English
Related papers

Related papers: Exponentially weighted moving average chart using …

200 papers

We consider lossless compression based on statistical data modeling followed by prediction-based encoding, where an accurate statistical model for the input data leads to substantial improvements in compression. We propose DZip, a…

Machine Learning · Computer Science 2020-09-21 Mohit Goyal , Kedar Tatwawadi , Shubham Chandak , Idoia Ochoa

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

Econometrics · Economics 2021-11-23 Ayden Higgins , Federico Martellosio

In this paper, we focus on the COM-type negative binomial distribution with three parameters, which belongs to COM-type $(a,b,0)$ class distributions and family of equilibrium distributions of arbitrary birth-death process. Besides, we show…

Statistics Theory · Mathematics 2018-07-11 Huiming Zhang , Kai Tan , Bo Li

Standard count models such as the Poisson and Negative Binomial models often fail to capture the large proportion of zero claims commonly observed in insurance data. To address such issue of excessive zeros, zero-inflated and hurdle models…

Applications · Statistics 2026-02-03 Hyemin Lee , Dohee Kim , Banghee So , Jae Youn Ahn

The extended Hubbard model in the zero-bandwidth limit is studied. The effective Hamiltonian consists of (i) on-site $U$ interaction and intersite (ii) density-density interaction $W$ and (iii) Ising-like magnetic exchange interaction $J$…

Strongly Correlated Electrons · Physics 2015-05-14 Konrad Jerzy Kapcia , Waldemar Kłobus , Stanisław Robaszkiewicz

An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…

Methodology · Statistics 2018-11-21 Yongqiang Tang

We consider the problem of detecting abrupt changes in the distribution of a multi-dimensional time series, with limited computing power and memory. In this paper, we propose a new, simple method for model-free online change-point detection…

Machine Learning · Computer Science 2020-04-02 Nicolas Keriven , Damien Garreau , Iacopo Poli

Cluster randomized trails (CRT) have been widely employed in medical and public health research. Many clinical count outcomes, such as the number of falls in nursing homes, exhibit excessive zero values. In the presence of zero inflation,…

Applications · Statistics 2020-09-23 Zhengyang Zhou , Dateng Li , Song Zhang

We focus on the development of diagnostic tools and an R package called MNB for a multivariate negative binomial (MNB) regression model for detecting atypical and influential subjects. The MNB model is deduced from a Poisson mixed model in…

The property and casualty (P&C) insurance industry faces challenges in developing claim predictive models due to the highly right-skewed distribution of positive claims with excess zeros. To address this, actuarial science researchers have…

Machine Learning · Computer Science 2024-06-19 Banghee So

This paper investigates two environmental applications related to climate change, where observations consist of bounded counts. The binomial and beta-binomial (BB) models are commonly used for bounded count data, with the BB model offering…

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

Methodology · Statistics 2021-11-29 Yukun Liu , Yan Fan

Often the rows (cases, objects) of a dataset have weights. For instance, the weight of a case may reflect the number of times it has been observed, or its reliability. For analyzing such data many rowwise weighted techniques are available,…

Computation · Statistics 2024-07-08 Peter J. Rousseeuw

Model averaging methods have become an increasingly popular tool for improving predictions and dealing with model uncertainty, especially in Bayesian settings. Recently, frequentist model averaging methods such as information theoretic and…

Econometrics · Economics 2024-04-18 Kevin Huynh

Researchers are often interested in predicting outcomes, conducting clustering analysis to detect distinct subgroups of their data, or computing causal treatment effects. Pathological data distributions that exhibit skewness and…

Methodology · Statistics 2020-08-24 Arman Oganisian , Nandita Mitra , Jason Roy

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

Microbiome omics data including 16S rRNA reveal intriguing dynamic associations between the human microbiome and various disease states. Drastic changes in microbiota can be associated with factors like diet, hormonal cycles, diseases, and…

Methodology · Statistics 2024-01-09 Paramahansa Pramanik , Arnab Kumar Maity

Motivated by sequential detection of transient signals in high dimensional data stream, we study the performance of EWMA, MA, CUSUM, and GLRT charts for detecting a transient signal in multivariate data streams in terms of the power of…

Statistics Theory · Mathematics 2022-06-24 Yanhong Wu , David Siegmund

Relational count data are often obtained from sources such as simultaneous purchase in online shops and social networking service information. Bi-clustering such relational count data reveals the latent structure of the relationship between…

Methodology · Statistics 2018-12-27 Satoshi Goto , Mariko Takagishi , Hiroshi Yadohisa

This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform…

Optimization and Control · Mathematics 2023-08-16 Kaito Ito , Kenji Kashima