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Céline Cunen

Publications and source records attributed to Céline Cunen.

6 recordsLinked to original sources

Model Selection via Focused Information Criteria for Complex Data in Ecology and Evolution

Datasets encountered when examining deeper issues in ecology and evolution are often complex. This calls for careful strategies for both model building, model selection, and model averaging. Our paper aims at motivating, exhibiting, and further developing focused model selection criteria. In contexts involving precisely formulated interest parameters, these versions of FIC, the focused information criterion, typically lead to better final precision for the most salient estimates, confidence intervals, etc. as compared to estimators obtained from other selection methods. Our methods are illustrated with real case studies in ecology; one related to bird species abundance and another to the decline in body condition for the Antarctic minke whale.

stat.AP↗

Confidence in confidence distributions!

The recent article `Satellite conjunction analysis and the false confidence theorem' (Balch, Martin, and Ferson, 2019, Proceedings of the Royal Society, Series A) points to certain difficulties with Bayesian analysis when used for models for satellite conjuntion and ensuing operative decisions. Here we supplement these previous analyses and findings with further insights, uncovering what we perceive of as being the crucial points, explained in a prototype setup where exact analysis is attainable. We also show that a different and frequentist method, involving confidence distributions, is free of the false confidence syndrome.

math.ST↗

Combining Information Across Diverse Sources: The II-CC-FF Paradigm

We introduce and develop a general paradigm for combining information across diverse data sources. In broad terms, suppose $ϕ$ is a parameter of interest, built up via components $ψ_1,\ldots,ψ_k$ from data sources $1,\ldots,k$. The proposed scheme has three steps. First, the Independent Inspection (II) step amounts to investigating each separate data source, translating statistical information to a confidence distribution $C_j(ψ_j)$ for the relevant focus parameter $ψ_j$ associated with data source $j$. Second, Confidence Conversion (CC) techniques are used to translate the confidence distributions to confidence log-likelihood functions, say $\ell_{{\rm con},j}(ψ_j)$. Finally, the Focused Fusion (FF) step uses relevant and context-driven techniques to construct a confidence distribution for the primary focus parameter $ϕ=ϕ(ψ_1,\ldots,ψ_k)$, acting on the combined confidence log-likelihood. In traditional setups, the II-CC-FF strategy amounts to versions of meta-analysis, and turns out to be competitive against state-of-the-art methods. Its potential lies in applications to harder problems, however. Illustrations are presented, related to actual applications.

stat.ME↗

Optimal inference via confidence distributions for two-by-two tables modelled as Poisson pairs: fixed and random effects

This paper presents methods for meta-analysis of $2 \times 2$ tables, both with and without allowing heterogeneity in the treatment effects. Meta-analysis is common in medical research, but most existing methods are unsuited for $2 \times 2$ tables with rare events. Usually the tables are modelled as pairs of binomial variables, but we will model them as Poisson pairs. The methods presented here are based on confidence distributions, and offer optimal inference for the treatment effect parameter. We also propose an optimal method for inference on the ratio between treatment effects, and illustrate our methods on a real dataset.

stat.ME↗

Confidence Distributions for FIC scores

When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the different point estimates along the y-axis and the root-FIC scores on the x-axis, these being the estimated root-mean-square scores. In this paper we address the estimation uncertainty involved in each of the points of such a FIC plot. This needs careful assessment of each of the estimators from the candidate models, taking also modelling bias into account, along with the relative precision of the associated estimated mean squared error quantities. We use confidence distributions for these endeavours. This leads to fruitful CD-FIC plots, helping the statistician to judge to what extent the seemingly best models really are better than other models, etc. These efforts also lead to two further developments. The first is a new tool for model selection, which we call the quantile FIC, which helps overcome certain difficulties associated with the usual FIC procedures, related to somewhat arbitrary schemes for handling estimated squared biases. A particular case is the median-FIC. The second development is to form model averaged estimators with fruitful weights determined by the relative sizes of the median- and quantile-FIC scores. And Mrs. Jones is pregnant.

stat.ME↗

Combining predictive distributions for time-to-event outcomes in meteorology

Combining forecasts from multiple numerical weather prediction (NWP) models have shown substantial benefit over the use of individual forecast products. Although combination, in a broad sense, is widely used in meteorological forecasting, systematic studies of combination methodology in meteorology are scarce. In this article, we study several combination methods, both state-of-the-art and of our own making, with a particular emphasis on situations where one seeks to predict when a particular event of interest will occur. Such time-to-event forecasts require particular methodology and care. We conduct a careful comparison of the different combination methods through an extensive simulation study, where we investigate the conditions under which the combined forecast will outperform the individual forecasting products. Further, we investigate the performance of the methods in a case-study modelling the time to first hard freeze in Norway and parts of Fennoscandia.

stat.AP↗