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The Bayesian framework is ideally suited for induction problems. The probability of observing $x_t$ at time $t$, given past observations $x_1...x_{t-1}$ can be computed with Bayes' rule if the true distribution $\mu$ of the sequences…

人工智能 · 计算机科学 2011-11-09 Marcus Hutter

The seminal Bradley-Terry model exhibits transitivity, i.e., the property that the probabilities of player A beating B and B beating C give the probability of A beating C, with these probabilities determined by a skill parameter for each…

统计方法学 · 统计学 2025-04-10 Jess Spearing , Jonathan Tawn , David Irons , Tim Paulden

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…

应用统计 · 统计学 2008-02-27 Robert D. Grober

The baseball game is often seen as many contests that are performed between individuals. The duel between the pitcher and the batter, for example, is considered the engine that drives the sport. The pitchers use a variety of strategies to…

计算机视觉与模式识别 · 计算机科学 2020-03-10 Nina Wiedemann , Carlos Dietrich , Claudio T. Silva

Professional baseball players are increasingly guaranteed expensive long-term contracts, with over 70 deals signed in excess of \$90 million, mostly in the last decade. These are substantial sums compared to a typical franchise valuation of…

机器学习 · 统计学 2017-12-18 Brian Bierig , Jonathan Hollenbeck , Alexander Stroud

The article reports a numerical investigation of the breakdown of a disordered system considering the effect of local stress concentration under the action of an external tensile force. The statistics of the record-breaking magnitudes of…

统计力学 · 物理学 2023-05-23 Subhadeep Roy

In population genetics, diffusions on the unit interval are often used to model the frequency path of an allele. In this setting we derive approximations for fixation probabilities, expected hitting times and the expected…

概率论 · 数学 2018-09-18 Peter Pfaffelhuber , Anton Wakolbinger

We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…

统计力学 · 物理学 2021-08-06 Claude Godrèche , Jean-Marc Luck

Bairamov et al. (Aust N Z J Stat 47:543-547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of…

概率论 · 数学 2007-07-30 George P. Yanev , M. Ahsanullah , M. I. Beg

We study a model of diffusion in a brownian potential. This model was firstly introduced by T. Brox (1986) as a continuous time analogue of random walk in random environment. We estimate the deviations of this process above or under its…

概率论 · 数学 2011-09-06 Gabriel Faraud

To manage and maintain large-scale cellular networks, operators need to know which sectors underperform at any given time. For this purpose, they use the so-called hot spot score, which is the result of a combination of multiple network…

机器学习 · 计算机科学 2017-04-19 Joan Serrà , Ilias Leontiadis , Alexandros Karatzoglou , Konstantina Papagiannaki

We first consider the sequential detection of transient signals by generalizing the moving average chart to exponential family and study the false detection probability (FDP) and power of detection (POD) in the steady state. Then windowed…

统计理论 · 数学 2022-06-24 Yanhong Wu

We present a problem to be assigned or done as an in-class activity in an upper-division undergraduate course on computational physics. The problem involves a home run hit by Mickey Mantle on May 22, 1963, which he famously called ``the…

科普物理 · 物理学 2024-08-28 Donald C. Warren

The prevalent model by Dixon and Coles (1997) extends the double Poisson model where two independent Poisson distributions model the number of goals scored by each team by moving probabilities between the scores 0-0, 0-1, 1-0, and 1-1. We…

统计方法学 · 统计学 2023-07-06 Rouven Michels , Marius Ötting , Dimitris Karlis

The Robinson-Foulds (RF) distance is by far the most widely used measure of dissimilarity between trees. Although the distribution of these distances has been investigated for twenty years, an algorithm that is explicitly polynomial time…

种群与进化 · 定量生物学 2008-10-07 David Bryant , Mike Steel

The probability distribution of log-returns of financial time series, sampled at high frequency, is the basis for any further developments in quantitative finance. In this letter, we present experimental results based on a large set of time…

统计金融 · 定量金融 2011-10-06 Laurent Schoeffel

Predicting the results of sport matches and competitions is an arising research field, benefiting from the growing amount of available data and the novel data analytics techniques. Excellent forecasts can be achieved by advanced machine…

应用统计 · 统计学 2015-11-20 Giuseppe Jurman

Modelling football outcomes has gained increasing attention, in large part due to the potential for making substantial profits. Despite the strong connection existing between football models and the bookmakers' betting odds, no authors have…

应用统计 · 统计学 2018-02-27 Leonardo Egidi , Francesco Pauli , Nicola Torelli

We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated…

统计金融 · 定量金融 2009-11-13 Cheoljun Eom , Sunghoon Choi , Gabjin Oh , Woo-Sung Jung

Recent measurement technologies enable us to analyze baseball at higher levels. There are, however, still many unclear points around the pitching strategy. The two elements make it difficult to measure the effect of pitching strategy.…

应用统计 · 统计学 2022-08-09 Hiroshi Nakahara , Kazuya Takeda , Keisuke Fujii