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Alpha-based performance evaluation may fail to capture correlated residuals due to model errors. This paper proposes using the Generalized Information Ratio (GIR) to measure performance under misspecified benchmarks. Motivated by the…

Portfolio Management · Quantitative Finance 2018-04-24 Zhongzhi Lawrence He

Knowing how and when trends are formed is a frequently visited research goal. In our work, we focus on the progression of trends through (social) networks. We use a random graph (RG) model to mimic the progression of a trend through the…

Social and Information Networks · Computer Science 2015-11-06 Marijn ten Thij , Sandjai Bhulai

Due to the difficulties in replicating and scaling up qualitative studies, such studies are rarely verified. Accordingly, in this paper, we leverage the advantages of crowdsourcing (low costs, fast speed, scalable workforce) to replicate…

Software Engineering · Computer Science 2017-03-03 Di Chen , Kathryn T. Stolee , Tim Menzies

In this research, inferential theory for hypothesis testing under general convex cone alternatives for correlated data is developed. While there exists extensive theory for hypothesis testing under smooth cone alternatives with independent…

Statistics Theory · Mathematics 2007-06-13 Ramani S. Pilla

Rule-based models have been successfully used to represent different aspects of the COVID-19 pandemic, including age, testing, hospitalisation, lockdowns, immunity, infectivity, behaviour, mobility and vaccination of individuals. These…

Populations and Evolution · Quantitative Biology 2022-10-25 David Alonso , Steffen Bauer , Markus Kirkilionis , Lisa Maria Kreusser , Luca Sbano

Although geographically weighted Poisson regression (GWPR) is a popular regression for spatially indexed count data, its development is relatively limited compared to that found for linear geographically weighted regression (GWR), where…

Maximum composite likelihood estimation is a useful alternative to maximum likelihood estimation when data arise from data generating processes (DGPs) that do not admit tractable joint specification. We demonstrate that generic composite…

Methodology · Statistics 2021-06-29 Hien D Nguyen , Jessica Bagnall-Guerreiro , Andrew T Jones

Applied statistical problems often come with pre-specified groupings to predictors. It is natural to test for the presence of simultaneous group-wide signal for groups in isolation, or for multiple groups together. Classical tests for the…

Applications · Statistics 2015-11-25 Stephen Reid , Jonathan Taylor , Robert Tibshirani

Many theories that attempt to formulate a quantum description of gravity suggest the existence of a fundamental minimum length scale. A popular method for incorporating this minimum length is through a modification of the Heisenberg…

General Relativity and Quantum Cosmology · Physics 2025-06-18 William M. Campbell , Michael E. Tobar , Serge Galliou , Maxim Goryachev

The practice of pooling several individual test statistics to form aggregate tests is common in many statistical application where individual tests may be underpowered. While selection by aggregate tests can serve to increase power, the…

Methodology · Statistics 2020-12-08 Ruth Heller , Amit Meir , Nilanjan Chatterjee

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

Clustering is a powerful and extensively used data science tool. While clustering is generally thought of as an unsupervised learning technique, there are also supervised variations such as Spath's clusterwise regression that attempt to…

Machine Learning · Computer Science 2023-05-09 Aravinth Chembu , Scott Sanner

Residual plots are often used to interrogate regression model assumptions, but interpreting them requires an understanding of how much sampling variation to expect when assumptions are satisfied. In this paper, we propose constructing…

Methodology · Statistics 2022-10-26 David I. Warton

With the large amount of data generated every day, public sentiment is a key factor for various fields, including marketing, politics, and social research. Understanding the public sentiment about different topics can provide valuable…

Computation and Language · Computer Science 2024-10-18 Mayimunah Nagayi , Clement Nyirenda

Copulas provide a modular parameterization of multivariate distributions that decouples the modeling of marginals from the dependencies between them. Gaussian Mixture Copula Model (GMCM) is a highly flexible copula that can model many kinds…

Methodology · Statistics 2021-09-29 Siva Rajesh Kasa , Vaibhav Rajan

The process of information fusion needs to deal with a large number of uncertain information with multi-source, heterogeneity, inaccuracy, unreliability, and incompleteness. In practical engineering applications, Dempster-Shafer evidence…

Artificial Intelligence · Computer Science 2020-04-07 Dongdong Wu , Zijing Liu , Yongchuan Tang

A principal component analysis based on the generalized Gini correlation index is proposed (Gini PCA). The Gini PCA generalizes the standard PCA based on the variance. It is shown, in the Gaussian case, that the standard PCA is equivalent…

Methodology · Statistics 2019-10-23 Charpentier , Arthur , Mussard , Stephane , Tea Ouraga

Cluster-randomized experiments are widely used due to their logistical convenience and policy relevance. To analyze them properly, we must address the fact that the treatment is assigned at the cluster level instead of the individual level.…

Methodology · Statistics 2021-08-06 Fangzhou Su , Peng Ding

Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings,…

Machine Learning · Computer Science 2026-03-18 Haifeng Wen , Osvaldo Simeone , Hong Xing

Using statistical learning methods to analyze stochastic simulation outputs can significantly enhance decision-making by uncovering relationships between different simulated systems and between a system's inputs and outputs. We focus on…

Methodology · Statistics 2026-05-28 Mohammadmahdi Ghasemloo , David J. Eckman
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