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math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Median Confidence Regions in a Nonparametric Model
Edsel A. Pena, Taeho Kim · 2018-11-10 · via math.ST updates on arXiv.org

The problem of constructing confidence regions for the median in the nonparametric measurement error model (NMEM) is considered. This problem arises in many settings, including inference about the median lifetime of a complex system arising in engineering, reliability, biomedical, and public health settings. Current methods of constructing CRs are discussed, including the T-statistic based CR and the Wilcoxon signed-rank statistic based CR, arguably the two default methods in applied work when a confidence interval about the center of a distribution is desired. Optimal equivariant CRs are developed with focus on subclasses of of the class of all distributions. Applications to a real car mileage efficiency data set and Proschan's air-conditioning data set are demonstrated. Simulation studies to compare the performances of the different CR methods were undertaken. Results of these studies indicate that the sign-statistic based CR and the optimal CR focused on symmetric distributions satisfy the confidence level requirement, though they tended to have higher contents; while two of the bootstrap-based CR procedures and one of the developed adaptive CR tended to be a tad more liberal but with smaller contents. A critical recommendation is that, under the NMEM, both the T-statistic based and Wilcoxon signed-rank statistic based confidence regions should not be used since they have degraded confidence levels and/or inflated contents.