Finite sample differentially private confidence intervals
We study the problem of estimating finite sample confidence intervals of the mean of a
normal population under the constraint of differential privacy. We consider both the known …
normal population under the constraint of differential privacy. We consider both the known …
EL inference for partially identified models: Large deviations optimality and bootstrap validity
IA Canay - Journal of Econometrics, 2010 - Elsevier
This paper addresses the issue of optimal inference for parameters that are partially
identified in models with moment inequalities. There currently exists a variety of inferential …
identified in models with moment inequalities. There currently exists a variety of inferential …
Asymptotic analysis of statistical decision rules in econometrics
K Hirano, JR Porter - Handbook of econometrics, 2020 - Elsevier
Statistical decision rules map data into actions. Point estimators, inference procedures, and
forecasting methods can be viewed as statistical decision rules. However, other types of …
forecasting methods can be viewed as statistical decision rules. However, other types of …
Robust error bars for quantum tomography
R Blume-Kohout - arXiv preprint arXiv:1202.5270, 2012 - arxiv.org
In quantum tomography, a quantum state or process is estimated from the results of
measurements on many identically prepared systems. Tomography can never identify the …
measurements on many identically prepared systems. Tomography can never identify the …
Adaptive confidence intervals for regression functions under shape constraints
Adaptive confidence intervals for regression functions are constructed under shape
constraints of monotonicity and convexity. A natural benchmark is established for the …
constraints of monotonicity and convexity. A natural benchmark is established for the …
Uncertainty quantification for wide-bin unfolding: one-at-a-time strict bounds and prior-optimized confidence intervals
Unfolding is an ill-posed inverse problem in particle physics aiming to infer a true particle-
level spectrum from smeared detector-level data. For computational and practical reasons …
level spectrum from smeared detector-level data. For computational and practical reasons …
Adaptive multigroup confidence intervals with constant coverage
Commonly used interval procedures for multigroup data attain their nominal coverage rates
across a population of groups on average, but their actual coverage rate for a given group …
across a population of groups on average, but their actual coverage rate for a given group …
Constraints versus priors
PB Stark - SIAM/ASA Journal on Uncertainty Quantification, 2015 - SIAM
There are deep and important philosophical differences between Bayesian and frequentist
approaches to quantifying uncertainty. However, some practitioners choose between these …
approaches to quantifying uncertainty. However, some practitioners choose between these …
A primer of frequentist and Bayesian inference in inverse problems
PB Stark, L Tenorio - Large-scale inverse problems and …, 2010 - Wiley Online Library
Inverse problems seek to learn about the world from indirect, noisy data. They can be cast as
statistical estimation problems and studied using statistical decision theory, a framework that …
statistical estimation problems and studied using statistical decision theory, a framework that …
New statistical metliods in risk assessment by probability bounds
V Montgomery - 2009 - etheses.dur.ac.uk
In recent years, we have seen a diverse range of crises and controversies concerning food
safety, animal health and environmental risks including foot and mouth disease, dioxins in …
safety, animal health and environmental risks including foot and mouth disease, dioxins in …