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Comment: On the History and Limitations of Probability Updating 评论:概率更新的历史和局限性
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-04-01 DOI: 10.1214/21-STS765A
G. Shafer
Gong and Meng show that we can gain insights into classical paradoxes about conditional probability by acknowledging that apparently precise probabilities live within a larger world of imprecise probability. They also show that the notion of updating becomes problematic in this larger world. A closer look at the historical development of the notion of updating can give us further insights into its limitations.
Gong和孟表明,我们可以通过承认表面上精确的概率存在于一个更大的不精确概率世界中,从而深入了解关于条件概率的经典悖论。它们还表明,在这个更大的世界里,更新的概念变得有问题。仔细观察更新概念的历史发展可以让我们进一步了解它的局限性。
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引用次数: 0
Comment: Moving Beyond Sets of Probabilities 评论:超越概率集
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-04-01 DOI: 10.1214/21-STS765C
G. Wheeler
The theory of lower previsions is designed around the principles of coherence and sure-loss avoidance, thus steers clear of all the updating anomalies highlighted in Gong and Meng’s “Judicious Judgment Meets Unsettling Updating: Dilation, Sure Loss and Simpson’s Paradox” except dilation. In fact, the traditional problem with the theory of imprecise probability is that coherent inference is too complicated rather than unsettling. Progress has been made simplifying coherent inference by demoting sets of probabilities from fundamental building blocks to secondary representations that are derived or discarded as needed.
较低预测理论是围绕连贯性和确定性损失避免原则设计的,从而避开了龚和孟《判断的公正性遇到了令人不安的更新:扩张、确定性损失和辛普森悖论》中强调的除扩张之外的所有更新异常。事实上,不精确概率理论的传统问题是,连贯推理过于复杂,而不是令人不安。通过将概率集从基本构建块降级为根据需要导出或丢弃的二次表示,已经在简化相干推理方面取得了进展。
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引用次数: 0
Stochastic Approximation: From Statistical Origin to Big-Data, Multidisciplinary Applications 随机逼近:从统计起源到大数据,多学科应用
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-04-01 DOI: 10.1214/20-STS784
T. Lai, Hongsong Yuan
Stochastic approximation was introduced in 1951 to provide a new theoretical framework for root finding and optimization of a regression function in the then-nascent field of statistics. This review shows how it has evolved in response to other developments in statistics, notably time series and sequential analysis, and to applications in artificial intelligence, economics, and engineering. Its resurgence in the Big Data Era has led to new advances in both theory and applications of this microcosm of statistics and data science.
随机近似于1951年被引入,为回归函数的寻根和优化提供了一个新的理论框架。这篇综述展示了它是如何随着统计学的其他发展而发展的,特别是时间序列和序列分析,以及它在人工智能、经济学和工程学中的应用。它在大数据时代的复苏导致了这一统计学和数据科学微观世界的理论和应用的新进展。
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引用次数: 3
Noncommutative Probability and Multiplicative Cascades 非交换概率与乘级联
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-04-01 DOI: 10.1214/20-STS780
I. McKeague
Various aspects of standard model particle physics might be explained by a suitably rich algebra acting on itself, as suggested by Furey (2015). The present paper develops the asymptotics of large causal tree diagrams that combine freely independent elements in such an algebra. The Marčenko–Pastur law and Wigner’s semicircle law are shown to emerge as limits of normalized sum-over-paths of nonnegative elements assigned to the edges of causal trees. These results are established in the setting of noncommutative probability. Trees with classically independent positive edge weights (random multiplicative cascades) were originally proposed by Mandelbrot as a model displaying the fractal features of turbulence. The novelty of the present work is the use of noncommutative (free) probability to allow the edge weights to take values in an algebra. An application to theoretical neuroscience is also discussed.
