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Lack of confidence in ABC model choice
Lack of confidence ABC model choice Approximate Bayesian computation
2011/3/24
Approximate Bayesian computation (ABC) have become a essential tool for the analysis of complex stochastic models. Earlier, Grelaud et al. (2009) advocated the use of ABC for Bayesian model choice in ...
A dynamic hybrid model based on wavelets and fuzzy regression for time series estimation
Financial time series Wavelet decomposition Fuzzy regression SP500 index
2011/3/25
In the present paper, a fuzzy logic based method is combined with wavelet decomposition to develop a step-by-step dynamic hybrid model for the estimation of financial time series. Empirical tests on ...
Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation
Operational Risk Loss Distributional Approach Doubly stochastic Poisson Process -Stable Basel II Solvency II
2011/3/25
Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach is not prescriptive regarding the class of statistical model utilised to undertake capital estimation. It has ...
Estimating composite functions by model selection
Curve estimation model selection composite functions
2011/3/21
We consider the problem of estimating a function $s$ on $[-1,1]^{k}$ for large values of $k$ by looking for some best approximation by composite functions of the form $g\circ u$. Our solution is based...
A Hierarchical Model for Aggregated Functional Data
Bayes'theorem B-splines Covariance function Gaussian process
2011/3/21
In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functiona...
Graver basis for an undirected graph and its application to testing the beta model of random graphs
Markov basis Markov chain Monte Carlo Rasch model toric ideal
2011/3/21
In this paper we give an explicit and algorithmic description of Graver basis for the toric ideal associated with a simple undirected graph and apply the basis for testing the beta model of random gra...
Smooth plug-in inverse estimators in the current status continuous mark model
asymptotic distribution bivariate kernel estimation continuous mark variable consistency current status data plug-in estimation
2011/3/21
We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable when the event time is subject to interval censoring case 1 and the continuous ma...
A convex model for non-negative matrix factorization and dimensionality reduction on physical space
Non-negative matrix factorization dictionary learning subset selection dimensionality reduction hyperspec-tral endmember detection blind source separation
2011/3/18
A collaborative convex framework for factoring a data matrix $X$ into a non-negative product $AS$, with a sparse coefficient matrix $S$, is proposed. We restrict the columns of the dictionary matrix $...
Consistency of Bayesian Linear Model Selection With a Growing Number of Parameters
Bayesian model selection growing number of parameters Posterior model consistency consistency of Bayes factor consistency of posterior odds ratio Gibbs sampling
2011/3/18
Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which...
Linearization effect in multifractal analysis: Insights from Random Energy Model analysis
Statistical Mechanics (cond-mat.stat-mech) Probability (math.PR) Statistics Theory (math.ST)
2010/12/17
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of di...
Extended Generalized-K (EGK): A New Simple and General Model for Composite Fading Channels
Information Theory (cs.IT) Probability (math.PR) Statistics Theory (math.ST)
2010/12/17
In this paper, we introduce a generalized composite fading distribution (termed extended generalized-K (EGK)) to model the envelope and the power of the received signal in millimeter wave (60 GHz or a...
Multiple change-point Poisson model for threshold exceedances of air pollution concentrations
Applications (stat.AP)
2010/12/17
A Bayesian multiple change-point model is proposed to analyse violations of air quality standards by pollutants such as nitrogen oxides (NO2 and NO) and carbon monoxide (CO). The model is built on the...
The goal of cross-domain object matching (CDOM) is to find correspondence between two sets of objects in different domains in an unsupervised way. Photo album summarization is a typical application of...
Posterior model probabilities computed from model-specific Gibbs output
Computation (stat.CO) Applications (stat.AP) Methodology (stat.ME)
2010/12/17
We provide a representation of reversible-jump Markov chain Monte Carlo as Gibbs sampling with alternating updates of a model indicator and a "palette" of parameters we denote $\bm \psi$. A key innova...
Adaptive Density Estimation in the Pile-up Model Involving Measurement Errors
Adaptive nonparametric estimation Deconvolution Fluorescence lifetimes
2010/11/8
Motivated by fluorescence lifetime measurements this paper considers the problem of nonparametric density estimation in the pile-up model. Adaptive nonparametric estimators are proposed for the pile-u...