相关论文: How long should a block be?
Tail dependence models for distributions attracted to a max-stable law are fitted using observations above a high threshold. To cope with spatial, high-dimensional data, a rank-based M-estimator is proposed relying on bivariate margins…
Clustered data arise naturally in many scientific and applied research settings where units are grouped within clusters. They are commonly analyzed using linear mixed models to account for within-cluster correlations. This article focuses…
The stochastic block model is widely used for detecting community structures in network data. How to test the goodness-of-fit of the model is one of the fundamental problems and has gained growing interests in recent years. In this article,…
A widely used tool in the study of risk, insurance and extreme values is the mean excess plot. One use is for validating a generalized Pareto model for the excess distribution. This paper investigates some theoretical and practical aspects…
Maximum likelihood method is widely used for parameter estimation in high energy physics. To consider various systematic uncertainties, tens of or even hundreds of nuisance parameters (NP) are introduced in a likelihood fit. The constraint…
A common method to reduce the uncertainty of causal inferences from experiments is to assign treatments in fixed proportions within groups of similar units: blocking. Previous results indicate that one can expect substantial reductions in…
Restricting randomization in the design of experiments (e.g., using blocking/stratification, pair-wise matching, or rerandomization) can improve the treatment-control balance on important covariates and therefore improve the estimation of…
Because the stationary bootstrap resamples data blocks of random length, this method has been thought to have the largest asymptotic variance among block bootstraps Lahiri [Ann. Statist. 27 (1999) 386--404]. It is shown here that the…
Algebraic methods for the design of series of maximum distance separable (MDS) linear block and convolutional codes to required specifications and types are presented. Algorithms are given to design codes to required rate and required…
This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…
Motivated by the psychological literature on the "peak-end rule" for remembered experience, we perform an analysis within a random walk framework of a discrete choice model where agents' future choices depend on the peak memory of their…
This study provides a summary of the theory which enables the analysis of extreme values, i.e., of measurements acquired from the observation of extraordinary/rare physical phenomena. The formalism is developed in a transparent way,…
The extreme values theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependence and high values clustering. Despite technological…
The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…
A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…
The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…
Recent large eddy simulations have led to improved parameterizations of the effective roughness height of wind farms. This effective roughness height can be used to predict the wind velocity at hub-height as function of the geometric mean…
Models of networks play a major role in explaining and reproducing empirically observed patterns. Suitable models can be used to randomize an observed network while preserving some of its features, or to generate synthetic graphs whose…
Markov chain Monte Carlo (MCMC) sampling is an important and commonly used tool for the analysis of hierarchical models. Nevertheless, practitioners generally have two options for MCMC: utilize existing software that generates a black-box…
Assessing climate risk and its potential impacts on our cities and economies is of fundamental importance. Extreme weather events, such as hurricanes, floods, and storm surges can lead to catastrophic damages. We propose a flexible approach…