Related papers: Rejoinder: Likelihood Inference for Models with Un…
Wasserman et al. (2020, PNAS, vol. 117, pp. 16880-16890) constructed estimator agnostic and finite-sample valid confidence sets and hypothesis tests, using split-data likelihood ratio-based statistics. We demonstrate that the same approach…
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].
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].
This note replies Dr. Jensen (2010) comments on Problem 2.3, which was left in Fuh (2010). In the following, we use the same notations and definitions in Fuh (2006) unless specified.
This paper is concerned with the construction of prior free posterior distributions which rely on the use of one step ahead predictive distribution functions. These are typically more straightforward to motivate than prior distributions.…
Unobserved confounding is a central barrier to drawing causal inferences from observational data. Several authors have recently proposed that this barrier can be overcome in the case where one attempts to infer the effects of several…
This is a review of the book "Mixed Effects Models and Extensions in Ecology with R" by Zuur, Ieno, Walker, Saveliev and Smith (2009, Springer). I was asked to review this book for The American Statistician in 2010. After I wrote the…
Rejoinder to the discussion by Hino (2025) and Pardo-Fern\'andez (2025) of Chac\'on and Fern\'andez Serrano (2025), a special paper (with discussion) published in Annals of the Institute of Statistical Mathematics.
This paper discusses and analyzes a class of likelihood models which are based on two distributional innovations in financial models for stock returns. That is, the notion that the marginal distribution of aggregate returns of log-stock…
The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…
This is a contribution for the discussion on "A Gibbs sampler for a class of random convex polytopes" by Pierre E. Jacob, Ruobin Gong, Paul T. Edlefsen and Arthur P. Dempster to appear in the Journal of American Statistical Association.
The Lueders postulate is reviewed and implications for the distinguishability of observables are discussed. As an example the distinguishability of two similar observables for spin-1/2 particles is described. Implementation issues are…
Inference and prediction are fundamental to the study of complex systems, where network data are often incomplete, inaccurate or obtained indirectly. In this paper, we review recent advances in network sampling and comparison, as well as in…
A concrete, stylized example illustrates that inferences may be degraded, rather than improved, by incorporating supplementary data via a joint likelihood. In the example, the likelihood is assumed to be correctly specified, as is the prior…
Rejoinder of ``Statistical analysis of an archeological find'' [arXiv:0804.0079]
This supplement illustrates application of adaptive observer design from (Tyukin et al, 2013) for systems which are not uniquely identifiable. It also provides an example of adaptive observer design for a magnetic bearings benchmark system…
Causal inference plays a vital role in diverse domains like epidemiology, healthcare, and economics. De-confounding and counterfactual prediction in observational data has emerged as a prominent concern in causal inference research. While…