recent advances in quasi-Monte Carlo integration have shown that for linearly scrambled digital net estimators, the convergence rate can be dramatically improved by taking the median rather than the mean of multiple independent replicates.…

The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…

We consider a linear regression model with regression parameter beta=(beta_1,...,beta_p) and independent and identically N(0,sigma^2) distributed errors. Suppose that the parameter of interest is theta = a^T beta where a is a specified…

In real data, missing values occur frequently, which affects the interpretation with interpretable machine learning (IML) methods. Recent work considers bias and shows that model explanations may differ between imputation methods, while…