A. A. Markov, ses probabilités en chaîne et les statistiques linguistiques
A backward selection procedure for approximating a discrete probability distribution by decomposable models
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 over a finite set of discrete variables and a positive integer , find a decomposable model with tree-width that best fits . If is the generating hypergraph of a decomposable model and is the estimate of under the model, we can measure...
A Bayesian approach to cluster analysis.
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
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
In many applications, we assume that two random observations x and yare generated according to independent Poisson distributions x1d4ab;(λS) and 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 framework for the ratio of two Poisson rates in the context of vaccine efficacy trials∗
In many applications, we assume that two random observations x and y are generated according to independent Poisson distributions 𝒫(λS) and 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 look at nuisance parameters.
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 model for binary Markov chains.
A Bayesian significance test of change for correlated observations
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 bias-robust estimate of the scale parameter of the exponential distribution under violation of the hazard function
A Biconvex Form for Copulas
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
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 birth-death process approach to constructing multistate life tables.
A blind definition of shape
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
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 brief introduction to spatio-temporal modelling.
A central limit theorem for random fields.
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
We derive a central limit theorem for triangular arrays of possibly nonstationary random variables satisfying a condition of weak dependence in the sense of Doukhan and Louhichi [Stoch. Proc. Appl. 84 (1999) 313–342]. The proof uses a new variant of the Lindeberg method: the behavior of the partial sums is compared to that of partial sums of dependent Gaussian random variables. We also discuss a few applications in statistics which show that our central limit theorem is tailor-made for statistics...
A chain of inequalities for some types of multivariate distributions, with nine special cases
A Chain Ratio-Type Estimator in Finite Population Double Sampling Using Two Auxiliary Variables.