arXiv subjects

Måns Karlsson

Publications and source records attributed to Måns Karlsson.

4 recordsLinked to original sources

arXiv2022

On the Use of $L$-functionals in Regression Models

In this paper we survey and unify a large class or $L$-functionals of the conditional distribution of the response variable in regression models. This includes robust measures of location, scale, skewness, and heavytailedness of the response, conditionally on covariates. We generalize the concepts of $L$-moments (Sittinen, 1969), $L$-skewness, and $L$-kurtosis (Hosking, 1990) and introduce order numbers for a large class of $L$-functionals through orthogonal series expansions of quantile functions. In particular, we motivate why location, scale, skewness, and heavytailedness have order numbers 1, 2, (3,2), and (4,2) respectively and describe how a family of $L$-functionals, with different order numbers, is constructed from Legendre, Hermite, Laguerre or other types of polynomials. Our framework is applied to models where the relationship between quantiles of the response and the covariates follow a transformed linear model, with a link function that determines the appropriate class of $L$-functionals. In this setting, the distribution of the response is treated parametrically or nonparametrically, and the response variable is either censored/truncated or not. We also provide a unified asymptotic theory of estimates of $L$-functionals, and illustrate our approach by analyzing the arrival time distribution of migrating birds. In this context a novel version of the coefficient of determination is introduced, which makes use of the abovementioned orthogonal series expansion.

math.ST↗

arXiv2022

Classification Under Partial Reject Options

We study set-valued classification for a Bayesian model where data originates from one of a finite number $N$ of possible hypotheses. Thus we consider the scenario where the size of the classified set of categories ranges from 0 to $N$. Empty sets corresponds to an outlier, size 1 represents a firm decision that singles out one hypotheses, size $N$ corresponds to a rejection to classify, whereas sizes $2\ldots,N-1$ represent a partial rejection, where some hypotheses are excluded from further analysis. We introduce a general framework of reward functions with a set-valued argument and derive the corresponding optimal Bayes classifiers, for a homogeneous block of hypotheses and for when hypotheses are partitioned into blocks, where ambiguity within and between blocks are of different severity. We illustrate classification using an ornithological dataset, with taxa partitioned into blocks and parameters estimated using MCMC. The associated reward function's tuning parameters are chosen through cross-validation.

math.ST↗

arXiv2022

A Comparison Between Quantile Regression and Linear Regression on Empirical Quantiles for Phenological Analysis in Migratory Response to Climate Change

It is well established that migratory birds in general have advanced their arrival times in spring, and in this paper we investigate potential ways of enhancing the level of detail in future phenological analyses. We perform single as well as multiple species analyses, using linear models on empirical quantiles, non-parametric quantile regression and likelihood-based parametric quantile regression with asymmetric Laplace distributed error terms. We conclude that non-parametric quantile regression appears most suited for single as well as multiple species analyses.

stat.AP↗

arXiv2021

Identification of taxon through classification with partial reject options

Identification of taxa can significantly be assisted by statistical classification based on trait measurements in two major ways; either individually or by phylogenetic (clustering) methods. In this paper we present a general Bayesian approach for classifying species individually based on measurements of a mixture of continuous and ordinal traits as well as any type of covariates. It is assumed that the trait vector is derived from a latent variable with a multivariate Gaussian distribution. Decision rules based on supervised learning are presented that estimate model parameters through blockwise Gibbs sampling. These decision regions allow for uncertainty (partial rejection), so that not necessarily one specific category (taxon) is output when new subjects are classified, but rather a set of categories including the most probable taxa. This type of discriminant analysis employs reward functions with a set-valued input argument, so that an optimal Bayes classifier can be defined. We also present a way of safeguarding against outlying new observations, using an analogue of a $p$-value within our Bayesian setting. Our method is illustrated on an original ornithological data set of birds. We also incorporate model selection through cross-validation, examplified on another original data set of birds.

stat.AP↗