Related papers: Discussion of "Analysis of variance--why it is mor…
Discussion of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].
Discussion of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].
Discussion of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].
Discussion of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].
Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…
The origin of complex structures, randomness, and irreversibility are analyzed in the scale free SL(2,R) analysis, which is an extension of the ordinary analysis based on the recently uncovered scale free $C^{2^n-1}$ solutions to linear…
This an expository article on Givental's axiomatic Gromov--Witten theory and some of its applications.
Quantifying variable importance is essential for answering high-stakes questions in fields like genetics, public policy, and medicine. Current methods generally calculate variable importance for a given model trained on a given dataset.…
We examine the time variation of a previously-uninvestigated fundamental dimensionless constant. Constraints are placed on this time variation using historical measurements. A model is presented for the time variation, and it is shown to…
Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI)…
Numerical study of the distribution of the Riemann zeros differences following the work [1] shows the significance of the function for which the prime sum expression is proposed. Computational results related to this definition explored…
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]
Formulations of some Grassmann-valued systems of ordinary differential equations invariant under (infinitesimal) supersymmetry transformations, including $N$-superspace extended types, are reviewed and discussed, with use of superfields.…
Statistics is one of the most valuable of disciplines. Science is based on proof and it alone produces results, other approaches are not, and do not. Statistics is the only acceptable language of proof in science. Yet statistics is…
Rejoinder of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
We provide an analytical argument for understanding the likely nature of parameter shifts between those coming from an analysis of a dataset and from a subset of that dataset, assuming differences are down to noise and any intrinsic…
This paper summarizes a presentation for a panel discussion on "The Future of Astrostatistics" held at the Statistical Challenges in Modern Astronomy V conference at Pennsylvania State University in June 2011. I argue that the emerging…
This review paper surveys recent development in software implementations for extreme value analyses since the publication of Stephenson and Gilleland (2006) and Gilleland et al. (2013), here with a focus on numerical challenges. We provide…
Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…
Expressions are not functions. Confusing the two concepts or failing to define the function that is computed by an expression weakens the rigour of interval arithmetic. We give such a definition and continue with the required re-statements…