All posts under category "Statistics / Stat.ME"
We consider the problem of event detection based upon a (typically multivariate) data stream characterizing some system. Most of the time the system is quiescent - nothing of interest is happening - but occasionally events of interest occur. The goal of event detection is to raise an alarm as soon a
We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends recent work by developing a new version of the focused info
Hypothesis tests under order restrictions arise in a wide range of scientific applications. By exploiting inequality constraints, such tests can achieve substantial gains in power and interpretability. However, these gains come at a cost: when the imposed constraints are misspecified, the resulting
Let X be a second order random process indexed by a compact interval [0,T]. Assume that n independent realizations of X are observed on a fixed grid of p time points. Under mild regularity assumptions on the sample paths of X, we show the asymptotic normality of suitable nonparametric estimators of
The breakdown point in its different variants is one of the central notions to quantify the global robustness of a procedure. We propose a simple supplementary variant which is useful in situations where we have no obvious or only partial equivariance: Extending the Donoho and Huber(1983) Finite Sam
In the popular approach of 'Bayesian variable selection' (BVS), one uses prior and posterior distributions to select a subset of candidate variables to enter the model. A completely new direction will be considered here to study BVS with a Gibbs posterior originating in statistical mechanics. The Gi
The availability of high-throughput parallel methods for sequencing microbial communities is increasing our knowledge of the microbial world at an unprecedented rate. Though most attention has focused on determining lower-bounds on the alpha-diversity i.e. the total number of different species prese
The scenario approach is an established data-driven design framework that comes equipped with a powerful theory linking design complexity to generalization properties. In this approach, data are simultaneously used both for design and for certifying the design's reliability, without resorting to a s
In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5], we formulate it as an $l_1$-norm penalized maximum likelihood estimation problem. Further, we propose an algorithm frame
We apply covariate adjustment to the Wincoxon two sample statistic and Wincoxon-Mann-Whitney test in comparing two treatments. The covariate adjustment through calibration not only improves efficiency in estimation/inference but also widens the application scope of the Wilcoxon two sample statistic
Knowledge of the protection afforded by vaccines might, in some circumstances, modify a vaccinated individual's behaviour, potentially increasing exposure to pathogens and hindering effectiveness. Although vaccine studies typically do not explicitly account for this possibility in their analyses, we
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