Related papers: Rejoinder
Rejoinder to "Multivariate Bayesian Logistic Regression for Analysis of Clinical Trial Safety Issues" by W. DuMouchel [arXiv:1210.0385].
We put forward an adaptive alpha (Type I Error) that decreases as the information grows, for hypothesis tests in which nested linear models are compared. A less elaborate adaptation was already presented in \citet{PP2014} for comparing…
Participant level meta-analysis across multiple studies increases the sample size for pooled analyses, thereby improving precision in effect estimates and enabling subgroup analyses. For analyses involving biomarker measurements as an…
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]
Rejoinder to ``The Dantzig selector: Statistical estimation when $p$ is much larger than $n$'' [math/0506081]
We are grateful to the discussants, Levis and Kennedy [2025], Luo and Geng [2025], Wang and van der Laan [2025], and Yang and Kim [2025], for their thoughtful comments on our paper (Nabi et al., 2025). In this rejoinder, we summarize our…
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
Aggregated predictors are obtained by making a set of basic predictors vote according to some weights, that is, to some probability distribution. Randomized predictors are obtained by sampling in a set of basic predictors, according to some…
It is argued that the Calibrated Bayesian (CB) approach to statistical inference capitalizes on the strength of Bayesian and frequentist approaches to statistical inference. In the CB approach, inferences under a particular model are…
This results in this paper have been merged with the result in arXiv:1002.3763v1 The authors would like to withdraw this version. Please see arXiv:1008.5356v1 for the merged version.
Rejoinder to "Latent variable graphical model selection via convex optimization" by Venkat Chandrasekaran, Pablo A. Parrilo and Alan S. Willsky [arXiv:1008.1290].
Let y=A\beta+\epsilon, where y is an N\times1 vector of observations, \beta is a p\times1 vector of unknown regression coefficients, A is an N\times p design matrix and \epsilon is a spherically symmetric error term with unknown scale…
We clarify a number of points raised in [Matias, arXiv:cond-mat/0507471v2 (2005)].
Rejoinder of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].
Comment on "The Need for Syncretism in Applied Statistics" [arXiv:1012.1161]
Clustering attempts to partition data instances into several distinctive groups, while the similarities among data belonging to the common partition can be principally reserved. Furthermore, incomplete data frequently occurs in many…
Lists, multisets, and sets are well-known data structures whose usefulness is widely recognized in various areas of Computer Science. These data structures have been analyzed from an axiomatic point of view with a parametric approach in (*)…
Originally published as a Supplemental Appendix to Adjoint Equations in Stability Analysis, Annu. Rev. Fluid Mech. 46:493-517 (2014)