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Growth curves are commonly used in modeling aimed at crop yield prediction. Fitting such curves often depends on availability of detailed observations, such as individual grape bunch weight or individual apple weight. However, in practice,…

Applications · Statistics 2023-03-27 Elena Moltchanova , Daniel Gerhard , Rory Ellis

The paper analyzes theoretically and empirically the performance of likelihood weighting (LW) on a subset of nodes in Bayesian networks. The proposed scheme requires fewer samples to converge due to reduction in sampling variance. The…

Artificial Intelligence · Computer Science 2012-07-02 Bozhena Bidyuk , Rina Dechter

Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…

Methodology · Statistics 2012-08-03 Keming Yu , Katerina Aristodemou

The underlying idea behind the construction of indices of economic inequality is based on measuring deviations of various portions of low incomes from certain references or benchmarks, that could be point measures like population mean or…

Methodology · Statistics 2015-08-04 Francesca Greselin , Ricardas Zitikis

We perform a quantitative analysis of the gain/loss asymmetry for financial time series by using a Bayesian approach. In particular, we focus on some selected indices and analyze the statistical significance of the asymmetry amount through…

Statistical Finance · Quantitative Finance 2021-04-14 Andrea Giuseppe Di Iura , Giulia Terenzi

Beliefs are important determinants of an individual's choices and economic outcomes, so understanding how they comove and differ across individuals is of considerable interest. Researchers often rely on surveys that report individual…

Econometrics · Economics 2020-11-13 Evan Munro , Serena Ng

The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…

Methodology · Statistics 2024-04-09 Entejar Alam , Peter Müller , Paul J. Rathouz

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…

Instrumentation and Methods for Astrophysics · Physics 2012-10-24 C. A. L. Bailer-Jones

We present a Bayesian model for estimating the joint distribution of multivariate categorical data when units are nested within groups. Such data arise frequently in social science settings, for example, people living in households. The…

Methodology · Statistics 2016-10-31 Jingchen Hu , Jerome P. Reiter , Quanli Wang

We consider concepts and models for measuring inequality in the distribution of resources with a focus on how inequality varies as a function of covariates. Lorenz introduced a device for measuring inequality in the distribution of income…

Statistics Theory · Mathematics 2008-12-02 Rolf Aaberge , Steinar Bjerve , Kjell Doksum

An income distribution describes how an entity's total wealth is distributed amongst its population. A problem of interest to regional economics researchers is to understand the spatial homogeneity of income distributions among different…

Applications · Statistics 2021-06-15 Guanyu Hu , Junxian Geng , Yishu Xue , Huiyan Sang

Many scientific and industrial processes produce data that is best analysed as vectors of relative values, often called compositions or proportions. The Dirichlet distribution is a natural distribution to use for composition or proportion…

Methodology · Statistics 2020-04-15 Sean van der Merwe

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Quantile regression is often used when a comprehensive relationship between a response variable and one or more explanatory variables is desired. The traditional frequentists' approach to quantile regression has been well developed around…

Statistics Theory · Mathematics 2015-06-03 Yang Feng , Yuguo Chen , Xuming He

This paper presents a novel approach to Bayesian nonparametric spectral analysis of stationary multivariate time series. Starting with a parametric vector-autoregressive model, the parametric likelihood is nonparametrically adjusted in the…

Methodology · Statistics 2024-07-10 Yixuan Liu , Claudia Kirch , Jeong Eun Lee , Renate Meyer

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari , Olivier Feron

This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared features in a set of time series that exhibit significant…

Machine Learning · Statistics 2010-08-13 Suchi Saria , Daphne Koller , Anna Penn

In economic development, there are often regions that share similar economic characteristics, and economic models on such regions tend to have similar covariate effects. In this paper, we propose a Bayesian clustered regression for…

Econometrics · Economics 2020-06-30 Zhihua Ma , Yishu Xue , Guanyu Hu

In the field of population health research, understanding the similarities between geographical areas and quantifying their shared effects on health outcomes is crucial. In this paper, we synthesise a number of existing methods to create a…

Applications · Statistics 2023-11-27 Wala Draidi Areed , Aiden Price , Helen Thompson , Reid Malseed , Kerrie Mengersen