Results 21 to 30 of about 936 (136)
Second order ancillary: A differential view from continuity
Second order approximate ancillaries have evolved as the primary ingredient for recent likelihood development in statistical inference. This uses quantile functions rather than the equivalent distribution functions, and the intrinsic ancillary contour is
Fraser, Ailana M. +2 more
core +1 more source
The IEEE-SA patent policy update under the lens of EU competition law [PDF]
In 2015, the Institute of Electrical and Electronics Engineers (IEEE) Standardization Association made some controversial changes to its patent policy.
Klanevskaia, Olia, Zingales, Nicolo
core +4 more sources
An analytical study of worker well-being and COVID-19 impact using Bayesian panel modeling
This study investigates how the determinants of Japanese workers’ well-being shifted before and during the COVID-19 pandemic. We estimate a Bayesian hierarchical panel model and Markov chain Monte Carlo sampling is implemented with the ancillarity ...
Makoto Nakakita +4 more
doaj +1 more source
Efficient data augmentation techniques for some classes of state space models
Data augmentation improves the convergence of iterative algorithms, such as the EM algorithm and Gibbs sampler by introducing carefully designed latent variables.
Tan, Linda S. L.
core
Achieving shrinkage in a time-varying parameter model framework [PDF]
Shrinkage for time-varying parameter (TVP) models is investigated within a Bayesian framework, with the aim to automatically reduce time-varying Parameters to staticones, if the model is overfitting.
Bitto, Angela +1 more
core +1 more source
Parameter Expansion and Efficient Inference
This EM review article focuses on parameter expansion, a simple technique introduced in the PX-EM algorithm to make EM converge faster while maintaining its simplicity and stability.
Lewandowski, Andrew +2 more
core +2 more sources
On some publications of Sir David Cox
Abstract Sir David Cox published four papers in the Scandinavian Journal of Statistics and two in the Scandinavian Actuarial Journal. This note provides some brief summaries of these papers.
Nancy Reid
wiley +1 more source
The concept of sufficiency in conditional frequentist inference
We consider inference about the parameter that determines the distribution of the data. In frequentist inference a very important and useful idea is that data reduction to a sufficient statistic does not lose any information about this parameter. We recall two justifications for this idea in frequentist inference.
Paul Kabaila, A. H. Welsh
wiley +1 more source
The term “ancillary statistic” was introduced by R. A. Fisher (Fisher 1925) in the context of maximum likelihood estimation. Fisher regarded the likelihood function as embodying all the information that the data had to supply about the unknown parameter.
openaire +1 more source
Estimating the null distribution for conditional inference and genome-scale screening
In a novel approach to the multiple testing problem, Efron (2004; 2007) formulated estimators of the distribution of test statistics or nominal p-values under a null distribution suitable for modeling the data of thousands of unaffected genes, non ...
Bickel, David R.
core +1 more source

