Related papers: Discussion: The Dantzig selector: Statistical esti…
This paper presents a selective review of statistical computation methods for massive data analysis. A huge amount of statistical methods for massive data computation have been rapidly developed in the past decades. In this work, we focus…
Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…
This is a complement to my previous article "Advanced Determinant Calculus" (S\'eminaire Lotharingien Combin. 42 (1999), Article B42q, 67 pp.). In the present article, I share with the reader my experience of applying the methods described…
We consider the task of heavy-tailed statistical estimation given streaming $p$-dimensional samples. This could also be viewed as stochastic optimization under heavy-tailed distributions, with an additional $O(p)$ space complexity…
Let $\mathbb{Z}_p$ be the ring of $p$-adic integers and $a_n(x)$ be the $n$-th digit of Schneider's $p$-adic continued fraction of $x\in p\mathbb{Z}_p$. We study the growth rate of the digits $\{a_n(x)\}_{n\geq1}$ from the viewpoint of…
Mathematical methods of analysis of data and of predicting growth are discussed. The starting point is the analysis of the growth rates, which can be expressed as a function of time or as a function of the size of the growing entity.…
While conformal predictors reap the benefits of rigorous statistical guarantees on their error frequency, the size of their corresponding prediction sets is critical to their practical utility. Unfortunately, there is currently a lack of…
In this paper, we will show that the $p$-adic valuation (where $p$ is a given prime number) of some type of rational numbers is unusually large. This generalizes the very recent results by the author and by A. Dubickas, which are both…
Discussion of "Statistical Inference: The Big Picture" by R. E. Kass [arXiv:1106.2895]
Given data drawn from an unknown distribution, $D$, to what extent is it possible to ``amplify'' this dataset and output an even larger set of samples that appear to have been drawn from $D$? We formalize this question as follows: an…
We examine the extent to which random samplings from the values of a random set, determine the distribution of the random set itself. We also comment on how, given the statistics of the sampling, to detect the distribution. Several methods…
A wide variety of model explanation approaches have been proposed in recent years, all guided by very different rationales and heuristics. In this paper, we take a new route and cast interpretability as a statistical inference problem. We…
Big Data are huge amounts of digital information that are automatically accrued or merged from several sources and rarely result from properly planned surveys. A Big Dataset is herein conceived of as a collection of information concerning a…
Discussion of ``Statistical analysis of an archeological find'' by Andrey Feuerverger [arXiv:0804.0079]
The Schulze method is a voting rule widely used in practice and enjoys many positive axiomatic properties. While it is computable in polynomial time, its straight-forward implementation does not scale well for large elections. In this…
The finite sensitivity of instruments or detection methods means that data sets in many areas of astronomy, for example cosmological or exoplanet surveys, are necessarily systematically incomplete. Such data sets, where the population being…
The main goal of this research is to model and investigate generalizations of functions from [31]. Arguments of modeled functions are presented by the representation $\pi_{\mathfrak p}$ from [22].
After some general remarks about the interrelation between philosophical and statistical thinking, the discussion centres largely on significance tests. These are defined as the calculation of $p$-values rather than as formal procedures for…
This paper compares the higher criticism statistic (Donoho and Jin [Ann. Statist. 32 (2004) 962-994]), a modification of the higher criticism statistic also suggested by Donoho and Jin, and two statistics of the Berk-Jones [Z. Wahrsch.…
We consider learning high-dimensional multi-response linear models with structured parameters. By exploiting the noise correlations among responses, we propose an alternating estimation (AltEst) procedure to estimate the model parameters…