相关论文: Comment on Glenn Shafer's "Testing by betting"
We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…
A recurring debate in the philosophy of statistics concerns what, exactly, should count as a measure of evidence for or against a given hypothesis. P-values, likelihood ratios, and Bayes factors all have their defenders. In this paper we…
This paper uses textual data contained in certified (q-graded) coffee reviews to predict corresponding scores on a scale from 0-100. By transforming this highly specialized and standardized textual data in a predictor space, we construct…
An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects…
We describe a viewpoint on the Dempster/Shafer 'Theory of Evidence', and provide an interpretation which regards the combination formulas as statistics of the opinions of "experts". This is done by introducing spaces with binary operations…
This note is a collection of several discussions of the paper "Beyond subjective and objective in statistics", read by A. Gelman and C. Hennig to the Royal Statistical Society on April 12, 2017, and to appear in the Journal of the Royal…
The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…
We study the merging and the testing of opinions in the context of a prediction model. In the absence of incentive problems, opinions can be tested and rejected, regardless of whether or not data produces consensus among Bayesian agents. In…
A note on "Bayesian nonparametric estimators derived from conditional Gibbs structures" by Antonio Lijoi, Igor Pr\"{u}nster, Stephen G. Walker [arXiv:0808.2863].
In a recent opinion article, Muff et al. recapitulate well-known objections to the Neyman-Pearson Null-Hypothesis Significance Testing (NHST) framework and call for reforming our practices in statistical reporting. We agree with them on…
This paper investigates the dynamics of gambling and how they can affect risk-taking behavior in regions not explored by Kahneman and Tversky's Prospect Theory. Specifically, it questions why extreme outcomes do not fit the theory and…
In this paper we describe a statistical procedure to account for differences in grading practices from one course to another. The goal is to define a course "inflatedness" and a student "aptitude" that best captures one's intuitive notions…
Ranking the participants of a tournament has applications in voting, paired comparisons analysis, sports and other domains. In this paper we introduce bipartite tournaments, which model situations in which two different kinds of entity…
We conduct an extensive evaluation of price jump tests based on high-frequency financial data. After providing a concise review of multiple alternative tests, we document the size and power of all tests in a range of empirically relevant…
Sports analytics -- broadly defined as the pursuit of improvement in athletic performance through the analysis of data -- has expanded its footprint both in the professional sports industry and in academia over the past 30 years. In this…
We summarise popular methods used for skill rating in competitive sports, along with their inferential paradigms and introduce new approaches based on sequential Monte Carlo and discrete hidden Markov models. We advocate for a state-space…
The Annals of Applied Probability 16 (2006) 984--1033 [URL: http://projecteuclid.org/euclid.aoap/1151592257]
This is a summary of the `Astronomy Perspective' of the 4th meeting on 'Statistical Challenges in Modern Astronomy' held at Penn State University in June 2006. We comment on trends in the Astronomy community towards Bayesian methods and…
Comment on ``On Random Scan Gibbs Samplers'' [arXiv:0808.3852]
We discuss the paper "Citation Statistics" by the Joint Committee on Quantitative Assessment of Research [arXiv:0910.3529]. In particular, we focus on a necessary feature of "good" measures for ranking scientific authors: that good measures…