正如Furey(2015)所建议的那样,标准模型粒子物理的各个方面可以用一个适当丰富的代数来解释。本文发展了大型因果树图的渐近性,这些因果树图在这样的代数中结合了自由独立的元素。Marčenko–Pastur定律和Wigner半圆定律被证明是在分配给因果树边缘的非负元素的路径上的归一化和的极限。这些结果是在非对易概率的情况下建立的。具有经典独立正边权的树(随机乘法级联)最初由Mandelbrot提出,作为显示湍流分形特征的模型。本工作的新颖之处在于使用非对易(自由)概率来允许边缘权重取代数中的值。还讨论了它在理论神经科学中的应用。
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引用次数: 0
Comment: On Focusing, Soft and Strong Revision of Choquet Capacities and Their Role in Statistics 评论:关于Choquet能力的集中、软和强修正及其在统计中的作用
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-04-01 DOI: 10.1214/21-STS765D
Thomas Augustin, G. Schollmeyer
We congratulate Ruobin Gong and Xiao-Li Meng on their thought-provoking paper demonstrating the power of imprecise probabilities in statistics. In particular, Gong and Meng clarify important statistical paradoxes by discussing them in the framework of generalized uncertainty quantification and different conditioning rules used for updating. In this note, we characterize all three conditioning rules as envelopes of certain sets of conditional probabilities. This view also suggests some generalizations that can be seen as compromise rules. Similar to Gong and Meng, our derivations mainly focus on Choquet capacities of order 2, and so we also briefly discuss in general their role as statistical models. We conclude with some general remarks on the potential of imprecise probabilities to cope with the multidimensional nature of uncertainty.
我们祝贺龚若彬和李晓丽发表了发人深省的论文,展示了统计中不精确概率的力量。特别是,Gong和孟通过在广义不确定性量化和用于更新的不同条件规则的框架中讨论重要的统计悖论来澄清它们。在本文中,我们将这三个条件规则描述为特定条件概率集的包络。这种观点也提出了一些可以被视为妥协规则的概括。与Gong和孟类似,我们的推导主要集中在2阶的Choquet容量上,因此我们也简要讨论了它们作为统计模型的一般作用。最后,我们对处理不确定性的多维性的不精确概率的潜力作了一些一般性评论。
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引用次数: 3
Rejoinder: Let’s Be Imprecise in Order to Be Precise (About What We Don’t Know) 复辩状:为了准确,让我们变得不准确(关于我们不知道的事情)
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-04-01 DOI: 10.1214/21-STS765REJ
Ruobin Gong, X. Meng
Preparing a rejoinder is a typically rewarding, sometimes depressing, and occasionally frustrating experience. The rewarding part is self-evident, and the depression sets in when a discussant has much deeper and crisper insights about the authors’ thesis than authors themselves. Frustrations arise when the authors thought they made some points crystal clear, but the reflections from the discussants show a very different picture. We are deeply grateful to the editors of Statistical Science and the discussants for providing us an opportunity to maximize the first, sample the second, and minimize the third.
准备重新答辩通常是一种有益的、有时令人沮丧,有时也令人沮丧的经历。收获的部分是不言而喻的,当讨论者对作者的论文比作者自己有更深刻、更清晰的见解时,抑郁就会开始。当作者认为他们把一些观点说得非常清楚时,就会感到沮丧,但讨论者的反思显示了一幅截然不同的画面。我们非常感谢《统计科学》杂志的编辑和讨论者,他们为我们提供了一个最大化第一个、抽样第二个和最小化第三个的机会。
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引用次数: 0
A Conversation with Dennis Cook 与丹尼斯·库克的对话
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-04-01 DOI: 10.1214/20-STS801
E. Bura, Bing Li, Lexin Li, C. Nachtsheim, D. Peña, C. Setodji, R. Weiss
Dennis Cook is a Full Professor, School of Statistics, at the University of Minnesota. He received his BS degree in Mathematics from Northern Montana College, and MS and PhD degrees in Statistics from Kansas State University. He has served as Chair of the Department of Applied Statistics, Director of the Statistical Center and Director of the School of Statistics, all at the University of Minnesota.His research areas include dimension reduction, linear and nonlinear regression, experimental design, statistical diagnostics, statistical graphics and population genetics. He has authored over 200 research articles and is author or co-author of two textbooks— An Introduction to Regression Graphics and Applied Regression Including Computing and Graphics—and three research monographs, Influence and Residuals in Regression, Regression Graphics: Ideas for Studying Regressions through Graphics and An Introduction to Envelopes: Dimension Reduction for Efficient Estimation in Multivariate Statistics.He has served as Associate Editor of the Journal of the American Statistical Association, The Journal of Quality Technology, Biometrika, Journal of the Royal Statistical Society and Statistica Sinica. He is a four-time recipient of the Jack Youden Prize for Best Expository Paper in Technometrics as well as the Frank Wilcoxon Award for Best Technical Paper. He received the 2005 COPSS Fisher Lecture and Award, and he is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. The following conversation took place on March 22, 2019, following the banquet at the conference, “Cook’s Distance and Beyond: A Conference Celebrating the Contributions of R. Dennis Cook.” The interviewers were, Efstathia Bura (Effie), Bing Li, Lexin Li, Christopher Nachtsheim (Chris), Daniel Pena, Claude Messan Setodji and Robert Weiss (Rob).
