应用统计

This article considers a stable vector autoregressive (VAR) model and investigates return predictability in a Bayesian context. The VAR system comprises asset returns and the dividend-price ratio as proposed in Cochrane (2008), and allows…

With increasing number of crowdsourced private automatic weather stations (called TPAWS) established to fill the gap of official network and obtain local weather information for various purposes, the data quality is a major concern in…

The paper develops a novel and general methodology to characterize the nonlinearity of structural systems and to provide a mathematically proven basis for applying partial safety factors to nonlinear structural systems. It establishes, for…

In the age of big data, data integration is a critical step especially in the understanding of how diverse data types work together and work separately. Among data integration methods, the Angle-Based Joint and Individual Variation…

Identifying the most deprived regions of any country or city is key if policy makers are to design successful interventions. However, locating areas with the greatest need is often surprisingly challenging in developing countries. Due to…

There is a keen interest in characterizing variation in the microbiome across cancer patients, given increasing evidence of its important role in determining treatment outcomes. Here our goal is to discover subgroups of patients with…

Claim frequency data in insurance records the number of claims on insurance policies during a finite period of time. Given that insurance companies operate with multiple lines of insurance business where the claim frequencies on different…

With distinct advantages in power over behavioral phenotypes, brain imaging traits have become emerging endophenotypes to dissect molecular contributions to behaviors and neuropsychiatric illnesses. Among different imaging features, brain…

This paper proposes the use of Most Typical (MT) and Most Ideal (MI) levels when an adaptive choice-based conjoint (ACBC) survey can only obtain a small sample size n from a small population size N.

Physical activity (PA) is significantly associated with many health outcomes. The wide usage of wearable accelerometer-based activity trackers in recent years has provided a unique opportunity for in-depth research on PA and its relations…

We propose a parameter-free model for estimating the price or valuation of financial derivatives like options, forwards and futures using non-supervised learning networks and Monte Carlo. Although some arbitrage-based pricing formula…

This paper presents a multinomial multi-state micro-level reserving model, denoted mCube. We propose a unified framework for modelling the time and the payment process for IBNR and RBNS claims and for modeling IBNR claim counts. We use…

Point counts (PCs) are widely used in biodiversity surveys, but despite numerous advantages, simple PCs suffer from several problems: detectability, and therefore abundance, is unknown; systematic spatiotemporal variation in detectability…

In this paper, a Bayesian spatial voting model is applied for the first time to characterize the legislative behavior of the Senate of the Republic of Colombia for the period 2006-2010. The analysis is carried out based on the plenary…

I present three types of applications of generalized additive models (GAMs) to COVID-19 mortality rates in the US for the purpose of advancing methods to document inequities with respect to which communities suffered disproportionate…

While randomized controlled trials (RCTs) are the gold-standard for establishing the efficacy and safety of a medical treatment, real-world evidence (RWE) generated from real-world data (RWD) has been vital in post-approval monitoring and…

Given the prevalence of missing data in modern statistical research, a broad range of methods is available for any given imputation task. How does one choose the `best' imputation method in a given application? The standard approach is to…

Many recent studies have probed status bias in the peer-review process of academic journals and conferences. In this article, we investigated the association between author metadata and area chairs' final decisions (Accept/Reject) using our…

Through Alzheimer's Disease Neuroimaging Initiative (ADNI), time-to-event data: from the pre-dementia state of mild cognitive impairment (MCI) to the diagnosis of Alzheimer's disease (AD), is collected and analyzed by explicitly unraveling…

In The Cancer Genome Atlas (TCGA) data set, there are many interesting nonlinear dependencies between pairs of genes that reveal important relationships and subtypes of cancer. Such genomic data analysis requires a rapid, powerful and…