Zobrazeno 1 - 10
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pro vyhledávání: '"62B15"'
We consider a general class of statistical experiments, in which an $n$-dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of interest. The covariance matrix is assumed to be well-approximable in a li
Externí odkaz:
http://arxiv.org/abs/2410.05751
The relationship between a set of design points and the class of hierarchical polynomial models identifiable from the design is investigated. Saturated models are of particular interest. Necessary and sufficient conditions are derived on the set of d
Externí odkaz:
http://arxiv.org/abs/2409.07062
Autor:
Renou, Ludovic, Venel, Xavier
This paper compares statistical experiments in discounted problems, ranging from the simplest ones where the state is fixed and the flow of information exogenous to more complex ones, where the decision-maker controls the flow of information or the s
Externí odkaz:
http://arxiv.org/abs/2405.16458
Optimal experimental design (OED) provides a systematic approach to quantify and maximize the value of experimental data. Under a Bayesian approach, conventional OED maximizes the expected information gain (EIG) on model parameters. However, we are o
Externí odkaz:
http://arxiv.org/abs/2403.18072
Autor:
Łuczak, Andrzej
The paper is devoted to the investigation of Segal's entropy in semifinite von Neumann algebras. The following questions are dealt with: semicontinuity, the 'ideal-like' structure of the linear span of the set of operators with finite entropy, and to
Externí odkaz:
http://arxiv.org/abs/2402.11067
Autor:
Ouimet, Frédéric
Publikováno v:
Statistical Papers (2024), 65 (6), 3959-3969
The multivariate inverse hypergeometric (MIH) distribution is an extension of the negative multinomial (NM) model that accounts for sampling without replacement in a finite population. Even though most studies on longitudinal count data with a specif
Externí odkaz:
http://arxiv.org/abs/2308.05002
Autor:
Genest, Christian, Ouimet, Frédéric
Publikováno v:
Statistica Neerlandica (2024), 78 (2), 427-440
This note presents a refined local approximation for the logarithm of the ratio between the negative multinomial probability mass function and a multivariate normal density, both having the same mean-covariance structure. This approximation, which is
Externí odkaz:
http://arxiv.org/abs/2308.03100
Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback. While exi
Externí odkaz:
http://arxiv.org/abs/2307.00752
Autor:
Tarima, Sergey, Flournoy, Nancy
Informative interim adaptations lead to random sample sizes. The random sample size becomes a component of the sufficient statistic and estimation based solely on observed samples or on the likelihood function does not use all available statistical e
Externí odkaz:
http://arxiv.org/abs/2209.02436
Autor:
Zhang, Yao, Zhao, Qingyuan
The meaning of randomization tests has become obscure in statistics education and practice over the last century. This article makes a fresh attempt at rectifying this core concept of statistics. A new term -- "quasi-randomization test" -- is introdu
Externí odkaz:
http://arxiv.org/abs/2203.10980