Related papers: Discussion of "Analysis of variance--why it is mor…
This article is a prologue to the article "Why Markets are Inefficient: A Gambling 'Theory' of Financial Markets for Practitioners and Theorists." It presents important background for that article --- why gambling is important, even…
This is a complement to my previous article "Advanced Determinant Calculus" (S\'eminaire Lotharingien Combin. 42 (1999), Article B42q, 67 pp.). In the present article, I share with the reader my experience of applying the methods described…
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
This is a collection of variants of Schanuel's conjecture and the known dependencies between them. It was originally written in 2007, and made available for a time on my webpage. I have been asked by a few people to make it available again…
Regression has attracted immense interest lately due to its effectiveness in tasks like predicting values. And Regression is of widespread use in multiple fields such as Economics, Finance, Business, Biology and so on. While considerable…
Based on the principle of causality, I advance a new principle of variation and try to use it as the most general principle for research into laws of nature.
The century of complexity has come. The face of science has changed. Surprisingly, when we start asking about the essence of these changes and then critically analyse the answers, the result are mostly discouraging. Most of the answers are…
In the first part of this article, I summarise two centuries of research on turbulence. I also critically discuss some of the interpretations that are still in use, as turbulence remains an inherently non-linear problem that is still…
Discussion of "Cross-Covariance Functions for Multivariate Geostatistics" by Genton and Kleiber [arXiv:1507.08017].
Since its introduction by J. Karamata, regular variation has evolved from a purely mathematical concept into a cornerstone of theoretical probability and data analysis. It is extensively studied and applied in different areas. Its…
Rejoinder to ``The 2005 Neyman Lecture: Dynamic Indeterminism in Science'' [arXiv:0808.0620]
Measurement system analysis aims to quantify the variability in data attributable to the measurement system and evaluate its contribution to overall data variability. This paper conducts a rigorous theoretical investigation of the…
The problem of advancing coordinatization of mathematics is considered. The need to develop a theory for measuring value and complexity of mathematical implications and proofs is discussed including motivations, benefits and implementation…
Notes from a course taught by Palle Jorgensen in the fall semester of 2009. The course covered central themes in functional analysis and operator theory, with an emphasis on topics of special relevance to such applications as representation…
This paper offers a commentary on the use of notions of statistical significance in choice modelling. We review the reasons for uncertainty in parameter estimates, provide a precise discussion on the computation of measures of uncertainty…
I review the classical theory of likelihood based inference and consider how it is being extended and developed for use in complex models and sampling schemes.