We investigate the effect of martingale control as a smoother for MC/QMC methods. Numerical results of estimating low-biased solutions of the American put option price under the Black-Scholes model demonstrate the unreliability of using QMC methods. But it can be fixed by considering a martingale control variate estimator. In another example of estimating European option prices under stochastic...

Gradient leakage attacks are considered one of the wickedest privacy threats in deep learning as attackers covertly spy gradient updates during iterative training without compromising model quality, and yet secretly reconstruct sensitive data using leaked gradients with high attack success rate. Although differential is a defacto standard for publishing models guarantee, we show that differenti...

Andrew Gelman’s contribution shifts the focus of “Analysis of Variance” (ANOVA) from the limited sense in which it has been commonly used in classical statistics, as a method of testing, to the broader framework of estimation and inference. The term more commonly used in this sense, “variance components modeling,” also captures the same spirit. The essential idea is that of constructing distrib...

Aim of this study was to estimate variance components for litter size in Improved Jezersko-Solcava sheep. Analysis involved 66,082 records from 12,969 animals, for the number of lambs born in all parities (BA), the fi rst parity (B1), and later parities (B2+). Fixed part of model contained the eff ects of season and age at lambing within parity. Random part of model contained the eff ects of he...

Robust rank-based methods are proposed for the analysis of data from multi-center clinical trials using a mixed model (including covariates) in which the treatment effects are assumed to be fixed and the center effects are assumed to be random. These rankbased methods are developed under the usual mixed model structure but without the normality assumption of the random components in the model. ...

We investigate distances between pairs of nodes in digital trees (digital search trees (DST), and tries). By analytic techniques, such as the Mellin Transform and poissonization, we describe a program to determine the moments of these distances. The program is illustrated on the mean and variance. One encounters delayed Mellin transform equations, which we solve by inspection. Interestingly, th...

The purpose of this paper is threefold. Firstly, it is to establish that contrary to what might be expected, the accuracy of well known and frequently used asymptotic variance results can depend on choices of fixed poles or zeros in the model structure. Secondly, it is to derive new variance expressions that can provide greatly improved accuracy while also making explicit the influence of any f...

Two commonly used measures of genetic diversity for intraspecies DNA sequence data are based, respectively, on the number of segregating sites, and on the average number of pairwise nucleotide differences. Expressions are derived for their variance in the presence of intragenic recombination for a panmictic population of fixed size that is at neutral equilibrium at the region sequenced. We show...

In this paper, for the Stratified Median Ranked Set Sampling (SMRSS), proposed by Ibrahim et al. (2010), we examine the proportional and optimum sample allocations that are two well-known methods for sample allocation in stratified sampling. We show that the variances of the mean estimators of a symmetric population in SMRSS using optimum and proportional allocations to strata are smaller than ...