丹尼斯·库克是明尼苏达大学统计学院的全职教授。他在北蒙大拿学院获得数学学士学位,在堪萨斯州立大学获得统计学硕士和博士学位。他曾担任明尼苏达大学应用统计系主任、统计中心主任和统计学院主任。他的研究领域包括降维、线性和非线性回归、实验设计、统计诊断、统计图形和群体遗传学。他撰写了200多篇研究论文,是两本教科书的作者或合著者-回归图形介绍和应用回归包括计算和图形-以及三本研究专著,回归中的影响和残差,回归图形:通过图形研究回归的想法和信封介绍:多维统计中有效估计的降维。他曾担任《美国统计协会杂志》、《质量技术杂志》、《生物计量学》、《皇家统计学会杂志》和《中国统计》的副主编。他曾四次获得Jack Youden技术计量学最佳说明性论文奖以及Frank Wilcoxon最佳技术论文奖。他获得了2005年COPSS费舍尔讲座和奖,他是美国统计协会和数学统计研究所的会员。以下对话发生在2019年3月22日,在会议宴会之后,“库克的距离和超越:庆祝r·丹尼斯·库克贡献的会议”。采访者分别是:Efstathia Bura(艾菲)、Bing Li、Lexin Li、Christopher Nachtsheim(克里斯)、Daniel Pena、Claude Messan Setodji和Robert Weiss(罗伯)。
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引用次数: 0
Confidence Intervals for Seroprevalence 血清流行率的置信区间
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-03-27 DOI: 10.1214/21-sts844
T. DiCiccio, D. Ritzwoller, Joseph P. Romano, A. Shaikh
This paper concerns the construction of confidence intervals in standard seroprevalence surveys. In particular, we discuss methods for constructing confidence intervals for the proportion of individuals in a population infected with a disease using a sample of antibody test results and measurements of the test’s false positive and false negative rates. We begin by documenting erratic behavior in the coverage probabilities of standard Wald and percentile bootstrap intervals when applied to this problem. We then consider two alternative sets of intervals constructed with test inversion. The first set of intervals are approximate, using either asymptotic or bootstrap approximation to the finite-sample distribution of a chosen test statistic. We consider several choices of test statistic, including maximum likelihood estimators and generalized likelihood ratio statistics. We show with simulation that, at empirically relevant parameter values and sample sizes, the coverage probabilities for these intervals are close to their nominal level and are approximately equi-tailed. The second set of intervals are shown to contain the true parameter value with probability at least equal to the nominal level, but can be conservative in finite samples. © Institute of Mathematical Statistics, 2022
本文讨论了标准血清患病率调查中置信区间的构建。特别是,我们讨论了使用抗体测试结果样本和测试的假阳性和假阴性率的测量来构建人群中感染某种疾病的个体比例的置信区间的方法。我们首先记录应用于该问题时标准Wald和百分位自举间隔的覆盖概率中的不稳定行为。然后,我们考虑用测试反演构造的两个可选区间集。第一组区间是近似的,使用对所选检验统计量的有限样本分布的渐近或自举近似。我们考虑了几种检验统计量的选择,包括极大似然估计量和广义似然比统计量。我们通过模拟表明,在经验相关的参数值和样本量下,这些区间的覆盖概率接近其名义水平,并且近似为等尾。第二组区间包含真实参数值,其概率至少等于标称水平,但在有限样本中可以是保守的。©中国数理统计研究所,2022
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引用次数: 4
Network Modeling in Biology: Statistical Methods for Gene and Brain Networks. 生物学中的网络建模:基因和大脑网络的统计方法》。
IF 3.9 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-02-01 DOI: 10.1214/20-sts792
Y X Rachel Wang, Lexin Li, Jingyi Jessica Li, Haiyan Huang

The rise of network data in many different domains has offered researchers new insight into the problem of modeling complex systems and propelled the development of numerous innovative statistical methodologies and computational tools. In this paper, we primarily focus on two types of biological networks, gene networks and brain networks, where statistical network modeling has found both fruitful and challenging applications. Unlike other network examples such as social networks where network edges can be directly observed, both gene and brain networks require careful estimation of edges using covariates as a first step. We provide a discussion on existing statistical and computational methods for edge esitimation and subsequent statistical inference problems in these two types of biological networks.

