相关论文: Numerical Computation of p-values with myFitter
Structural equation models and Bayesian networks have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover such causal models and has been…
The author's recent research papers, "Cumulative deviation of a subpopulation from the full population" and "A graphical method of cumulative differences between two subpopulations" (both published in volume 8 of Springer's open-access…
The usual procedure for estimating the significance of a peak in a power spectrum is to calculate the probability of obtaining that value or a larger value by chance (known as the "p-value"), on the assumption that the time series contains…
Likelihood-based inference, central in modern particle physics data analysis requires the extensive evaluation of a likelihood function that depends on set of parameters defined by the statistical model under consideration. If an analytical…
Modern statistics provides an ever-expanding toolkit for estimating unknown parameters. Consequently, applied statisticians frequently face a difficult decision: retain a parameter estimate from a familiar method or replace it with an…
Inferring linear relationships lies at the heart of many empirical investigations. A measure of linear dependence should correctly evaluate the strength of the relationship as well as qualify whether it is meaningful for the population.…
In the context of a species sampling problem we discuss a non-parametric maximum likelihood estimator for the underlying probability mass function. The estimator is known in the computer science literature as the high profile estimator. We…
To check the accuracy of Bayesian computations, it is common to use rank-based simulation-based calibration (SBC). However, SBC has drawbacks: The test statistic is somewhat ad-hoc, interactions are difficult to examine, multiple testing is…
Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…
A number of attempts have been made to improve accuracy and/or scalability of the PC (Peter and Clark) algorithm, some well known (Buhlmann, et al., 2010; Kalisch and Buhlmann, 2007; 2008; Zhang, 2012, to give some examples). We add here…
Likelihood ratios are used for a variety of applications in particle physics data analysis, including parameter estimation, unfolding, and anomaly detection. When the data are high-dimensional, neural networks provide an effective tools for…
Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the…
Equivalence tests, otherwise known as parity or similarity tests, are frequently used in ``bioequivalence studies" to establish practical equivalence rather than the usual statistical significant difference. In this article, we propose an…
We present a numerical algorithm for finding real non-negative solutions to polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find…
We calibrate a Natural History Model, which is a class of computer simulator used in the health industry, and here has been used to characterise bowel cancer incidence for the UK. The simulator tracks the development of bowel cancer in a…
One of the most popular class of tests for independence between two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coefficient of rank correlation statistic,…
Recent work has proposed stochastic Plackett-Luce (PL) ranking models as a robust choice for optimizing relevance and fairness metrics. Unlike their deterministic counterparts that require heuristic optimization algorithms, PL models are…
Hypothesis testing is a central statistical method in psychology and the cognitive sciences. However, the problems of null hypothesis significance testing (NHST) and p-values have been debated widely, but few attractive alternatives exist.…
We consider variable selection in high-dimensional linear models where the number of covariates greatly exceeds the sample size. We introduce the new concept of partial faithfulness and use it to infer associations between the covariates…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…