Related papers: Lawrence-Sullivan models for the interval
In this paper we completely describe the Deligne groupoid of the Lawrence-Sullivan interval as two parallel rational lines.
We prove that the universal enveloping algebra of the Lawrence-Sullivan construction is a particular perturbation of the complete Baues-Lemaire cylinder of $S^0$. Together with other evidences we present, this exhibits the Lawrence-Sullivan…
There is a growing need for the ability to analyse interval-valued data. However, existing descriptive frameworks to achieve this ignore the process by which interval-valued data are typically constructed; namely by the aggregation of…
We study prediction intervals based on leave-one-out residuals in a linear regression model where the number of explanatory variables can be large compared to sample size. We establish uniform asymptotic validity (conditional on the…
In the paper we construct the wave functional model of a symmetric restriction of the regular Sturm-Liouville operator on an interval. The model is based upon the notion of the wave spectrum and is constructed according to an abstract…
We give an alternative proof of a recent result by T.D. Browning and A. Haynes (arXiv:1204.6374v1) on multiplicative inverses in sequences of intervals and improve this result under additional conditions on the spacing of these intervals.
Valid inference after model selection is currently a very active area of research. The polyhedral method, pioneered by Lee, et al. (2016), allows for valid inference after model selection if the model selection event can be described by…
A general way to construct ladder models with certain Lie algebraic or quantum Lie algebraic symmetries is presented. These symmetric models give rise to series of integrable systems. It is shown that corresponding to these SU(2) symmetric…
Learning linear temporal logic (LTL) formulas from examples labeled as positive or negative has found applications in inferring descriptions of system behavior. We summarize two methods to learn LTL formulas from examples in two different…
This paper reviews two main types of prediction interval methods under a parametric framework. First, we describe methods based on an (approximate) pivotal quantity. Examples include the plug-in, pivotal, and calibration methods. Then we…
A Lie system is a system of first-order differential equations admitting a superposition rule, i.e., a map that expresses its general solution in terms of a generic family of particular solutions and certain constants. In this work, we use…
We give explicit formulae for a DGLA model of the bi-gon which is symmetric under the geometric symmetries of the cell. This follows the work of Lawrence-Sullivan on the (unique) DGLA model of the interval and its construction uses deeper…
Extensions of previous linear regression models for interval data are presented. A more flexible simple linear model is formalized. The new model may express cross-relationships between mid-points and spreads of the interval data in a…
Several new estimation methods have been recently proposed for the linear regression model with observation error in the design. Different assumptions on the data generating process have motivated different estimators and analysis. In…
The limit distribution of the nonparametric maximum likelihood estimator for interval censored data with more than one observation time per unobservable observation, is still unknown in general. For the so-called separated case, where one…
Conformal predictors, introduced by Vovk et al. (2005), serve to build prediction intervals by exploiting a notion of conformity of the new data point with previously observed data. In the present paper, we propose a novel method for…
Sparse linear (or generalized linear) models combine a standard likelihood function with a sparse prior on the unknown coefficients. These priors can conveniently be expressed as a maximization over zero-mean Gaussians with different…
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]
Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…