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At least 343 records · Page 19Linked to original sources

arXiv2017

Why "Redefining Statistical Significance" Will Not Improve Reproducibility and Could Make the Replication Crisis Worse

A recent proposal to "redefine statistical significance" (Benjamin, et al. Nature Human Behaviour, 2017) claims that false positive rates "would immediately improve" by factors greater than two and replication rates would double simply by changing the conventional cutoff for 'statistical significance' from P<0.05 to P<0.005. I analyze the veracity of these claims, focusing especially on how Benjamin, et al neglect the effects of P-hacking in assessing the impact of their proposal. My analysis shows that once P-hacking is accounted for the perceived benefits of the lower threshold all but disappear, prompting two main conclusions: (i) The claimed improvements to false positive rate and replication rate in Benjamin, et al (2017) are exaggerated and misleading. (ii) There are plausible scenarios under which the lower cutoff will make the replication crisis worse.

stat.AP↗

arXiv2017

A Multi Objective Reliable Location-Inventory Capacitated Disruption Facility Problem with Penalty Cost Solve with Efficient Meta Historic Algorithms

Logistics network is expected that opened facilities work continuously for a long time horizon without any failure, but in real world problems, facilities may face disruptions. This paper studies a reliable joint inventory location problem to optimize the cost of facility locations, customers assignment, and inventory management decisions when facilities face failure risks and do not work. In our model we assume when a facility is out of work, its customers may be reassigned to other operational facilities otherwise they must endure high penalty costs associated with losing service. For defining the model closer to real world problems, the model is proposed based on pmedian problem and the facilities are considered to have limited capacities. We define a new binary variable for showing that customers are not assigned to any facilities. Our problem involves a biobjective model, the first one minimizes the sum of facility construction costs and expected inventory holding costs, the second one function that mentions for the first one is minimized maximum expected customer costs under normal and failure scenarios. For solving this model we use NSGAII and MOSS algorithms have been applied to find the Pareto archive solution. Also, Response Surface Methodology (RSM) is applied for optimizing the NSGAII Algorithm Parameters. We compare the performance of two algorithms with three metrics and the results show NSGAII is more suitable for our model.

cs.DS↗

arXiv2018

A Review of Dynamic Network Models with Latent Variables

We present a selective review of statistical modeling of dynamic networks. We focus on models with latent variables, specifically, the latent space models and the latent class models (or stochastic blockmodels), which investigate both the observed features and the unobserved structure of networks. We begin with an overview of the static models, and then we introduce the dynamic extensions. For each dynamic model, we also discuss its applications that have been studied in the literature, with the data source listed in Appendix. Based on the review, we summarize a list of open problems and challenges in dynamic network modeling with latent variables.

stat.ME↗

arXiv2017

Conducting Highly Principled Data Science: A Statistician's Job and Joy

Highly Principled Data Science insists on methodologies that are: (1) scientifically justified, (2) statistically principled, and (3) computationally efficient. An astrostatistics collaboration, together with some reminiscences, illustrates the increased roles statisticians can and should play to ensure this trio, and to advance the science of data along the way.

stat.OT↗

arXiv2018

On optimal policy in the group testing with incomplete identification

Consider a very large (infinite) population of items, where each item independent from the others is defective with probability p, or good with probability q=1-p. The goal is to identify N good items as quickly as possible. The following group testing policy (policy A) is considered: test items together in the groups, if the test outcome of group i of size n_i is negative, then accept all items in this group as good, otherwise discard the group. Then, move to the next group and continue until exact N good items are found. The goal is to find an optimal testing configuration, i.e., group sizes, under policy A, such that the expected waiting time to obtain N good items is minimal. Recently, Gusev (2012) found an optimal group testing configuration under the assumptions of constant group size and N=\infty. In this note, an optimal solution under policy A for finite N is provided. Keywords: Dynamic programming; Optimal design; Partition problem; Shur-convexity

stat.OT↗

arXiv2017

Open data, open review and open dialogue in making social sciences plausible

Nowadays, protecting trust in social sciences also means engaging in open community dialogue, which helps to safeguard robustness and improve efficiency of research methods. The combination of open data, open review and open dialogue may sound simple but implementation in the real world will not be straightforward. However, in view of Begley and Ellis's (2012) statement that, "the scientific process demands the highest standards of quality, ethics and rigour," they are worth implementing. More importantly, they are feasible to work on and likely will help to restore plausibility to social sciences research. Therefore, I feel it likely that the triplet of open data, open review and open dialogue will gradually emerge to become policy requirements regardless of the research funding source.

stat.OT↗

arXiv2017

Data Science: A Three Ring Circus or a Big Tent?

