Related papers: Rejoinder: Microarrays, Empirical Bayes and the Tw…
This sequel to \cite{im2008} uses groupoid technology to provide new proofs of the famous theorems of Mallat \cite[Theorem 1 and 2]{Mall_TAMS89} that extend to much broader contexts than those conceived by Mallat. This work was inspired in…
In PRL 85, 3773 (2000) it was suggested to use random polynomials to analyze and understand the properties of two-body random ensembles. In this comment we point out that for the vibron model the random polynomial is not quadratic, but has…
Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…
These notes are the write-up of my 2008 PCMI lectures on multiplier ideals. They aim to give an introduction to the algebro-geometric side of the theory, with an emphasis on its global aspects. The focus is on concrete examples and…
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]
This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/. The paper reviews statistical models for money, wealth, and income distributions developed in…
This is a sequel to our paper "Permute, Graph, Map, Derange", involving decomposable combinatorial labeled structures in the exp-log class of type a=1/2, 1, 3/2, 2. As before, our approach is to establish how well existing theory matches…
Consider a multinomial regression model where the response, which indicates a unit's membership in one of several possible unordered classes, is associated with a set of predictor variables. Such models typically involve a matrix of…
Various uses of the renormalization group are examined.
Multiplier ideals, and the vanishing theorems they satisfy, have found many applications in recent years. In the global setting they have been used to study pluricanonical and other linear series on a projective variety. More recently, they…
Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…
It is often of interest to combine available estimates of a similar quantity from multiple data sources. When the corresponding variances of each estimate are also available, a model should take into account the uncertainty of the estimates…
Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we propose the use of additive…
This is a supplement to the article "Markov Chain Monte Carlo Based on Deterministic Transformations" available at http://arxiv.org/abs/1106.5850
Lecture notes from a minicourse given at the ICTP in May 2002.
This is part two of a series of four methodological papers on (bi)quaternions and their use in theoretical and mathematical physics: 1- Alphabetical bibliography, 2- Analytical bibliography, 3- Notations and terminology, and 4- Formulas and…
We discuss the methods of Evans and Moshonov [Bayesian Analysis 1 (2006) 893--914, Bayesian Statistics and Its Applications (2007) 145--159] concerning checking for prior-data conflict and their relevance to the method proposed in this…
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].