A new statistical method has been developed for likelihood-free inference, particularly useful when dealing with nuisance parameters. This approach utilizes a neural-network-based normalizing flow to identify a pivotal statistic, which is shown to have minimal average Kullback–Leibler divergence of its p-values. The method can incorporate prior knowledge of invariances and demonstrates superior performance in terms of power and speed compared to existing techniques like the Welch test and profile likelihood-ratio methods on smaller sample sizes. AI
RANK_REASON The cluster contains a research paper detailing a new statistical methodology. [lever_c_demoted from research: ic=1 ai=0.7]
- arXiv
- Hugging Face
- Kullback–Leibler divergence
- Normalizing Flows
- Profile likelihood ratio tests for parameter inferences in generalised single-index models
- Student's t-test
- Welch test
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