惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

小众软件
小众软件
C
Check Point Blog
Vercel News
Vercel News
Y
Y Combinator Blog
G
Google Developers Blog
P
Proofpoint News Feed
WordPress大学
WordPress大学
MongoDB | Blog
MongoDB | Blog
博客园 - 司徒正美
Last Week in AI
Last Week in AI
博客园 - 【当耐特】
N
Netflix TechBlog - Medium
L
LangChain Blog
V
V2EX
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
大猫的无限游戏
大猫的无限游戏
D
DataBreaches.Net
博客园_首页
B
Blog RSS Feed
The Cloudflare Blog
MyScale Blog
MyScale Blog
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
Microsoft Security Blog
Microsoft Security Blog

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
Saddlepoint approximations for likelihood ratio like stat...
John Kolassa, John Robinson · 2012-03-14 · via math.ST updates on arXiv.org

We obtain two theorems extending the use of a saddlepoint approximation to multiparameter problems for likelihood ratio-like statistics which allow their use in permutation and rank tests and could be used in bootstrap approximations. In the first, we show that in some cases when no density exists, the integral of the formal saddlepoint density over the set corresponding to large values of the likelihood ratio-like statistic approximates the true probability with relative error of order $1/n$. In the second, we give multivariate generalizations of the Lugannani--Rice and Barndorff-Nielsen or $r^*$ formulas for the approximations. These theorems are applied to obtain permutation tests based on the likelihood ratio-like statistics for the $k$ sample and the multivariate two-sample cases. Numerical examples are given to illustrate the high degree of accuracy, and these statistics are compared to the classical statistics in both cases.