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Fast inference in generalized linear models via expected log-likelihoods
Fast inference generalized linear models expected log-likelihoods
2013/6/14
Generalized linear models play an essential role in a wide variety of statistical applications. This paper discusses an approximation of the likelihood in these models that can greatly facilitate comp...
Relative Performance of Expected and Observed Fisher Information in Covariance Estimation for Maximum Likelihood Estimates
Relative Performance Expected and Observed Fisher Information Covariance Estimation Maximum Likelihood Estimates
2013/6/13
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the...
Scaling of Model Approximation Errors and Expected Entropy Distances
Scaling of Model Approximation Errors Expected Entropy Distances
2012/9/19
We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. This yields information about th...
Scaling of Model Approximation Errors and Expected Entropy Distances
Scaling of Model Approximation Errors Expected Entropy Distances
2012/9/19
We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. This yields information about th...
Extending The Range of Application of Permutation Tests：the Expected Permutation p-value Approach
Range Application Permutation Tests Expected Permutation p-value Approach
2010/3/11
The limitation of permutation tests is that they assume exchangeability.
It is shown that in generalized linear models one can construct permutation
tests from score statistics in particular cases. ...
Branch and Bound Algorithms for Maximizing Expected Improvement Functions
Computer experiments Feature estimation Sequential design
2010/3/11
Deterministic computer simulations are often used as a replacement for com-
plex physical experiments. Although less expensive than physical experi-
mentation, computer codes can still be time-consu...
Upper bounds for the expected Jefferson rounding under mean-variance-skewness conditions
Gain of rounding JeEerson rounding geometric moment theory four-dimensional geometry
2009/9/22
For the class of nonnegative random variables with
given mean, variance, and skewness and support bound, we present
a sharp upper bound for the expectation of rounding due to the Jefferson
rule. Th...
A REPRESENTATION OF EXCESSIVE FUNKTIONS AS EXPECTED SUPREMA
Markov processes excessive functions expected suprema
2009/9/18
For a nice Markov process such as Brownian motion
on a domain in Rd, we prove a representation of excessive functions in
terms of expected suprema This is motivated by recent work of El
Karoui [S] ...
Expected Posterior Priors in Factor Analysis。
The expected number of zeros of a random system of p-adic polynomials
co-area formula Kac-Rice formula localfield Gaussian q-binomial formula
2009/4/23
We study the simultaneous zeros of a random family of d polynomials in d variables over the p-adic numbers.For a family of natural models, we obtain an explicit constant for the expected number of zer...
The expected number of zeros of a random system of p-adic polynomials
random system p-adic polynomials natural models
2009/4/3
We study the simultaneous zeros of a random family of d polynomials in d variables over the p-adic numbers.For a family of natural models, we obtain an explicit constant for the expected number of zer...
A recursion formula for expected negative and positive powers of the central Wishart distribution
Haff’s Fundamental Identity matrix differentiation central Wishart distribution
2009/2/23
We use Haff’s fundamental identity to express the expectation of Sp in lower-order terms, where Sfollows the central Wishart distribution.
Expected Number of Slope Crossings of Certain Gaussian Random Polynomials
random algebraic polynomial number of real zeros slope crossing expected density Brownian motion
2010/4/26
Let Qn(x) =Pni=0 Aixi be a random polynomial where the coefficients
A0,A1, · · · form a sequence of centered Gaussian random variables.
Moreover, assume that the increments j = Aj − Aj−...