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Related papers: Rejoinder: Likelihood Inference for Models with Un…

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Rejoinder: Conditional Growth Charts [math.ST/0702634]

Statistics Theory · Mathematics 2007-06-13 Ying Wei , Xuming He

This paper is a comment to M Wilkinson, EPL 106 (2014) 40001, arXiv:1401.4620 [physics.ao-ph,cond-mat.soft], which draws conclusion from our data that are at variance with our observations.

Atmospheric and Oceanic Physics · Physics 2014-11-11 Martin Rohloff , Tobias Lapp , Jürgen Vollmer

Rejoinder to "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser [arXiv:1112.5582]

Methodology · Statistics 2012-01-04 D. A. S. Fraser

This paper investigates and extends the computationally attractive nonparametric random coefficients estimator of Fox, Kim, Ryan, and Bajari (2011). We show that their estimator is a special case of the nonnegative LASSO, explaining its…

Econometrics · Economics 2019-09-20 Florian Heiss , Stephan Hetzenecker , Maximilian Osterhaus

Rejoinder of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].

Statistics Theory · Mathematics 2014-10-22 Richard Lockhart , Jonathan Taylor , Ryan J. Tibshirani , Robert Tibshirani

Statistical inference with non-probability survey samples is an emerging topic in survey sampling and official statistics and has gained increased attention from researchers and practitioners in the field. Much of the existing literature,…

Methodology · Statistics 2024-10-07 Yang Liu , Meng Yuan , Pengfei Li , Changbao Wu

In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of…

Statistics Theory · Mathematics 2013-03-19 T. Hildebrandt , N. Bissantz , H. Dette

This article describes an approach to incorporate expert opinion on observable quantities through the use of a loss function which updates a prior belief as opposed to specifying parameters on the priors. Eliciting information on observable…

Machine Learning · Statistics 2023-02-14 Philip Cooney , Arthur White

Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].

Methodology · Statistics 2012-08-20 Johan Segers

It is known that non-commuting observables in quantum mechanics do not have joint probability. This statement refers to the precise (additive) probability model. I show that the joint distribution of any non-commuting pair of variables can…

Quantum Physics · Physics 2015-09-02 A. E. Allahverdyan

Causal inference from observational data often assumes "ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose…

Machine Learning · Statistics 2019-04-16 Yixin Wang , David M. Blei

Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…

Econometrics · Economics 2025-05-01 Laura Battaglia , Timothy Christensen , Stephen Hansen , Szymon Sacher

Discussion of "Cross-Covariance Functions for Multivariate Geostatistics" by Genton and Kleiber [arXiv:1507.08017].

Methodology · Statistics 2015-07-31 Moreno Bevilacqua , Amanda S. Hering , Emilio Porcu

This paper continues our earlier investigations into the inversion of random functions in a general (abstract) setting. In Section 2 we investigate a concept of invertibility and the invertibility of the composition of random functions. In…

Probability · Mathematics 2007-05-23 Mike A. Steel , Laszlo A. Szekely

We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than…

Probability · Mathematics 2009-09-08 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

The marginal likelihood is a well established model selection criterion in Bayesian statistics. It also allows to efficiently calculate the marginal posterior model probabilities that can be used for Bayesian model averaging of quantities…

Computation · Statistics 2016-11-07 Aliaksandr Hubin , Geir Storvik

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

Methodology · Statistics 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

We show that the auxiliary variable method (M{\o}ller et al., 2006; Murray et al., 2006) for inference of Markov random fields can be viewed as an approximate Bayesian computation method for likelihood estimation.

Computation · Statistics 2016-04-28 Dennis Prangle , Richard G. Everitt

If $X,Y,Z$ denote sets of random variables, two different data sources may contain samples from $P_{X,Y}$ and $P_{Y,Z}$, respectively. We argue that causal inference can help inferring properties of the 'unobserved joint distributions'…

Statistics Theory · Mathematics 2018-05-18 Dominik Janzing

We recently formulated important Modular Bourgain-Tzafriri Restricted Invertibility Conjectures and Modular Johnson-Lindenstrauss Flattening Conjecture in the Appendix of \textit{[arXiv: 2207.12799.v1]}. For the sake of wide accessibility…

Functional Analysis · Mathematics 2022-08-11 K. Mahesh Krishna