Second order ancillary: A differential view from continuity

Second order approximate ancillaries have evolved as the primary ingredient for recent likelihood development in statistical inference. This uses quantile functions rather than the equivalent distribution functions, and the intrinsic ancillary contour is given explicitly as the plug-in estimate of the vector quantile function. The derivation uses a Taylor expansion of the full quantile function, and the linear term gives a tangent to the observed ancillary contour. For the scalar parameter case, there is a vector field that integrates to give the ancillary contours, but for the vector case, there are multiple vector fields and the Frobenius conditions for mutual consistency may not hold. We demonstrate, however, that the conditions hold in a restricted way and that this verifies the second order ancillary contours in moderate deviations. The methodology can generate an appropriate exact ancillary when such exists or an approximate ancillary for the numerical or Monte Carlo calculation of $p$-values and confidence quantiles. Examples are given, including nonlinear regression and several enigmatic examples from the literature.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ248 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Higher Accuracy for Bayesian and Frequentist Inference: Large Sample Theory for Small Sample Likelihood

Recent likelihood theory produces $p$-values that have remarkable accuracy and wide applicability. The calculations use familiar tools such as maximum likelihood values (MLEs), observed information and parameter rescaling. The usual evaluation of such $p$-values is by simulations, and such simulations do verify that the global distribution of the $p$-values is uniform(0, 1), to high accuracy in repeated sampling. The derivation of the $p$-values, however, asserts a stronger statement, that they have a uniform(0, 1) distribution conditionally, given identified precision information provided by the data. We take a simple regression example that involves exact precision information and use large sample techniques to extract highly accurate information as to the statistical position of the data point with respect to the parameter: specifically, we examine various $p$-values and Bayesian posterior survivor $s$-values for validity. With observed data we numerically evaluate the various $p$-values and $s$-values, and we also record the related general formulas. We then assess the numerical values for accuracy using Markov chain Monte Carlo (McMC) methods. We also propose some third-order likelihood-based procedures for obtaining means and variances of Bayesian posterior distributions, again followed by McMC assessment. Finally we propose some adaptive McMC methods to improve the simulation acceptance rates. All these methods are based on asymptotic analysis that derives from the effect of additional data. And the methods use simple calculations based on familiar maximizing values and related informations. The example illustrates the general formulas and the ease of calculations, while the McMC assessments demonstrate the numerical validity of the $p$-values as percentage position of a data point. The example, however, is very simple and transparent, and thus gives little indication that in a wide generality of models the formulas do accurately separate information for almost any parameter of interest, and then do give accurate $p$-value determinations from that information. As illustration an enigmatic problem in the literature is discussed and simulations are recorded; various examples in the literature are cited.Comment: Published in at http://dx.doi.org/10.1214/07-STS240 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Rejoinder to "Is Bayes Posterior just Quick and Dirty Confidence?"

Rejoinder to "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser [arXiv:1112.5582]Comment: Published in at http://dx.doi.org/10.1214/11-STS352REJ the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

MobGeoSen: facilitating personal geosensor data collection and visualization using mobile phones

Mobile sensing and mapping applications are becoming more prevalent because sensing hardware is becoming more portable and more affordable. However, most of the hardware uses small numbers of fixed sensors that report and share multiple sets of environmental data which raises privacy concerns. Instead, these systems can be decentralized and managed by individuals in their public and private spaces. This paper describes a robust system called MobGeoSens which enables individuals to monitor their local environment (e.g. pollution and temperature) and their private spaces (e.g. activities and health) by using mobile phones in their day to day life

Enabling Future Sustainability Transitions: An Urban Metabolism Approach to Los Angeles Pincetl et al. Enabling Future Sustainability Transitions

Summary: This synthesis article presents an overview of an urban metabolism (UM) approach using mixed methods and multiple sources of data for Los Angeles, California. We examine electric energy use in buildings and greenhouse gas emissions from electricity, and calculate embedded infrastructure life cycle effects, water use and solid waste streams in an attempt to better understand the urban flows and sinks in the Los Angeles region (city and county). This quantification is being conducted to help policy-makers better target energy conservation and efficiency programs, pinpoint best locations for distributed solar generation, and support the development of policies for greater environmental sustainability. It provides a framework to which many more UM flows can be added to create greater understanding of the study area's resource dependencies. Going forward, together with policy analysis, UM can help untangle the complex intertwined resource dependencies that cities must address as they attempt to increase their environmental sustainability

Inferential models: A framework for prior-free posterior probabilistic inference

Posterior probabilistic statistical inference without priors is an important but so far elusive goal. Fisher's fiducial inference, Dempster-Shafer theory of belief functions, and Bayesian inference with default priors are attempts to achieve this goal but, to date, none has given a completely satisfactory picture. This paper presents a new framework for probabilistic inference, based on inferential models (IMs), which not only provides data-dependent probabilistic measures of uncertainty about the unknown parameter, but does so with an automatic long-run frequency calibration property. The key to this new approach is the identification of an unobservable auxiliary variable associated with observable data and unknown parameter, and the prediction of this auxiliary variable with a random set before conditioning on data. Here we present a three-step IM construction, and prove a frequency-calibration property of the IM's belief function under mild conditions. A corresponding optimality theory is developed, which helps to resolve the non-uniqueness issue. Several examples are presented to illustrate this new approach.Comment: 29 pages with 3 figures. Main text is the same as the published version. Appendix B is an addition, not in the published version, that contains some corrections and extensions of two of the main theorem