Related papers: Ole E. Barndorff-Nielsen: Sand, Wind and Inference
This article surveys key aspects of ambit stochastics and remembers Ole E. Barndorff-Nielsen's important contributions to the foundation and advancement of this new research field over the last two decades. It also highlights some of the…
Integer-valued trawl processes are a class of serially correlated, stationary and infinitely divisible processes that Ole E. Barndorff-Nielsen has been working on in recent years. In this Chapter, we provide the first analysis of likelihood…
We present an English translation of Erwin Schr\"odinger's paper on "On the Reversal of the Laws of Nature". In this paper Schr\"odinger analyses the idea of time reversal of a diffusion process. Schr\"odinger's paper acted as a prominent…
Haavelmo (1944) proposed a probabilistic structure for econometric modeling, aiming to make econometrics useful for decision making. His fundamental contribution has become thoroughly embedded in subsequent econometric research, yet it…
This paper is devoted to Poincar\'e's work in probability. Though the subject does not represent a large part of the mathematician's achievements, it provides significant insight into the evolution of Poincar\'e's thought on several…
A mechanistic theory of wind-wave interaction must rely on verifiable assumptions and offer reproducible observable predictions. For decades, the limited mechanistic grasp on the problem has motivated RANS and LES modeling and has driven a…
This text revisits the origins of econophysics through the figure of Beno\^it Mandelbrot, not as the father of fractals, but as the instigator of a distinctive scientific posture. The guiding thread is methodological: accept the stubborn…
Causal Inference plays an significant role in explaining the decisions taken by statistical models and artificial intelligence models. Of late, this field started attracting the attention of researchers and practitioners alike. This paper…
This is a historical review of "Prandtl and the G\"ottingen School" from his first work in 1898 to after WWII. We report the development of the boundary layer theory and the investigations that lead Ludwig Prandtl in the spring of 1945 to…
The prediction of wind speed is very important when dealing with the production of energy through wind turbines. In this paper, we show a new nonparametric model, based on semi-Markov chains, to predict wind speed. Particularly we use an…
Despite the huge amount of literature on h-index, few papers have been devoted to the statistical analysis of h-index when a probabilistic distribution is assumed for citation counts. The present contribution relies on showing the available…
This is an expository talk on a topic of classical analysis, arising from the VMO theory of the topological degree due to Br\'ezis and Nirenberg (1995). We sketch the history of the subject and some of its recent developments. The paper is…
The following three sections and appendices are taken from my thesis "The Foundations of Inference and its Application to Fundamental Physics" from 2021, in which I construct a theory of entropic inference from first principles. The…
I published an interview of Leo Breiman in Statistical Science [Olshen (2001)], and also the solution to a problem concerning almost sure convergence of binary tree-structured estimators in regression [Olshen (2007)]. The former summarized…
In 1993, just about a century after the epoch of Classical Invariant Theory and almost 30 years after Mumford's seminal book on Geometric Invariant Theory, Bernd Sturmfels approached the subject from a new, algorithmic perspective in his…
A version of model is proposed, which is aimed for getting parameters of the atmospheric layer and upper water layer with account of the wind-wave state. The dynamics of the atmospheric boundary layer is realized in version of papers [1,…
We briefly expose some key aspects of the theory and use of dispersion models, for which Bent Jorgensen played a crucial role as a driving force and an inspiration source. Starting with the general notion of dispersion models, built using…
Climate statistics is of course a very broad field, along with the many connections and impacts for yet other areas, with a history as long as mankind has been recording temperatures, describing drastic weather events, etc. The important…
This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/. The paper reviews statistical models for money, wealth, and income distributions developed in…
Whether a variable is the cause of another, or simply associated with it, is often an important scientific question. Causal Inference is the name associated with the body of techniques for addressing that question in a statistical setting.…