Related papers: Revisiting Francis Galton's Forecasting Competitio…
We propose using the technique of weighted citation to measure an article's prestige. The technique allocates a different weight to each reference by taking into account the impact of citing journals and citation time intervals. Weighted…
Recently, Halpern and Leung suggested representing uncertainty by a weighted set of probability measures, and suggested a way of making decisions based on this representation of uncertainty: maximizing weighted regret. Their paper does not…
Many statistical problems involve mixture models and the need for computationally efficient methods to estimate the mixing distribution has increased dramatically in recent years. Newton [Sankhya Ser. A 64 (2002) 306--322] proposed a fast…
In this paper, we propose a new nonparametric estimator of time-varying forecast combination weights. When the number of individual forecasts is small, we study the asymptotic properties of the local linear estimator. When the number of…
A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…
Presentation for a talk "Two betting strategies that predict all compressible sequences" given at Seventh International Conference on Computability, Complexity and Randomness (CCR 2012)…
In a prediction tournament, contestants "forecast" by asserting a numerical probability for each of (say) 100 future real-world events. The scoring system is designed so that (regardless of the unknown true probabilities) more accurate…
Unfortunately, the article "A Comparative Study to Benchmark Cross-project Defect Prediction Approaches" has a problem in the statistical analysis which was pointed out almost immediately after the pre-print of the article appeared online.…
Estimating the statistics of the state of a dynamical system, from partial and noisy observations, is both mathematically challenging and finds wide application. Furthermore, the applications are of great societal importance, including…
Galton's rank order statistic is one of the oldest statistical tools for two-sample comparisons. It is also a very natural index to measure departures from stochastic dominance. Yet, its asymptotic behaviour has been investigated only…
We investigate the performance and sampling variability of estimated forecast combinations, with particular attention given to the combination of forecast distributions. Unknown parameters in the forecast combination are optimized according…
A principled approach to cyclicality and intransitivity in paired comparison data is developed. The proposed methodology enables more precise estimation of the underlying preference profile and facilitates the identification of all cyclic…
We present a detailed description of our submission for the M4 forecasting competition, in which it ranked 3rd overall. Our solution utilizes several commonly used statistical models, which are weighted according to their performance on…
The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…
In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…
Good's formula and Fisher's method are frequently used for combining independent P-values. Interestingly, the equivalent of Good's formula already emerged in 1910 and mathematical expressions relevant to even more general situations have…
Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…
Pairwise comparison matrices are widely used in Multicriteria Decision Making. This article applies incomplete pairwise comparison matrices in the area of sport tournaments, namely proposing alternative rankings for the 2010 Chess Olympiad…
Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…
Sample coordination, where similar instances have similar samples, was proposed by statisticians four decades ago as a way to maximize overlap in repeated surveys. Coordinated sampling had been since used for summarizing massive data sets.…