相关论文: Estimating Omissions from Searches
Accurate estimates of microbial species abundances are needed to advance our understanding of the role that microbiomes play in human and environmental health. However, artificially constructed microbiomes demonstrate that intuitive…
In this study, we address the central issue of statistical inference for Markov jump processes using discrete time observations. The primary problem at hand is to accurately estimate the infinitesimal generator of a Markov jump process, a…
According to Hansen, Madow and Tepping [J. Amer. Statist. Assoc. 78 (1983) 776--793], "Probability sampling designs and randomization inference are widely accepted as the standard approach in sample surveys." In this article, reasons are…
The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…
Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…
We describe an inference task in which a set of timestamped event observations must be clustered into an unknown number of temporal sequences with independent and varying rates of observations. Various existing approaches to multi-object…
This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping…
In river flow analysis and forecasting there are some key elements to consider in order to obtain reliable results. For example, seasonality is often accounted for in statistical models because climatic oscillations occurring every year…
Location retrieval based on visual information is to retrieve the location of an agent (e.g. human, robot) or the area they see by comparing the observations with a certain form of representation of the environment. Existing methods…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
Consider two forms of sampling from a population: (i) drawing $s$ samples of $n$ elements with replacement and (ii) drawing a single sample of $ns$ elements. In this paper, under the setting where the descending order population frequency…
The use of an Ornstein-Uhlenbeck (OU) process is ubiquitous in business, economics and finance to capture various price processes and evolution of economic indicators exhibiting mean-reverting properties. When structural changes happen,…
The collection of capture-recapture data often involves collecting data on numerous capture occasions over a relatively short period of time. For many study species this process is repeated, for example annually, resulting in capture…
Estimating the number of unseen species is an important problem in many scientific endeavors. Its most popular formulation, introduced by Fisher, uses $n$ samples to predict the number $U$ of hitherto unseen species that would be observed…
We introduce tools for inference in the multifractal random walk introduced by Bacry et al. (2001). These tools include formulas for smoothing, filtering and volatility forecasting. In addition, we present methods for computing conditional…
Real world spatio-temporal datasets, and phenomena related to them, are often challenging to visualise or gain a general overview of. In order to summarise information encompassed in such data, we combine two well known statistical…
Benchmarking estimation and its risk evaluation is a practically important issue in small area estimation. While Bayesian methods have been widely adopted in small area estimation, existing benchmarking approaches are often ad-hoc, such as…
Determining accurately when regime and structural changes occur in various time-series data is critical in many social and natural sciences. We develop and show further the equivalence of two consistent estimation techniques in locating the…
The paper traces the development of the use of martingale methods in survival analysis from the mid 1970's to the early 1990's. This development was initiated by Aalen's Berkeley PhD-thesis in 1975, progressed through the work on estimation…
In many real life situations one has $m$ types of random events happening in chronological order within a time interval and one wishes to predict various milestones about these events or their subsets. An example is birdwatching. Suppose we…