Related papers: Ole E. Barndorff-Nielsen: Sand, Wind and Inference
We conduct a review of the fiducial approach to statistical inference, following its journey from its initiation by R. A. Fisher, through various problems and criticisms, on to its general neglect, and then to its more recent resurgence.…
This article reviews and develops an epistemological tradition in the philosophy of science, known as convergentism, which holds that inference methods should be assessed based on their ability to converge to the truth across a range of…
These lecture notes were written with the aim to provide an accessible though technically solid introduction to the logic of systematical analyses of statistical data to both undergraduate and postgraduate students, in particular in the…
This invited memoir looks back on my scientific career that straddles the solar and stellar branches of astrophysics, with sprinklings of historical context and personal opinion. Except for a description of my life up to my Ph.D. phase, the…
Many of you reading these words will have been attracted by the discussion paper [McShane and Wyner (2011)], in which case, this may be the first, but hopefully not the last, time you will have read anything in a statistics journal. I would…
The paper reflects on the future role of AI in scientific research, with a special focus on turbulence studies, and examines the evolution of AI, particularly through Diffusion Models rooted in non-equilibrium statistical mechanics. It…
We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…
The main objection to Speirs, McGowan, Steinhoff and Bromwich [Int. J. Climatol. 33: 945-958] work arises from the lack of analyses of the probability distribution functions of underlying processes leading to wind formation of which…
One of the greatest contributors of the 20th century among all academician in the field of statistical finance, M. F. M. Osborne published in 1956 [6] an essential paper and proposed to treat the question of stock market motion through the…
We introduce tools for inference in the multifractal random walk introduced by Bacry et al. (2001). These tools include formulas for smoothing, filtering and volatility forecasting. In addition, we present methods for computing conditional…
There have been extensive developments recently in modern nonparametric inference and modeling. Nonparametric and semi-parametric methods are especially useful with large amounts of data that are now routinely collected in many areas of…
The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions of estimators and test statistics, and to posterior…
Karl Pearson played an enormous role in determining the content and organization of statistical research in his day, through his research, his teaching, his establishment of laboratories, and his initiation of a vast publishing program. His…
Modeling wind speed is one of the key element when dealing with the production of energy through wind turbines. A good model can be used for forecasting, site evaluation, turbines design and many other purposes. In this work we are…
Jerzy Neyman's life history and some of his contributions to applied statistics are reviewed. In a 1960 article he wrote: ``Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research which, if…
I will argue, pace a great many of my contemporaries, that there's something right about Boltzmann's attempt to ground the second law of thermodynamics in a suitably amended deterministic time-reversal invariant classical dynamics, and that…
The Mann-Kendall test for trend has gained a lot of attention in a range of disciplines, especially in the environmental sciences. One of the drawbacks of the Mann-Kendall test when applied to real data is that no distinction can be made…
Spatio-temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of research by developing the theory, simulation and inference for a spatio-temporal Ornstein-Uhlenbeck process. We conduct…
Since its introduction in 2001, natural time analysis has been applied to diverse fields with remarkable results. Its validity has not been doubted by any publication to date. Here, we indicate that frequently asked questions on the…
These notes started to educate ourselves and to collect some background for our future work, with the hope that perhaps they will be useful to others also. Many if not all results are more or less elementary or available in the literature,…