搜索结果：Journal of the Royal Statistical Society. Series B, Statistical methodology

Statistical graphics and data visualization have long histories, but their modern forms began only in the early 1800s. Between roughly 1850 and 1900 ($\pm10$), an explosive growth occurred in both the general use of graphic methods and the range of topics to which they were applied. Innovations were prodigious and some of the most exquisite graphics ever produced appeared, resulting in what may be called the ``Golden Age of Statistical Graphics.'' In this article I trace the origins of this period in terms of the infrastructure required to produce this explosive growth: recognition of the importance of systematic data collection by the state; the rise of statistical theory and statistical thinking; enabling developments of technology; and inventions of novel methods to portray statistical data. To illustrate, I describe some specific contributions that give rise to the appellation ``Golden Age.''

Modeling the evolution of a financial index as a stochastic process is a problem awaiting a full, satisfactory solution since it was first formulated by Bachelier in 1900. Here it is shown that the scaling with time of the return probability density function sampled from the historical series suggests a successful model. The resulting stochastic process is a heteroskedastic, non-Markovian martingale, which can be used to simulate index evolution on the basis of an auto-regressive strategy. Results are fully consistent with volatility clustering and with the multi-scaling properties of the return distribution. The idea of basing the process construction on scaling, and the construction itself, are closely inspired by the probabilistic renormalization group approach of statistical mechanics and by a recent formulation of the central limit theorem for sums of strongly correlated random variables.

Justice systems are sometimes called upon to evaluate cases in which health-care professionals are suspected of killing their patients illegally. These cases are difficult to evaluate because they involve at least two levels of uncertainty. Commonly in a murder case it is clear that a homicide has occurred, and investigators must resolve uncertainty about who is responsible. In the cases we examine here there is also uncertainty about whether homicide has occurred. Investigators need to consider whether the deaths that prompted the investigation could plausibly have occurred for reasons other than homicide, in addition to considering whether, if homicide was indeed the cause, the person under suspicion is responsible. In this report, prepared under the auspices of the Royal Statistical Society, we provide advice and guidance on the investigation and evaluation of such cases. Our work was prompted by concerns about the statistical challenges such cases pose for the legal system.

The Dempster--Shafer (DS) theory is a powerful tool for probabilistic reasoning based on a formal calculus for combining evidence. DS theory has been widely used in computer science and engineering applications, but has yet to reach the statistical mainstream, perhaps because the DS belief functions do not satisfy long-run frequency properties. Recently, two of the authors proposed an extension of DS, called the weak belief (WB) approach, that can incorporate desirable frequency properties into the DS framework by systematically enlarging the focal elements. The present paper reviews and extends this WB approach. We present a general description of WB in the context of inferential models, its interplay with the DS calculus, and the maximal belief solution. New applications of the WB method in two high-dimensional hypothesis testing problems are given. Simulations show that the WB procedures, suitably calibrated, perform well compared to popular classical methods. Most importantly, the WB approach combines the probabilistic reasoning of DS with the desirable frequency properties of classical statistics.

Parallels of Zipf's law of brevity, the tendency of more frequent words to be shorter, have been found in bottlenose dolphins and Formosan macaques. Although these findings suggest that behavioral repertoires are shaped by a general principle of compression, common marmosets and golden-backed uakaris do not exhibit the law. However, we argue that the law may be impossible or difficult to detect statistically in a given species if the repertoire is too small, a problem that could be affecting golden backed uakaris, and show that the law is present in a subset of the repertoire of common marmosets. We suggest that the visibility of the law will depend on the subset of the repertoire under consideration or the repertoire size.

We review basic modeling approaches for failure and maintenance data from repairable systems. In particular we consider imperfect repair models, defined in terms of virtual age processes, and the trend-renewal process which extends the nonhomogeneous Poisson process and the renewal process. In the case where several systems of the same kind are observed, we show how observed covariates and unobserved heterogeneity can be included in the models. We also consider various approaches to trend testing. Modern reliability data bases usually contain information on the type of failure, the type of maintenance and so forth in addition to the failure times themselves. Basing our work on recent literature we present a framework where the observed events are modeled as marked point processes, with marks labeling the types of events. Throughout the paper the emphasis is more on modeling than on statistical inference.

