188,244 research outputs found
An effective likelihood-free approximate computing method with statistical inferential guarantees
Approximate Bayesian computing is a powerful likelihood-free method that has
grown increasingly popular since early applications in population genetics.
However, complications arise in the theoretical justification for Bayesian
inference conducted from this method with a non-sufficient summary statistic.
In this paper, we seek to re-frame approximate Bayesian computing within a
frequentist context and justify its performance by standards set on the
frequency coverage rate. In doing so, we develop a new computational technique
called approximate confidence distribution computing, yielding theoretical
support for the use of non-sufficient summary statistics in likelihood-free
methods. Furthermore, we demonstrate that approximate confidence distribution
computing extends the scope of approximate Bayesian computing to include
data-dependent priors without damaging the inferential integrity. This
data-dependent prior can be viewed as an initial `distribution estimate' of the
target parameter which is updated with the results of the approximate
confidence distribution computing method. A general strategy for constructing
an appropriate data-dependent prior is also discussed and is shown to often
increase the computing speed while maintaining statistical inferential
guarantees. We supplement the theory with simulation studies illustrating the
benefits of the proposed method, namely the potential for broader applications
and the increased computing speed compared to the standard approximate Bayesian
computing methods
Asymptotics of the two-stage spatial sign correlation
Acknowledgments This research was supported in part by the Collaborative Research Grant 823 of the German Research Foundation. The authors wish to thank the editors and referees for their careful handling of the manuscript. They further acknowledge the anonymous referees of the article Spatial sign correlation (J. Multivariate Anal. 135, pages 89–105, 2015), who independently of each other suggested to further explore the properties of two-stage spatial sign correlation.Non peer reviewedPreprin
Spatial Quantile Regression In Analysis Of Healthy Life Years In The European Union Countries
The paper investigates the impact of the selected factors on the healthy life years of men and women in the EU countries. The multiple quantile spatial autoregression models are used in order to account for substantial differences in the healthy life years and life quality across the EU members. Quantile regression allows studying dependencies between variables in different quantiles of the response distribution. Moreover, this statistical tool is robust against violations of the classical regression assumption about the distribution of the error term. Parameters of the models were estimated using instrumental variable method (Kim, Muller 2004), whereas the confidence intervals and p-values were bootstrapped
Heteroscedastic Gaussian processes for uncertainty modeling in large-scale crowdsourced traffic data
Accurately modeling traffic speeds is a fundamental part of efficient
intelligent transportation systems. Nowadays, with the widespread deployment of
GPS-enabled devices, it has become possible to crowdsource the collection of
speed information to road users (e.g. through mobile applications or dedicated
in-vehicle devices). Despite its rather wide spatial coverage, crowdsourced
speed data also brings very important challenges, such as the highly variable
measurement noise in the data due to a variety of driving behaviors and sample
sizes. When not properly accounted for, this noise can severely compromise any
application that relies on accurate traffic data. In this article, we propose
the use of heteroscedastic Gaussian processes (HGP) to model the time-varying
uncertainty in large-scale crowdsourced traffic data. Furthermore, we develop a
HGP conditioned on sample size and traffic regime (SRC-HGP), which makes use of
sample size information (probe vehicles per minute) as well as previous
observed speeds, in order to more accurately model the uncertainty in observed
speeds. Using 6 months of crowdsourced traffic data from Copenhagen, we
empirically show that the proposed heteroscedastic models produce significantly
better predictive distributions when compared to current state-of-the-art
methods for both speed imputation and short-term forecasting tasks.Comment: 22 pages, Transportation Research Part C: Emerging Technologies
(Elsevier
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