This is part of a collection of discussion pieces on David Donoho's paper 50 Years of Data Science, appearing in Volume 26, Issue 4 of the Journal of Computational and Graphical Statistics (2017).

stat.OT↗

arXiv2018

Enhanced ${q}$-Least Mean Square

In this work, a new class of stochastic gradient algorithm is developed based on $q$-calculus. Unlike the existing $q$-LMS algorithm, the proposed approach fully utilizes the concept of $q$-calculus by incorporating time-varying $q$ parameter. The proposed enhanced $q$-LMS ($Eq$-LMS) algorithm utilizes a novel, parameterless concept of error-correlation energy and normalization of signal to ensure high convergence, stability and low steady-state error. The proposed algorithm automatically adapts the learning rate with respect to the error. For the evaluation purpose the system identification problem is considered. Extensive experiments show better performance of the proposed $Eq$-LMS algorithm compared to the standard $q$-LMS approach.

math.OC↗

arXiv2018

A deep learning approach for detecting traffic accidents from social media data

This paper employs deep learning in detecting the traffic accident from social media data. First, we thoroughly investigate the 1-year over 3 million tweet contents in two metropolitan areas: Northern Virginia and New York City. Our results show that paired tokens can capture the association rules inherent in the accident-related tweets and further increase the accuracy of the traffic accident detection. Second, two deep learning methods: Deep Belief Network (DBN) and Long Short-Term Memory (LSTM) are investigated and implemented on the extracted token. Results show that DBN can obtain an overall accuracy of 85% with about 44 individual token features and 17 paired token features. The classification results from DBN outperform those of Support Vector Machines (SVMs) and supervised Latent Dirichlet allocation (sLDA). Finally, to validate this study, we compare the accident-related tweets with both the traffic accident log on freeways and traffic data on local roads from 15,000 loop detectors. It is found that nearly 66% of the accident-related tweets can be located by the accident log and more than 80% of them can be tied to nearby abnormal traffic data. Several important issues of using Twitter to detect traffic accidents have been brought up by the comparison including the location and time bias, as well as the characteristics of influential users and hashtags.

cs.SI↗

arXiv2018

Using Random Variables to Predict Experimental Outcomes

We shall show in this paper that there are experiments which are Bernoulli trials with success probability p > 0.5, and which have the curious feature that it is possible to correctly predict the outcome with probability > p.

stat.OT↗

arXiv2017

Discussions on non-probabilistic convex modelling for uncertain problems

Non-probabilistic convex model utilizes a convex set to quantify the uncertainty domain of uncertain-but-bounded parameters, which is very effective for structural uncertainty analysis with limited or poor-quality experimental data. To overcome the complexity and diversity of the formulations of current convex models, in this paper, a unified framework for construction of the non-probabilistic convex models is proposed. By introducing the correlation analysis technique, the mathematical expression of a convex model can be conveniently formulated once the correlation matrix of the uncertain parameters is created. More importantly, from the theoretic analysis level, an evaluation criterion for convex modelling methods is proposed, which can be regarded as a test standard for validity verification of subsequent newly proposed convex modelling methods. And from the practical application level, two model assessment indexes are proposed, by which the adaptabilities of different convex models to a specific uncertain problem with given experimental samples can be estimated. Four numerical examples are investigated to demonstrate the effectiveness of the present study.

stat.OT↗

arXiv2019

A New Correlation Coefficient for Aggregating Non-strict and Incomplete Rankings

We introduce a correlation coefficient that is designed to deal with a variety of ranking formats including those containing non-strict (i.e., with-ties) and incomplete (i.e., unknown) preferences. The correlation coefficient is designed to enforce a neutral treatment of incompleteness whereby no assumptions are made about individual preferences involving unranked objects. The new measure, which can be regarded as a generalization of the seminal Kendall tau correlation coefficient, is proven to satisfy a set of metric-like axioms and to be equivalent to a recently developed ranking distance function associated with Kemeny aggregation. In an effort to further unify and enhance both robust ranking methodologies, this work proves the equivalence of an additional distance and correlation-coefficient pairing in the space of non-strict incomplete rankings. These connections induce new exact optimization methodologies: a specialized branch and bound algorithm and an exact integer programming formulation. Moreover, the bridging of these complementary theories reinforces the singular suitability of the featured correlation coefficient to solve the general consensus ranking problem. The latter premise is bolstered by an accompanying set of experiments on random instances, which are generated via a herein developed sampling technique connected with the classic Mallows distribution of ranking data. Associated experiments with the branch and bound algorithm demonstrate that, as data becomes noisier, the featured correlation coefficient yields relatively fewer alternative optimal solutions and that the aggregate rankings tend to be closer to an underlying ground truth shared by a majority.

stat.AP↗

arXiv2018

Combining Empirical Likelihood and Robust Estimation Methods for Linear Regression Models

Ordinary least square (OLS), maximum likelihood (ML) and robust methods are the widely used methods to estimate the parameters of a linear regression model. It is well known that these methods perform well under some distributional assumptions on error terms. However, these distributional assumptions on the errors may not be appropriate for some data sets. In these case, nonparametric methods may be considered to carry on the regression analysis. Empirical likelihood (EL) method is one of these nonparametric methods. The EL method maximizes a function, which is multiplication of the unknown probabilities corresponding to each observation, under some constraints inherited from the normal equations in OLS estimation method. However, it is well known that the OLS method has poor performance when there are some outliers in the data. In this paper, we consider the EL method with robustifyed constraints. The robustification of the constraints is done by using the robust M estimation methods for regression. We provide a small simulation study and a real data example to demonstrate the capability of the robust EL method to handle unusual observations in the data. The simulation and real data results reveal that robust constraints are needed when heavy tailedness and/or outliers are possible in the data.

