All posts under tag "Applications"
We demonstrate the use of a multidimensional extension of the latent Markov model to analyse data from studies with correlated binary responses in developmental psychology. In particular, we consider an experiment based on a battery of tests which was administered to pre-school children, at three ti
Profile likelihood intervals of large quantiles in Extreme Value distributions provide a good way to estimate these parameters of interest since they take into account the asymmetry of the likelihood surface in the case of small and moderate sample sizes; however they are seldom used in practice. In
Consider a two-by-two factorial experiment with more than 1 replicate. Suppose that we have uncertain prior information that the two-factor interaction is zero. We describe new simultaneous frequentist confidence intervals for the 4 population cell means, with simultaneous confidence coefficient 1-a
International migration is now a significant driver of population change across Europe but the methods available to estimate its true impact upon sub-national areas remain inconsistent, constrained by inadequate systems of measurement and data capture. In the absence of a population register for Eng
Given a predictor of outcome derived from a high-dimensional dataset, pre-validation is a useful technique for comparing it to competing predictors on the same dataset. For microarray data, it allows one to compare a newly derived predictor for disease outcome to standard clinical predictors on the
The long-term temperature response to a given change in CO2 forcing, or Earth-system sensitivity (ESS), is a key parameter quantifying our understanding about the relationship between changes in Earth's radiative forcing and the resulting long-term Earth-system response. Current ESS estimates are su
Shale gas plays an important role in reducing pollution and adjusting the structure of world energy. Gas content estimation is particularly significant in shale gas resource evaluation. There exist various estimation methods, such as first principle methods and empirical models. However, resource ev
Credit risk rating is shown to be a relevant determinant in order to estimate good corporate governance and to self-optimize capital structure. The conclusion is argued from a study on a selected (and justified) sample of (182) companies listed on the Shanghai Stock Exchange and the Shenzhen Stock E
This paper considers the problem of model selection within the context of finite element model updating. Given that a number of FEM updating models, with different updating parameters, can be designed, this paper proposes using the Bayesian evidence statistic to assess the probability of each updati
This paper uses Bayesian tree models for statistical benchmarking in data sets with awkward marginals and complicated dependence structures. The method is applied to a very large database on corporate performance over the last four decades. The results of this study provide a formal basis for making
In this study we illustrate a statistical approach to questioned document examination. Specifically, we consider the construction of three classifiers that predict the writer of a sample document based on categorical data. To evaluate these classifiers, we use a data set with a large number of write
The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequence from the same stationary distribution. It also measures the degree of clustering of extremes in the multivariate pr
Political polls achieve their results by sampling a small number of potential voters rather than the population as a whole. This leads to sampling error which most polling agencies dutifully report. But factors such as nonrepresentative samples, question wording and nonresponse can produce non-sampl
An important question in health services research is the estimation of the proportion of medical expenditures that exceed a given threshold. Typically, medical expenditures present highly skewed, heavy tailed distributions, for which (a) simple variable transformations are insufficient to achieve a
Measurement involves the determination of quantitative estimates of physical quantities from experiment, along with estimates of their associated uncertainties. Herewith an experimental system model is the key to extracting information from the experimental data. The measurement information obtained
Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is sufficient but not necessary. We construct irreversible deform
We propose a novel method to embed a functional magnetic resonance imaging (fMRI) dataset in a low-dimensional space. The embedding optimally preserves the local functional coupling between fMRI time series and provides a low-dimensional coordinate system for detecting activated voxels. To compute t
In this research, two-state Markov switching models are proposed to study accident frequencies and severities. These models assume that there are two unobserved states of roadway safety, and that roadway entities (e.g., roadway segments) can switch between these states over time. The states are dist
We propose a new statistics for the detection of differentially expressed genes, when the genes are activated only in a subset of the samples. Statistics designed for this unconventional circumstance has proved to be valuable for most cancer studies, where oncogenes are activated for a small number
Prior to the financial crisis mortgage securitization models increased in sophistication as did products built to insure against losses. Layers of complexity formed upon a foundation that could not support it and as the foundation crumbled the housing market followed. That foundation was the Gaussia
For many diseases, logistic and other constraints often render large incidence studies difficult, if not impossible, to carry out. This becomes a drawback, particularly when a new incidence study is needed each time the disease incidence rate is investigated in a different population. However, by ca