网络数据在许多不同领域的兴起,为研究人员提供了对复杂系统建模问题的新见解,并推动了众多创新统计方法和计算工具的发展。在本文中,我们主要关注两类生物网络--基因网络和大脑网络,在这两类网络中,统计网络建模的应用既富有成果,又充满挑战。与社交网络等可以直接观察到网络边缘的其他网络实例不同,基因网络和大脑网络都需要首先使用协变量对边缘进行仔细估计。我们将讨论这两类生物网络中边缘估计和后续统计推断问题的现有统计和计算方法。
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引用次数: 0
Bipartite Causal Inference with Interference. 具有干扰的二部因果推理。
IF 5.7 1区 数学 Q1 STATISTICS & PROBABILITY Pub Date : 2021-02-01 Epub Date: 2020-12-21 DOI: 10.1214/19-sts749
Corwin M Zigler, Georgia Papadogeorgou

Statistical methods to evaluate the effectiveness of interventions are increasingly challenged by the inherent interconnectedness of units. Specifically, a recent flurry of methods research has addressed the problem of interference between observations, which arises when one observational unit's outcome depends not only on its treatment but also the treatment assigned to other units. We introduce the setting of bipartite causal inference with interference, which arises when 1) treatments are defined on observational units that are distinct from those at which outcomes are measured and 2) there is interference between units in the sense that outcomes for some units depend on the treatments assigned to many other units. The focus of this work is to formulate definitions and several possible causal estimands for this setting, highlighting similarities and differences with more commonly considered settings of causal inference with interference. Towards an empirical illustration, an inverse probability of treatment weighted estimator is adapted from existing literature to estimate a subset of simplified, but interesting, estimands. The estimators are deployed to evaluate how interventions to reduce air pollution from 473 power plants in the U.S. causally affect cardiovascular hospitalization among Medicare beneficiaries residing at 18,807 zip code locations.

评估干预措施有效性的统计方法越来越受到单位内在相互联系的挑战。具体来说,最近一系列的方法研究已经解决了观察之间的干扰问题,当一个观察单位的结果不仅取决于它的治疗,还取决于分配给其他单位的治疗时,就会出现这种问题。我们引入了带有干扰的双部因果推理的设置,当1)治疗是在与测量结果不同的观察单位上定义的,2)在某些单位的结果依赖于分配给许多其他单位的治疗的意义上,单位之间存在干扰。这项工作的重点是为这种设置制定定义和几个可能的因果估计,突出与更常见的干扰因果推理设置的相似性和差异性。对于经验说明,从现有文献中改编了一个逆处理概率加权估计器,以估计简化但有趣的估计子集。这些估算器用于评估减少美国473家发电厂空气污染的干预措施如何对居住在18807个邮政编码地区的医疗保险受益人的心血管住院治疗产生因果影响。
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引用次数: 49
期刊
Statistical Science
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