A two-stage sampling procedure for obtaining an optimal confidence interval for the largest or smallest mean of k independent normal populations is proposed, where the population ...
We investigate the conception that the sample variance of the control variate (CV) should be used for estimating the optimal linear CV weight, even when the CV variance is known. ...
We consider the problem of actively learning the mean values of distributions associated with a finite number of options. The decision maker can select which option to generate t...
Overlapping batch statistics estimate the variance of point estimators using overlapping batches (Schmeiser, Avramidis and Hashem 1990). In this paper we study sufficient conditio...
In many regression tasks, in addition to an accurate estimate of the conditional mean of the target distribution, an indication of the predictive uncertainty is also required. Ther...
Gavin C. Cawley, Nicola L. C. Talbot, Olivier Chap...