相关论文: Comment on Glenn Shafer's "Testing by betting"
The Leiden Ranking 2011/2012 provides the Proportion top-10% publications (PP top 10%) as a new indicator. This indicator allows for testing the difference between two ranks for statistical significance.
Evidence in probabilistic reasoning may be 'hard' or 'soft', that is, it may be of yes/no form, or it may involve a strength of belief, in the unit interval [0, 1]. Reasoning with soft, [0, 1]-valued evidence is important in many situations…
$P$-values have been the focus of considerable criticism based on various considerations. Still, the $P$-value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution,…
There has been a lively debate in many fields, including statistics and related applied fields such as psychology and biomedical research, on possible reforms of the scholarly publishing system. Currently, referees contribute so much to…
In this paper it is demonstrated that the scoring at each PGA Tour stroke play event can be reasonably modeled as a Gaussian random variable. All 46 stroke play events in the 2007 season are analyzed. The distributions of scores are…
In this methodological article on experimental-yet-rigorous enumerative combinatorics, we use two instructive case studies, to show that often, just like Alexander the Great before us, the simple, "cheating" solution to a hard problem is…
Researchers often misinterpret and misrepresent statistical outputs. This abuse has led to a large literature on modification or replacement of testing thresholds and $P$-values with confidence intervals, Bayes factors, and other devices.…
These are written discussions of the paper "Sparse graphs using exchangeable random measures" by Fran\c{c}ois Caron and Emily B. Fox, contributed to the Journal of the Royal Statistical Society Series B.
We present a Bayesian rating system based on the method of paired comparisons. Our system is a flexible generalization of the well-known Glicko, and in particular can better accommodate games with significant elements of luck. Our system is…
The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…
We investigate the most popular approaches to the problem of sports betting investment based on modern portfolio theory and the Kelly criterion. We define the problem setting, the formal investment strategies, and review their common…
Discussion of "Bayesian Model Selection Based on Proper Scoring Rules" by Dawid and Musio [arXiv:1409.5291].
Discussion of "Bayesian Model Selection Based on Proper Scoring Rules" by Dawid and Musio [arXiv:1409.5291].
The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…
Presentation for a talk "Two betting strategies that predict all compressible sequences" given at Seventh International Conference on Computability, Complexity and Randomness (CCR 2012)…
We provide a fully statistical analysis of the results of a Bell test beyond mean values. This is possible in a practical scheme where all the observables involved in the test are simultaneously measured at the expense of unavoidably…
Comment on "Citation Statistics" [arXiv:0910.3529]
Comment on "Citation Statistics" [arXiv:0910.3529]
We construct a model of expert prediction where predictions can influence the state of the world. Under this model, we show through theoretical and numerical results that proper scoring rules can incentivize experts to manipulate the world…
A (possibly illegal) game of chance, which is described in Chapter 14 of Marc Elsberg's thriller "GREED", seems to offer an excellent chance of winning. However, as the gambling starts and evolves over several rounds, the actual experience…