Related papers: The Case against Generally Weighted Moving Average…
In genome-wide association (GWA) studies the goal is to detect associations between genetic markers and a given phenotype. The number of genetic markers can be large and effective methods for control of the overall error rate is a central…
Transferring solutions found by trajectory optimization to robotic hardware remains a challenging task. When the optimization fully exploits the provided model to perform dynamic tasks, the presence of unmodeled dynamics renders the motion…
The statistical properties of estimator using covariance matrix for the account of point-to-point correlations due to systematic errors are analyzed. It is shown that the covariance matrix estimator (CME) is consistent for the realistic…
Objective: Recently Doi et al. argued that risk ratios should be replaced with odds ratios in clinical research. We disagreed, and empirically documented the lack of portability of odds ratios, while Doi et al. defended their position. In…
Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…
An alternative to extrinsic information transfer (EXIT) charts called mean squared error (MSE) charts that use a measure related to the MSE instead of mutual information is proposed. Using the relationship between mutual information and…
Interest in continuous-time processes has increased rapidly in recent years, largely because of high-frequency data available in many applications. We develop a method for estimating the kernel function $g$ of a second-order stationary…
In many applications, hypothesis testing is based on an asymptotic distribution of statistics. The aim of this paper is to clarify and extend multiple correction procedures when the statistics are asymptotically Gaussian. We propose a…
Mathematical formulations and proofs for a wavelet based statistic employed in functional data analysis is elaborately discussed in this report. The propositions and derivations discussed here apply to a wavelet based statistic with hard…
Woodall and Montgomery [35] in a discussion paper, state that multivariate process control is one of the most rapidly developing sections of statistical process control. Nowadays, in industry, there are many situations in which the…
Phase I distribution-free runs- and patterns-type control charts are proposed for monitoring the unknown target value (or location parameter) for both continuous and discrete individual observations. Our approach maintains the nominal…
We extend the theory of Cellular Automata to arbitrary, time-varying graphs. In other words we formalize, and prove theorems about, the intuitive idea of a labelled graph which evolves in time - but under the natural constraint that…
The win ratio (WR) is a novel statistic used in randomized controlled trials that can account for hierarchies within event outcomes. In this paper we report and study the long-run non-transitive behavior of the win ratio and the closely…
We present Kernel-QuantTree Exponentially Weighted Moving Average (KQT-EWMA), a non-parametric change-detection algorithm that combines the Kernel-QuantTree (KQT) histogram and the EWMA statistic to monitor multivariate data streams online.…
Generalized additive partial linear models (GAPLMs) are appealing for model interpretation and prediction. However, for GAPLMs, the covariates and the degree of smoothing in the nonparametric parts are often difficult to determine in…
Generalized linear models (GLMs) form one of the most popular classes of models in statistics. The gamma variant is used, for instance, in actuarial science for the modelling of claim amounts in insurance. A flaw of GLMs is that they are…
Weight averaging has become a standard technique for enhancing model performance. However, methods such as Stochastic Weight Averaging (SWA) and Latest Weight Averaging (LAWA) often require manually designed procedures to sample from the…
Weighted and controlled frames have been introduced recently to improve the numerical efficiency of iterative algorithms for inverting the frame operator. In this paper we develop systematically these notions, including their mutual…
Nested weighted automata (NWA) present a robust and convenient automata-theoretic formalism for quantitative specifications. Previous works have considered NWA that processed input words only in the forward direction. It is natural to allow…
The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is important, but it is not always guaranteed in practice. One way…