Howard Raiffa earned his bachelor's degree in mathematics, his master's degree in statistics and his Ph.D. in mathematics at the University of Michigan. Since 1957, Raiffa has been a member of the faculty at Harvard University, where he is now the Frank P. Ramsey Chair in Managerial Economics (Emeritus) in the Graduate School of Business Administration and the Kennedy School of Government. A pioneer in the creation of the field known as decision analysis, his research interests span statistical decision theory, game theory, behavioral decision theory, risk analysis and negotiation analysis. Raiffa has supervised more than 90 doctoral dissertations and written 11 books. His new book is Negotiation Analysis: The Science and Art of Collaborative Decision Making. Another book, Smart Choices, co-authored with his former doctoral students John Hammond and Ralph Keeney, was the CPR (formerly known as the Center for Public Resources) Institute for Dispute Resolution Book of the Year in 1998. Raiffa helped to create the International Institute for Applied Systems Analysis and he later became its first Director, serving in that capacity from 1972 to 1975. His many honors and awards include t

Modern statistical inference tasks often require iterative optimization methods to compute the solution. Convergence analysis from an optimization viewpoint only informs us how well the solution is approximated numerically but overlooks the sampling nature of the data. In contrast, recognizing the randomness in the data, statisticians are keen to provide uncertainty quantification, or confidence, for the solution obtained using iterative optimization methods. This paper makes progress along this direction by introducing the moment-adjusted stochastic gradient descents, a new stochastic optimization method for statistical inference. We establish non-asymptotic theory that characterizes the statistical distribution for certain iterative methods with optimization guarantees. On the statistical front, the theory allows for model mis-specification, with very mild conditions on the data. For optimization, the theory is flexible for both convex and non-convex cases. Remarkably, the moment-adjusting idea motivated from "error standardization" in statistics achieves a similar effect as acceleration in first-order optimization methods used to fit generalized linear models. We also demonstrat

Inspired by the legacy of the Netflix contest, we provide an overview of what has been learned---from our own efforts, and those of others---concerning the problems of collaborative filtering and recommender systems. The data set consists of about 100 million movie ratings (from 1 to 5 stars) involving some 480 thousand users and some 18 thousand movies; the associated ratings matrix is about 99% sparse. The goal is to predict ratings that users will give to movies; systems which can do this accurately have significant commercial applications, particularly on the world wide web. We discuss, in some detail, approaches to "baseline" modeling, singular value decomposition (SVD), as well as kNN (nearest neighbor) and neural network models; temporal effects, cross-validation issues, ensemble methods and other considerations are discussed as well. We compare existing models in a search for new models, and also discuss the mission-critical issues of penalization and parameter shrinkage which arise when the dimensions of a parameter space reaches into the millions. Although much work on such problems has been carried out by the computer science and machine learning communities, our goal he

Recently, ultra high-throughput sequencing of RNA (RNA-Seq) has been developed as an approach for analysis of gene expression. By obtaining tens or even hundreds of millions of reads of transcribed sequences, an RNA-Seq experiment can offer a comprehensive survey of the population of genes (transcripts) in any sample of interest. This paper introduces a statistical model for estimating isoform abundance from RNA-Seq data and is flexible enough to accommodate both single end and paired end RNA-Seq data and sampling bias along the length of the transcript. Based on the derivation of minimal sufficient statistics for the model, a computationally feasible implementation of the maximum likelihood estimator of the model is provided. Further, it is shown that using paired end RNA-Seq provides more accurate isoform abundance estimates than single end sequencing at fixed sequencing depth. Simulation studies are also given.

Hospital profiling involves a comparison of a health care provider's structure, processes of care, or outcomes to a standard, often in the form of a report card. Given the ubiquity of report cards and similar consumer ratings in contemporary American culture, it is notable that these are a relatively recent phenomenon in health care. Prior to the 1986 release of Medicare hospital outcome data, little such information was publicly available. We review the historical evolution of hospital profiling with special emphasis on outcomes; present a detailed history of cardiac surgery report cards, the paradigm for modern provider profiling; discuss the potential unintended negative consequences of public report cards; and describe various statistical methodologies for quantifying the relative performance of cardiac surgery programs. Outstanding statistical issues are also described.

In recent years there has been explosive growth in the number of neuroimaging studies performed using functional Magnetic Resonance Imaging (fMRI). The field that has grown around the acquisition and analysis of fMRI data is intrinsically interdisciplinary in nature and involves contributions from researchers in neuroscience, psychology, physics and statistics, among others. A standard fMRI study gives rise to massive amounts of noisy data with a complicated spatio-temporal correlation structure. Statistics plays a crucial role in understanding the nature of the data and obtaining relevant results that can be used and interpreted by neuroscientists. In this paper we discuss the analysis of fMRI data, from the initial acquisition of the raw data to its use in locating brain activity, making inference about brain connectivity and predictions about psychological or disease states. Along the way, we illustrate interesting and important issues where statistics already plays a crucial role. We also seek to illustrate areas where statistics has perhaps been underutilized and will have an increased role in the future.

