Divergence Estimators Get a Model-Invariant Robustness Rule
A Pareto-frontier analysis of GABD estimators identifies an extended $(\phi,\gamma)$ divergence that minimizes asymptotic variance at a chosen breakdown point.
Jul 13, 20264 min2607.04343
Statistics Theory
math.STApplied and theoretical statistics including point estimation and hypothesis testing.
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Poincaré Bases Extend Gradient Sensitivity Analysis Beyond Polynomials
A Sturm--Liouville chaos basis makes derivative information orthogonal, improving Sobol index estimation on toy and flood models with small designs.
Jul 13, 20265 min2510.03056