Quality of microarray gene expression data has emerged as a new research topic. As in other areas, microarray quality is assessed by comparing suitable numerical summaries across microarrays, so that outliers and trends can be visualized, and poor quality arrays or variable quality sets of arrays ca
The rich set of interactions between individuals in the society results in complex community structure, capturing highly connected circles of friends, families, or professional cliques in a social network. Thanks to frequent changes in the activity and communication patterns of individuals, the asso
There is a considerable amount of ongoing research on the use of Bayesian control charts for detecting a shift from a good quality distribution to a bad quality distribution in univariate and multivariate processes. It is widely claimed that Bayesian control charts are economically optimal; see, for
Could John Kerry have gained votes in the 2004 Presidential election by more clearly distinguishing himself from George Bush on economic policy? At first thought, the logic of political preferences would suggest not: the Republicans are to the right of most Americans on economic policy, and so in a
We identify three properties of the standard oncology phase I trial design or 3 + 3 design. We show that the standard design implicitly uses isotonic regression to estimate a maximum tolerated dose. We next illustrate the relationship between the standard design and a Bayesian design proposed by Ji
In this article, the problem of semi-parametric inference on the parameters of a multidimensional L'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L'{e}vy process $L_{mathcal{T}(t)}$, where $mathcal{T}$ is a nonnegative, nond
Background: Many authors have described MELD as a predictor of short-term mortality in the liver transplantation waiting list. However MELD score accuracy to predict long term mortality has not been statistically evaluated. Objective: The aim of this study is to analyze the MELD score as well as oth
It has often been taken as a working assumption that directed links in information networks are frequently formed by 'short-cutting' a two-step path between the source and the destination -- a kind of implicit 'link copying' analogous to the process of triadic closure in social networks. Despite the
[Abridged] The analysis of a sample of 52 clusters with precise and hypothesis-parsimonious measurements of mass shows that low mass clusters and groups are not simple scaled-down versions of their massive cousins in terms of stellar content: lighter clusters have more stars per unit cluster mass. T
A new type of statistical analysis of the science and technical information (STI) in the Web context is produced. We propose a set of indicators about Web users, visualized bibliographic records, and e-commercial transactions. In addition, we introduce two Web usage factors. Finally, we give an over
Slovenia's Current Research Information System (SICRIS) currently hosts 86,443 publications with citation data from 8,359 researchers working on the whole plethora of social and natural sciences from 1970 till present. Using these data, we show that the citation distributions derived from individual
Discussion of ``Statistical analysis of an archeological find'' by Andrey Feuerverger [arXiv:0804.0079]
We investigate crossing path probabilities for two agents that move randomly in a bounded region of the plane or on a sphere (denoted $R$). At each discrete time-step the agents move, independently, fixed distances $d_1$ and $d_2$ at angles that are uniformly distributed in $(0,2pi)$. If $R$ is larg
In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using Gaussian assumptions, two types of approximations for calcu
Simulated tempering (ST) is an established Markov chain Monte Carlo (MCMC) method for sampling from a multimodal density $pi(theta)$. Typically, ST involves introducing an auxiliary variable $k$ taking values in a finite subset of $[0,1]$ and indexing a set of tempered distributions, say $pi_k(theta
We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic 'canonical' form of the posterior distribution for the problem of simultaneous updating with data and moments is obtained. We discuss the general problem of non-com
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
The influence of climate on biodiversity is an important ecological question. Various theories try to link climate change to allelic richness and therefore to predict the impact of global warming on genetic diversity. We model the relationship between genetic diversity in the European beech forests
In an empirical Bayesian setting, we provide a new multiple testing method, useful when an additional covariate is available, that influences the probability of each null hypothesis being true. We measure the posterior significance of each test conditionally on the covariate and the data, leading to
Correction to Annals of Applied Statistics 1 (2007) 17--35 [doi:10.1214/07-AOAS114]
The compound models of clutter statistics are found suitable to describe the nonstationary nature of radar backscattering from high-resolution observations. In this letter, we show that the properties of Mellin transform can be utilized to generate higher order moments of simple and compound models
A number of recent emerging applications call for studying data streams, potentially infinite flows of information updated in real-time. When multiple co-evolving data streams are observed, an important task is to determine how these streams depend on each other, accounting for dynamic dependence pa
We propose a new measure to estimate the direction of information flux in multivariate time series from complex systems. This measure, based on the slope of the phase spectrum (Phase Slope Index) has invariance properties that are important for applications in real physical or biological systems: (a
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