stat.OT↗

arXiv2018

Statistical analysis of the effect of the current, potential and proposed rules of a game in tennis

With the aid of mathematical modelling (basic tool is the random walk with absorbing barriers) we derive subsequent formulas to study the effect of different versions of possible rules. For different rules the probability of winning a game, the probability of break point occurrence, the mathematical expectation of the number of rallies (points) and, the mathematical expectation of the number of break points in a game are expressed. We check these rules against ATP statistics for the Top-200 men players. In conclusion, we suggest a slight but essential modification for the rule of a tennis game, namely , second service ( in case of a first service fault) is to be allowed only at the first three points (rallies). This would partially preserve the traditions (server has an advantage in the modern game) and at the same time it would reduce the predictability of the game, significantly increasing in this way the excitement for the spectators.

stat.OT↗

arXiv2018

Which Football Player Bears Most Resemblance to Messi? A Statistical Analysis

Many pundits and fans ask themselves the same question: Which football player bears most resemblance to Lionel Messi? Is it Chelsea's Eden Hazard? Is it Paulo Dybala, the heir to Messi in the national team of Argentina? Or is the most alike player to Messi someone completely else? In general, the research on the evaluation of players' performances originated in the context of baseball in the USA, but, currently, it is of great importance in almost every team sport on the planet. Specifically, football clubs' managers can use the data on player's similarity when looking for replacement of their players by other, presumably similar ones. Also, the research in the presented direction is certainly interesting both for football pundits and football fans. Therefore, the aim of this study is to answer the question from the title with the use of the statistical analysis based on the data from ongoing league season retrieved from WhoScored (WS) database. WS provides detailed data (up to 24 parameters such as goals scored, the number of assists, shots on goal, passes, dribbles or fouls) for players of TOP 5 European leagues, and ranks them with respect to their overall performance. For this study, 17 parameters (criteria) most relevant for an attacking player were used, and a set of 28 players, candidates to be 'most alike to Messi' from WS TOP 100 list were selected. After data normalization and application of a proper metric function the most similar player to Lionel Messi was found.

stat.OT↗

arXiv2018

Risk Factors Associated with Mortality in Game of Thrones: A Longitudinal Cohort Study

Objective: To assess mortality, and identify the risk factors associated with mortality in Game of Thrones (GoT). Design and Setting: A longitudinal cohort study in the fictional kingdom of Westeros and Essos. Participants: All the characters appearing in the GoT since airing of its first episode with screen time of greater than or equal to 5 minutes. Main Outcome Measures: All-cause mortality. Multivariate Cox proportional hazard model was used to assess the risk factors associated with mortality, represented by hazard ratios, with episodes as the unit of time. Results: Of the 132 characters, followed up for a median time of 32 episodes, a total 89 (67.4%) characters died; with external invasive injury as the most common cause of death, attributing to 42.4% of the total deaths. Age (in decades) was a significant risk factor for death [HR, 1.24 (95% CI, 1.08-1.43), P=0.0001]. Although statistically non-significant, allegiance to house Targaryen [HR, 1.10 (95% CI, 0.32-3.77)] was associated with a higher risk for mortality per episode than house Stark. Characters residing in South were less likely to die than characters residing in North [HR, 0.58 (95% CI, 0.29-1.16), P=0.12]. Advisors showed a lower risk of mortality than the members of houses, with some statistical significance [HR, 0.39 (95% CI, 0.14-1.08), P=0.07]. Conclusions: There is a high mortality rate among the characters in GoT. Residing in the North and being a member of a house is very dangerous in GoT. Allegiance to house Stark trended to be safer than house Targaryen.

stat.OT↗

arXiv2018

Differentiating the pseudo determinant

A class of derivatives is defined for the pseudo determinant $Det(A)$ of a Hermitian matrix $A$. This class is shown to be non-empty and to have a unique, canonical member $\mathbf{\nabla Det}(A)=Det(A)A^+$, where $A^+$ is the Moore-Penrose pseudo inverse. The classic identity for the gradient of the determinant is thus reproduced. Examples are provided, including the maximum likelihood problem for the rank-deficient covariance matrix of the degenerate multivariate Gaussian distribution.

stat.OT↗

arXiv2018

Loss-based approach to two-piece location-scale distributions with applications to dependent data

Two-piece location-scale models are used for modeling data presenting departures from symmetry. In this paper, we propose an objective Bayesian methodology for the tail parameter of two particular distributions of the above family: the skewed exponential power distribution and the skewed generalised logistic distribution. We apply the proposed objective approach to time series models and linear regression models where the error terms follow the distributions object of study. The performance of the proposed approach is illustrated through simulation experiments and real data analysis. The methodology yields improvements in density forecasts, as shown by the analysis we carry out on the electricity prices in Nordpool markets.

stat.ME↗