arXiv subjects

Hakan Demirtas

Publications and source records attributed to Hakan Demirtas.

3 recordsLinked to original sources

arXiv2026

Generation of Multivariate Discrete Data with Generalized Poisson, Negative Binomial and Binomial Marginal Distributions

The analysis of multivariate discrete data is crucial in various scientific research areas, such as epidemiology, the social sciences, genomics, and environmental studies. As the availability of such data increases, developing robust analytical and data generation tools is necessary to understand the relationships among variables. This paper builds upon previous work on data generation frameworks for multivariate ordinal data with a prespecified correlation matrix. The proposed algorithm generates multivariate discrete data from marginal distributions that follow the generalized Poisson, negative binomial, and binomial distributions. A step-by-step algorithm is provided, and its performance is illustrated in four simulated data scenarios and three real-data scenarios. This technique has the potential to be applied in a wide range of settings involving the generation of correlated discrete data.

stat.ME↗

arXiv2024

A Linear Relationship between Correlation and Cohen's Kappa for Binary Data and Simulating Multivariate Nominal and Ordinal Data with Specified Kappa Matrix

Cohen's kappa is a useful measure for agreement between the judges, inter-rater reliability, and also goodness of fit in classification problems. For binary nominal and ordinal data, kappa and correlation are equally applicable. We have found a linear relationship between correlation and kappa for binary data. Exact bounds of kappa are much more important as kappa can be only .5 even if there is very strong agreement. The exact upper bound was developed by Cohen (1960) but the exact lower bound is also important if the range of kappa is small for some marginals. We have developed an algorithm to find the exact lower bound given marginal proportions. Our final contribution is a method to generate multivariate nominal and ordinal data with a specified kappa matrix based on the rearrangement of independently generated marginal data to a multidimensional contingency table, where cell counts are found by solving system of linear equations for positive roots.

stat.ME↗

arXiv2019

A Generalized Correlated Random Walk Converging to Fractional Brownian Motion

We propose a new algorithm to generate a fractional Brownian motion, with a given Hurst parameter, 1/2<H<1 using the correlated Bernoulli random variables with parameter p; having a certain density. This density is constructed using the link between the correlation of multivariate Gaussian random variables and the correlation of their dichotomized binary variables and the relation between the correlation coefficient and the persistence parameter. We prove that the normalized sum of trajectories of this proposed random walk yields a Gaussian process whose scaling limit is the desired fractional Brownian motion with the given Hurst parameter, 1/2<H<1

stat.CO↗