相关论文: Normalization of zero-inflated data: An empirical …

Recently, two new indicators (Equalized Mean-based Normalized Proportion Cited, EMNPC; Mean-based Normalized Proportion Cited, MNPC) were proposed which are intended for sparse scientometrics data. The indicators compare the proportion of…

Thelwall (2017a, 2017b) proposed a new family of field- and time-normalized indicators, which is intended for sparse data. These indicators are based on units of analysis (e.g., institutions) rather than on the paper level. They compare the…

In 2018 Bornmann and Haunschild (2018a) introduced a new indicator called the Mantel-Haenszel quotient (MHq) to measure alternative metrics (or altmetrics) of scientometric data. In this article we review the Mantel-Haenszel statistics,…

Although altmetrics and other web-based alternative indicators are now commonplace in publishers' websites, they can be difficult for research evaluators to use because of the time or expense of the data, the need to benchmark in order to…

The datasets of most image quality assessment studies contain ratings on a categorical scale with five levels, from bad (1) to excellent (5). For each stimulus, the number of ratings from 1 to 5 is summarized and given in the form of the…

Recent work in network quantization produced state-of-the-art results using mixed precision quantization. An imperative requirement for many efficient edge device hardware implementations is that their quantizers are uniform and with…

Nonnegative matrix factorization (NMF) is a known unsupervised data-reduction method. The principle of the common cause (PCC) is a basic methodological approach in probabilistic causality, which seeks an independent mixture model for the…

This paper develops and analyzes three families of estimators that continuously interpolate between classical quantiles and the sample mean. The construction begins with a smoothed version of the $L_{1}$ loss, indexed by a location…

Inferring the means in the multivariate normal model $X \sim N_n(\theta, I)$ with unknown mean vector $\theta=(\theta_1,...,\theta_n)' \in \mathbb{R}^n$ and observed data $X=(X_1,...,X_n)'\in {\mathbb R}^n$ is a challenging task, known as…

We propose a new class of semiparametric exponential family graphical models for the analysis of high dimensional mixed data. Different from the existing mixed graphical models, we allow the nodewise conditional distributions to be…

Because high-quality data is like oxygen for AI systems, effectively eliciting information from crowdsourcing workers has become a first-order problem for developing high-performance machine learning algorithms. Two prevalent paradigms,…

The article is devoted to the problem of inconsistency in the pairwise comparisons based prioritization methodology. The issue of "inconsistency" in this context has gained much attention in recent years. The literature provides us with a…

The Multiple Comparison Procedures with Modeling Techniques (MCP-Mod) framework has been recently approved by the U.S. Food and Administration and European Medicines Agency as fit-per-purpose for phase II studies. Nonetheless, this approach…

In their article, entitled "Towards a new crown indicator: some theoretical considerations," Waltman et al. (2010; at arXiv:1003.2167) show that the "old crown indicator" of CWTS in Leiden was mathematically inconsistent and that one should…

Evaluating classifications is crucial in statistics and machine learning, as it influences decision-making across various fields, such as patient prognosis and therapy in critical conditions. The Matthews correlation coefficient (MCC) is…

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…

This paper introduces a unified family of smoothed quantile estimators that continuously interpolate between classical empirical quantiles and the sample mean. The estimators q(z, h) are defined as minimizers of a regularized objective…

In this paper the method of simulated quantiles (MSQ) of Dominicy and Veredas (2013) and Dominick et al. (2013) is extended to a general multivariate framework (MMSQ) and to provide a sparse estimator of the scale matrix (sparse-MMSQ). The…

In several observational contexts where different raters evaluate a set of items, it is common to assume that all raters draw their scores from the same underlying distribution. However, a plenty of scientific works have evidenced the…