相关论文: Asymmetric Statistical Errors

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

Combining measurements which have "theoretical uncertainties" is a delicate matter, due to an unclear statistical basis. We present an algorithm based on the notion that a theoretical uncertainty represents an estimate of bias.

Asymmetry measurements are common in collider experiments and can sensitively probe particle properties. Typically, data can only be measured in a finite region covered by the detector, so an extrapolation from the visible asymmetry to the…

The presence of measurement error is a widespread issue which, when ignored, can render the results of an analysis unreliable. Numerous corrections for the effects of measurement error have been proposed and studied, often under the…

Protesting mildly against the notion of an exactly correct parametric model the view is adopted that the logistic regression equation is merely an approximation to the underlying, true function. The behaviour of likelihood based estimators…

Two types of errors can occur when discriminating pairs of quantum states. Asymmetric state discrimination involves minimizing the probability of one type of error, subject to a constraint on the other. We give explicit expressions bounding…

Optimization software enables the solution of problems with millions of variables and associated parameters. These parameters are, however, often uncertain and represented with an analytical description of the parameter's distribution or…

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or…

We report an inconsistency found in probability theory (also referred to as measure-theoretic probability). For probability measures induced by real-valued random variables, we deduce an "equality" such that one side of the "equality" is a…

We address the statistical estimation of composite functionals which may be nonlinear in the probability measure. Our study is motivated by the need to estimate coherent measures of risk, which become increasingly popular in finance,…

The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…

I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…

Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature…

For some estimations and predictions, we solve minimization problems with asymmetric loss functions. Usually, we estimate the coefficient of regression for these problems. In this paper, we do not make such the estimation, but rather give a…

This paper describes how a priori information about the signal parameters can influence the accuracy of estimating the number of these signals. This study considers sinusoidal signals and it is supposed that the parameters (amplitudes,…

Statistical matching is an effective method for estimating causal effects in which treated units are paired with control units with ``similar'' values of confounding covariates prior to performing estimation. In this way, matching helps…

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…