相关论文: Discussion of: "A Bayesian information criterion f…
This article, produced as a result of the Symposium on Statistical Inference, is an introduction to the literature on the function of expertise, judgment, and choice in the practice of statistics and scientific research. In particular,…
In this review, we examine the recent progress in saliency prediction and proposed several avenues for future research. In spite of tremendous efforts and huge progress, there is still room for improvement in terms finer-grained analysis of…
Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…
The CLAS Collaboration has published an analysis using Bayesian model selection. My Comment criticizing their use of arbitrary prior probability density functions, and a Reply by D.G. Ireland and D. Protopopsecu, have now been published as…
Rejoinder to "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Complex data features, such as unmodelled censored event times and variables with time-dependent effects, are common in cancer recurrence studies and pose challenges for Bayesian survival modelling. Current methodologies for predictive…
In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…
A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…
We study information theoretic methods for ranking biomarkers. In clinical trials there are two, closely related, types of biomarkers: predictive and prognostic, and disentangling them is a key challenge. Our first step is to phrase…
Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonlinear functions in models with additive…
Deterministic compartmental models are predominantly used in the modeling of infectious diseases, though stochastic models are considered more realistic, yet are complicated to estimate due to missing data. In this paper we present a novel…
The known connection between shrinkage estimation, empirical Bayes, and mixed effects models is explored and applied to balanced and unbalanced designs in which the responses are correlated. As an illustration, a mixed model is proposed for…
In this article, I investigate the use of Bayesian updating rules applied to modeling social agents in the case of continuos opinions models. Given another agent statement about the continuous value of a variable $x$, we will see that…
As a generalization of the classical linear factor model, generalized latent factor models are useful for analyzing multivariate data of different types, including binary choices and counts. This paper proposes an information criterion to…
This is the compilation of our comments submitted to the Journal of the Royal Statistical Society, Series B, to be published within the discussion of the Read Paper of Andrieu, Doucet and Hollenstein.
Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied. On the other hand, model selection based on parameter shrinkage by $\ell_1$-type penalties is…