These are the written discussions of the paper "Bayesian measures of model complexity and fit" by D. Spiegelhalter et al. (2002), following the discussions given at the Annual Meeting of the Royal Statistical Society in Newcastle-upon-Tyne on September 3rd, 2013.

When Lenz proposed a simple model for phase transitions in magnetism, he couldn't have imagined that the "Ising model" was to become a jewel in field of equilibrium statistical mechanics. Its role spans the spectrum, from a good pedagogical example to a universality class in critical phenomena. A quarter century ago, Katz, Lebowitz and Spohn found a similar treasure. By introducing a seemingly trivial modification to the Ising lattice gas, they took it into the vast realms of non-equilibrium statistical mechanics. An abundant variety of unexpected behavior emerged and caught many of us by surprise. We present a brief review of some of the new insights garnered and some of the outstanding puzzles, as well as speculate on the model's role in the future of non-equilibrium statistical physics.

Bell's [Physics 1 (1964) 195-200] theorem is popularly supposed to establish the nonlocality of quantum physics. Violation of Bell's inequality in experiments such as that of Aspect, Dalibard and Roger [Phys. Rev. Lett. 49 (1982) 1804-1807] provides empirical proof of nonlocality in the real world. This paper reviews recent work on Bell's theorem, linking it to issues in causality as understood by statisticians. The paper starts with a proof of a strong, finite sample, version of Bell's inequality and thereby also of Bell's theorem, which states that quantum theory is incompatible with the conjunction of three formerly uncontroversial physical principles, here referred to as locality, realism and freedom. Locality is the principle that the direction of causality matches the direction of time, and that causal influences need time to propagate spatially. Realism and freedom are directly connected to statistical thinking on causality: they relate to counterfactual reasoning, and to randomisation, respectively. Experimental loopholes in state-of-the-art Bell type experiments are related to statistical issues of post-selection in observational studies, and the missing at random assumpti

This paper discusses different needs and approaches to establishing ``causation'' that are relevant in legal cases involving statistical input based on epidemiological (or more generally observational or population-based) information. We distinguish between three versions of ``cause'': the first involves negligence in providing or allowing exposure, the second involves ``cause'' as it is shown through a scientifically proved increased risk of an outcome from the exposure in a population, and the third considers ``cause'' as it might apply to an individual plaintiff based on the first two. The population-oriented ``cause'' is that commonly addressed by statisticians, and we propose a variation on the Bradford Hill approach to testing such causality in an observational framework, and discuss how such a systematic series of tests might be considered in a legal context. We review some current legal approaches to using probabilistic statements, and link these with the scientific methodology as developed here. In particular, we provide an approach both to the idea of individual outcomes being caused on a balance of probabilities, and to the idea of material contribution to such outcomes.

This is an invited contribution to the discussion on Professor Deborah Mayo's paper, "On the Birnbaum argument for the strong likelihood principle," to appear in Statistical Science. Mayo clearly demonstrates that statistical methods violating the likelihood principle need not violate either the sufficiency or conditionality principle, thus refuting Birnbaum's claim. With the constraints of Birnbaum's theorem lifted, we revisit the foundations of statistical inference, focusing on some new foundational principles, the inferential model framework, and connections with sufficiency and conditioning. [arXiv:1302.7021]

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent progress in the statistical modeling of spatial extremes, starting with sketches of the necessary elements of extreme value statistics and geostatistics. The main types of statistical models thus far proposed, based on latent variables, on copulas and on spatial max-stable processes, are described and then are compared by application to a data set on rainfall in Switzerland. Whereas latent variable modeling allows a better fit to marginal distributions, it fits the joint distributions of extremes poorly, so appropriately-chosen copula or max-stable models seem essential for successful spatial modeling of extremes.

We investigate the statistics of records in a random sequence $\{x_B(0)=0,x_B(1),\cdots, x_B(n)=x_B(0)=0\}$ of $n$ time steps. The sequence $x_B(k)$'s represents the position at step $k$ of a random walk `bridge' of $n$ steps that starts and ends at the origin. At each step, the increment of the position is a random jump drawn from a specified symmetric distribution. We study the statistics of records and record ages for such a bridge sequence, for different jump distributions. In absence of the bridge condition, i.e., for a free random walk sequence, the statistics of the number and ages of records exhibits a `strong' universality for all $n$, i.e., they are completely independent of the jump distribution as long as the distribution is continuous. We show that the presence of the bridge constraint destroys this strong `all $n$' universality. Nevertheless a `weaker' universality still remains for large $n$, where we show that the record statistics depends on the jump distributions only through a single parameter $0<μ\le 2$, known as the Lévy index of the walk, but are insensitive to the other details of the jump distribution. We derive the most general results (for arbitrary jum