其他统计学
The sparsity-restricted maximum likelihood estimator (SMLE) has received considerable attention for feature screening in ultrahigh-dimensional regression. SMLE is a computationally convenient method that naturally incorporates the joint…
In Hempel's paradox of the ravens, seeing a red pencil is considered as supporting evidence that all ravens are black. Also known as the Paradox of Confirmation, the paradox and its many resolutions indicate that we cannot underestimate the…
Attacks on the P-value are nothing new, but the recent attacks are increasingly more serious. They come from more mainstream sources, with widening targets such as a call to retire the significance testing altogether. While well meaning, I…
This paper examines the classical matching distribution arising in the "problem of coincidences". We generalise the classical matching distribution with a preliminary round of allocation where items are correctly matched with some fixed…
This tutorial reviews the main steps of the principal component analysis of a multivariate data set and its subsequent dimensional reduction on the grounds of identified dominant principal components. The underlying computations are…
This article aims to present a unified framework for grading-based voting processes. The idea is to represent the grades of each voter on d candidates as a point in R^d and to define the winner of the vote using the deepest point of the…
To develop decision rules regarding acceptance or rejection of production lots based on sample data is the purpose of acceptance sampling inspection plan. Dependent sampling procedures cumulate results from several preceding production lots…
The \textit{Central Limit Theorem (CLT)} is at the heart of a great deal of applied problem-solving in statistics and data science, but the theorem is silent on an important implementation issue: \textit{how much data do you need for the…
The increased digitalisation and monitoring of the energy system opens up numerous opportunities to decarbonise the energy system. Applications on low voltage, local networks, such as community energy markets and smart storage will…
A principle is modified that underlies the theory of organic fiducial inference as this theory was presented in an earlier paper. This modification, which is arguably a natural one to make, allows Bayesian inference to sometimes have a…
If we accept Savage's set of axioms, then all uncertainties must be treated like ordinary probability. Savage espoused subjective probability, allowing, for example, the probability of Donald Trump's re-election. But Savage's probability…
For the discovery of regression relationships between Y and a large set of p potential predictors x 1 , . . . , x p , the flexible nonparametric nature of BART (Bayesian Additive Regression Trees) allows for a much richer set of…
We present an interactive probing tool to create, modify and analyze what-if scenarios for multivariate time series models. The solution is applied to freight trading, where analysts can carry out sensitivity analysis on freight rates by…
This paper studies the related problems of prediction, covariance estimation, and principal component analysis for the spiked covariance model with heteroscedastic noise. We consider an estimator of the principal components based on…
The Park City Math Institute (PCMI) 2016 Summer Undergraduate Faculty Program met for the purpose of composing guidelines for undergraduate programs in Data Science. The group consisted of 25 undergraduate faculty from a variety of…
We examine the effect of the Philadelphia LandCare (PLC) vacant lot greening initiative on crime and the extent to which surrounding land uses and business types moderate this intervention. We rely on a propensity score matching analysis to…
In an increasingly data-driven world, facility with statistics is more important than ever for our students. At institutions without a statistician, it often falls to the mathematics faculty to teach statistics courses. This paper presents…
In this paper, I propose a general procedure for multivariate distribution-free nonparametric testing derived from the concept of ranks that are based upon measure transportation in the context of multiple change point analysis. I will use…
We propose a power-law $m$-uniform random hypergraph on $n$ vertexes. In this hypergraph, each vertex is independently assigned a random weight from a power-law distribution with exponent $\alpha\in(0,\infty)$ and the hyperedge…
In recent decades the analysis of data has become increasingly computational. Correspondingly, this has changed how scientific and statistical work is shared. For example, it is now commonplace for underlying analysis code and data to be…