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( h , Φ ) -entropy differential metric

María Luisa Menéndez, Domingo Morales, Leandro Pardo, Miquel Salicrú (1997)

Applications of Mathematics

Burbea and Rao (1982a, 1982b) gave some general methods for constructing quadratic differential metrics on probability spaces. Using these methods, they obtained the Fisher information metric as a particular case. In this paper we apply the method based on entropy measures to obtain a Riemannian metric based on ( h , Φ ) -entropy measures (Salicrú et al., 1993). The geodesic distances based on that information metric have been computed for a number of parametric families of distributions. The use of geodesic...

( R , S ) -information radius of type t and comparison of experiments

Inder Jeet Taneja, Luis Pardo, D. Morales (1991)

Applications of Mathematics

Various information, divergence and distance measures have been used by researchers to compare experiments using classical approaches such as those of Blackwell, Bayesian ets. Blackwell's [1] idea of comparing two statistical experiments is based on the existence of stochastic transformations. Using this idea of Blackwell, as well as the classical bayesian approach, we have compared statistical experiments by considering unified scalar parametric generalizations of Jensen difference divergence measure....

3-dimensional multivertex reconstruction from 2-dimensional tracks observations using likelihood inference

Nikolai I. Chernov, Genadij A. Ososkov, Luc Pronzato (1992)

Applications of Mathematics

Let v 1 , v 2 , . . . , v k be vertices in the X Y Z -space, each vertex producing several tracks (straight lines) emanating from it within a narrow cone with a small angle about a fixed direction ( Z -axis). Each track is detected (by drift chambers or other detectors) by its projections on X Y and Y Z views independently with small errors. An automated method is suggested for the reconstruction of vertices from noisy observations of the tracks projections. The procedure is based on the likelihood inference for mixtures. An illustrative...

A backward selection procedure for approximating a discrete probability distribution by decomposable models

Francesco M. Malvestuto (2012)

Kybernetika

Decomposable (probabilistic) models are log-linear models generated by acyclic hypergraphs, and a number of nice properties enjoyed by them are known. In many applications the following selection problem naturally arises: given a probability distribution p over a finite set V of n discrete variables and a positive integer k , find a decomposable model with tree-width k that best fits p . If is the generating hypergraph of a decomposable model and p is the estimate of p under the model, we can measure...

A Bayesian approach to cluster analysis.

José M. Bernardo, F.Javier Girón (1988)

Qüestiió

A general probabilistic model for describing the structure of statistical problems known under the generic name of cluster analysis, based on finite mixtures of distributions, is proposed. We analyse the theoretical and practical implications of this approach, and point out some open question on both the theoretical problem of determining the reference prior for models based on mixtures, and the practical problem of approximation that mixtures typically entail. Finally, models based on mixtures...

A Bayesian estimate of the risk of tick-borne diseases

Marek Jiruše, Josef Machek, Viktor Beneš, Petr Zeman (2004)

Applications of Mathematics

The paper considers the problem of estimating the risk of a tick-borne disease in a given region. A large set of epidemiological data is evaluated, including the point pattern of collected cases, the population map and covariates, i.e. explanatory variables of geographical nature, obtained from GIS. The methodology covers the choice of those covariates which influence the risk of infection most. Generalized linear models are used and AIC criterion yields the decision. Further, an empirical Bayesian...

A Bayesian framework for the ratio of two Poisson rates in the context of vaccine efficacy trials∗

Stéphane Laurent, Catherine Legrand (2012)

ESAIM: Probability and Statistics

In many applications, we assume that two random observations x and y are generated according to independent Poisson distributions ( λ S ) 𝒫(λS) and ( μ T ) 𝒫(μT) and we are interested in performing statistical inference on the ratio φ = λ / μ of the two incidence rates. In vaccine efficacy trials, x and y are typically the numbers of cases in the vaccine and the control groups respectively, φ is called the relative risk...

A bayesian framework for the ratio of two Poisson rates in the context of vaccine efficacy trials

Stéphane Laurent, Catherine Legrand (2012)

ESAIM: Probability and Statistics

In many applications, we assume that two random observations x and yare generated according to independent Poisson distributions ( λ S ) x1d4ab;(λS) and ( μ T ) x1d4ab;(μT) and we are interested in performing statistical inference on the ratio φ = λ / μ of the two incidence rates. In vaccine efficacy trials, x and y are typically the numbers of cases in the vaccine and the control groups respectively, φ is called the relative risk and the statistical model is called ‘partial immunity model’. In this paper we...

A Bayesian look at nuisance parameters.

A. Philip Dawid (1980)

Trabajos de Estadística e Investigación Operativa

The elimination of nuisance parameters has classically been tackled by various ad hoc devices, and has led to a number of attemps to define partial sufficiency and ancillarity. The Bayesian approach is clearly defined. This paper examines some classical procedures in order to see when they can be given a Bayesian justification.

A Bayesian significance test of change for correlated observations

Abdeldjalil Slama (2014)

Discussiones Mathematicae Probability and Statistics

This paper presents a Bayesian significance test for a change in mean when observations are not independent. Using a noninformative prior, a unconditional test based on the highest posterior density credible set is determined. From a Gibbs sampler simulation study the effect of correlation on the performance of the Bayesian significance test derived under the assumption of no correlation is examined. This paper is a generalization of earlier studies by KIM (1991) to not independent observations.

A Biconvex Form for Copulas

Sebastian Fuchs (2016)

Dependence Modeling

We study the integration of a copula with respect to the probability measure generated by another copula. To this end, we consider the map [. , .] : C × C → R given by [...] where C denotes the collection of all d–dimensional copulas and QD denotes the probability measures associated with the copula D. Specifically, this is of interest since several measures of concordance such as Kendall’s tau, Spearman’s rho and Gini’s gamma can be expressed in terms of the map [. , .]. Quite generally, the map...

A Bimodality Test in High Dimensions

Palejev, Dean (2012)

Serdica Journal of Computing

We present a test for identifying clusters in high dimensional data based on the k-means algorithm when the null hypothesis is spherical normal. We show that projection techniques used for evaluating validity of clusters may be misleading for such data. In particular, we demonstrate that increasingly well-separated clusters are identified as the dimensionality increases, when no such clusters exist. Furthermore, in a case of true bimodality, increasing the dimensionality makes identifying the correct...

A blind definition of shape

J. L. Lisani, J. M. Morel, L. Rudin (2002)

ESAIM: Control, Optimisation and Calculus of Variations

In this note, we propose a general definition of shape which is both compatible with the one proposed in phenomenology (gestaltism) and with a computer vision implementation. We reverse the usual order in Computer Vision. We do not define “shape recognition” as a task which requires a “model” pattern which is searched in all images of a certain kind. We give instead a “blind” definition of shapes relying only on invariance and repetition arguments. Given a set of images , we call shape of this...

A blind definition of shape

J. L. Lisani, J. M. Morel, L. Rudin (2010)

ESAIM: Control, Optimisation and Calculus of Variations

In this note, we propose a general definition of shape which is both compatible with the one proposed in phenomenology (gestaltism) and with a computer vision implementation. We reverse the usual order in Computer Vision. We do not define “shape recognition" as a task which requires a “model" pattern which is searched in all images of a certain kind. We give instead a “blind" definition of shapes relying only on invariance and repetition arguments. Given a set of images , we call shape of this...

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