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The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…

统计方法学 · 统计学 2009-02-20 Aurore Delaigle , Peter Hall , Tatiyana V. Apanasovich

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

统计理论 · 数学 2017-01-26 Fetze Pijlman

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

数据分析、统计与概率 · 物理学 2023-08-31 Chenxu Yu , Yanxi Zhang

When reading peer-reviewed scientific literature describing any analysis of empirical data, it is natural and correct to proceed with the underlying assumption that experiments have made good faith efforts to ensure that their analyses…

数据分析、统计与概率 · 物理学 2012-09-13 S. Towers

A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…

统计计算 · 统计学 2018-11-06 J. Martin van Zyl

The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…

统计理论 · 数学 2026-04-07 Yingying Yang , Niloufar Dousti Mousavi , Zhou Yu , Jie Yang

We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…

统计方法学 · 统计学 2025-08-05 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…

We go through the many considerations involved in fitting a model to data, using as an example the fit of a straight line to a set of points in a two-dimensional plane. Standard weighted least-squares fitting is only appropriate when there…

天体物理仪器与方法 · 物理学 2010-08-30 David W. Hogg , Jo Bovy , Dustin Lang

Model averaging methods have become an increasingly popular tool for improving predictions and dealing with model uncertainty, especially in Bayesian settings. Recently, frequentist model averaging methods such as information theoretic and…

计量经济学 · 经济学 2024-04-18 Kevin Huynh

It is generally known that counting statistics is not correctly described by a Gaussian approximation. Nevertheless, in neutron scattering, it is common practice to apply this approximation to the counting statistics; also at low counting…

数据分析、统计与概率 · 物理学 2020-06-09 Jakob Lassa , Magnus Egede Bøggild , Per Hedegård , Kim Lefmann

The paper analyzes theoretically and empirically the performance of likelihood weighting (LW) on a subset of nodes in Bayesian networks. The proposed scheme requires fewer samples to converge due to reduction in sampling variance. The…

人工智能 · 计算机科学 2012-07-02 Bozhena Bidyuk , Rina Dechter

[ABRIDGED] The Cash statistic, also known as the C stat, is commonly used for the analysis of low-count Poisson data, including data with null counts for certain values of the independent variable. The use of this statistic is especially…

统计方法学 · 统计学 2020-09-18 Massimiliano Bonamente , David Spence

Many science and engineering applications involve solving a linear least-squares system formed from some field measurements. In the distributed cyber-physical systems (CPS), often each sensor node used for measurement only knows partial…

分布式、并行与集群计算 · 计算机科学 2017-06-23 Lei Shi , Liang Zhao , Wen-Zhan Song , Goutham Kamath , Yuan Wu , Xuefeng Liu

We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

数据分析、统计与概率 · 物理学 2015-05-27 Eugene B. Postnikov , Igor M. Sokolov

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…

数值分析 · 数学 2017-10-10 Abdul-Lateef Haji-Ali , Fabio Nobile , Raúl Tempone , Sören Wolfers

We present a least squares method for estimating parameters from measurements of event yields in the presence of background and crossfeed. We adopt a unified approach to incorporating the statistical and systematic uncertainties on the…

数据分析、统计与概率 · 物理学 2009-11-11 Werner M. Sun

Overdispersed count data are modelled with likelihood and non-likelihood approaches. Likelihood approaches include the Poisson mixtures with three distributions, the gamma, the lognormal, and the inverse Gaussian distributions.…

统计方法学 · 统计学 2008-09-08 Stanley Xu , Gary Grunwald , Richard Jones

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

统计方法学 · 统计学 2016-10-23 P. Vellaisamy

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

最优化与控制 · 数学 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter
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