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We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…

Methodology · Statistics 2018-02-16 Claudio Agostinelli

A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…

Methodology · Statistics 2021-07-01 Giovanni Saraceno , Claudio Agostinelli , Luca Greco

The (relevance) weighted likelihood was introduced to formally embrace a variety of statistical procedures that trade bias for precision. Unlike its classical counterpart, the weighted likelihood combines all relevant information while…

Statistics Theory · Mathematics 2007-06-13 Xiaogang Wang , James V. Zidek

We consider robust estimation of wrapped models to multivariate circular data that are points on the surface of a $p$-torus based on the weighted likelihood methodology.Robust model fitting is achieved by a set of weighted likelihood…

Methodology · Statistics 2024-01-10 Claudio Agostinelli , Luca Greco , Giovanni Saraceno

Behavioural economics provides labels for patterns in human economic behaviour. Probability weighting is one such label. It expresses a mismatch between probabilities used in a formal model of a decision (i.e. model parameters) and…

Theoretical Economics · Economics 2020-05-04 Ole Peters , Alexander Adamou , Mark Kirstein , Yonatan Berman

Missing data estimation is an important challenge with high-dimensional data arranged in the form of a matrix. Typically this data matrix is transposable, meaning that either the rows, columns or both can be treated as features. To model…

Applications · Statistics 2010-11-10 Genevera I. Allen , Robert Tibshirani

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

Goal of these proceedings is to introduce a method based on event weighting in particle physics experiments. Weighting means that events are not just counted as integer numbers but are assigned a weight factor according to their importance…

Data Analysis, Statistics and Probability · Physics 2022-03-11 Joerg Pretz

A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…

Computation · Statistics 2018-11-06 J. Martin van Zyl

In complex survey data, each sampled observation has assigned a sampling weight, indicating the number of units that it represents in the population. Whether sampling weights should or not be considered in the estimation process of model…

Methodology · Statistics 2024-09-20 Amaia Iparragirre , Irantzu Barrio , Jorge Aramendi , Inmaculada Arostegui

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…

Computation · Statistics 2013-08-09 Salvatore Ingrassia , Simona C. Minotti

There has been growing attention on how to effectively and objectively use covariate information when the primary goal is to estimate the average treatment effect (ATE) in randomized clinical trials (RCTs). In this paper, we propose an…

Methodology · Statistics 2020-09-01 Yuanyao Tan , Xialing Wen , Wei Liang , Ying Yan

In this work, we present a comprehensive treatment of weighted random sampling (WRS) over data streams. More precisely, we examine two natural interpretations of the item weights, describe an existing algorithm for each case ([2, 4]),…

Data Structures and Algorithms · Computer Science 2015-07-29 Pavlos S. Efraimidis

The connections in many networks are not merely binary entities, either present or not, but have associated weights that record their strengths relative to one another. Recent studies of networks have, by and large, steered clear of such…

Statistical Mechanics · Physics 2009-11-10 M. E. J. Newman

The large-scale multiple testing inherent to high throughput biological data necessitates very high statistical stringency and thus true effects in data are difficult to detect unless they have high effect sizes. One solution to this…

Methodology · Statistics 2017-12-21 Mohamad S. Hasan

In this paper, we study the linear transformation model in the most general setup. This model includes many important and popular models in statistics and econometrics as special cases. Although it has been studied for many years, the…

Methodology · Statistics 2021-03-26 Tao Yu , Pengfei Li , Baojiang Chen , Ao Yuan , Jing Qin

Fitting mixed models to complex survey data is a challenging problem. Most methods in the literature, including the most widely used one, require a close relationship between the model structure and the survey design. In this paper we…

Methodology · Statistics 2023-11-23 Thomas Lumley , Xudong Huang

The weighting of critical-point samples in the weighted randomized maximum likelihood method depend on the magnitude of the data mismatch at the critical points and on the Jacobian of the transformation from the prior density to the…

Methodology · Statistics 2023-01-16 Yuming Ba , Dean S. Oliver

The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…

Statistics Theory · Mathematics 2007-06-13 Larry Wasserman , Kathryn Roeder
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