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  Subjects -> STATISTICS (Total: 130 journals)
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Computational Statistics
Journal Prestige (SJR): 0.803
Citation Impact (citeScore): 1
Number of Followers: 17  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1613-9658 - ISSN (Online) 0943-4062
Published by Springer-Verlag Homepage  [2468 journals]
  • SpICE: an interpretable method for spatial data

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      Abstract: Abstract Statistical learning methods are widely utilised in tackling complex problems due to their flexibility, good predictive performance and ability to capture complex relationships among variables. Additionally, recently developed automatic workflows have provided a standardised approach for implementing statistical learning methods across various applications. However, these tools highlight one of the main drawbacks of statistical learning: the lack of interpretability of the results. In the past few years, a large amount of research has been focused on methods for interpreting black box models. Having interpretable statistical learning methods is necessary for obtaining a deeper understanding of these models. Specifically in problems in which spatial information is relevant, combining interpretable methods with spatial data can help to provide a better understanding of the problem and an improved interpretation of the results. This paper is focused on the individual conditional expectation plot (ICE-plot), a model-agnostic method for interpreting statistical learning models and combining them with spatial information. An ICE-plot extension is proposed in which spatial information is used as a restriction to define spatial ICE (SpICE) curves. Spatial ICE curves are estimated using real data in the context of an economic problem concerning property valuation in Montevideo, Uruguay. Understanding the key factors that influence property valuation is essential for decision-making, and spatial data play a relevant role in this regard.
      PubDate: 2024-08-26
       
  • Performance of evaluation metrics for classification in imbalanced data

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      Abstract: Abstract This paper investigates the effectiveness of various metrics for selecting the adequate model for binary classification when data is imbalanced. Through an extensive simulation study involving 12 commonly used metrics of classification, our findings indicate that the Matthews Correlation Coefficient, G-Mean, and Cohen’s kappa consistently yield favorable performance. Conversely, the area under the curve and Accuracy metrics demonstrate poor performance across all studied scenarios, while other seven metrics exhibit varying degrees of effectiveness in specific scenarios. Furthermore, we discuss a practical application in the financial area, which confirms the robust performance of these metrics in facilitating model selection among alternative link functions.
      PubDate: 2024-08-24
       
  • A theory of contrasts for modified Freeman–Tukey statistics and its
           applications to Tukey’s post-hoc tests for contingency tables

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      Abstract: Abstract This paper presents a theory of contrasts designed for modified Freeman–Tukey (FT) statistics which are derived through square-root transformations of observed frequencies (proportions) in contingency tables. Some modifications of the original FT statistic are necessary to allow for ANOVA-like exact decompositions of the global goodness of fit (GOF) measures. The square-root transformations have an important effect of stabilizing (equalizing) variances. The theory is then used to derive Tukey’s post-hoc pairwise comparison tests for contingency tables. Tukey’s tests are more restrictive, but are more powerful, than Scheffè’s post-hoc tests developed earlier for the analysis of contingency tables. Throughout this paper, numerical examples are given to illustrate the theory. Modified FT statistics, like other similar statistics for contingency tables, are based on a large-sample rationale. Small Monte-Carlo studies are conducted to investigate asymptotic (and non-asymptotic) behaviors of the proposed statistics.
      PubDate: 2024-08-17
       
  • A novel nonconvex, smooth-at-origin penalty for statistical learning

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      Abstract: Abstract Nonconvex penalties are utilized for regularization in high-dimensional statistical learning algorithms primarily because they yield unbiased or nearly unbiased estimators for the parameters in the model. Nonconvex penalties existing in the literature such as SCAD, MCP, Laplace and arctan have a singularity at origin which makes them useful also for variable selection. However, in several high-dimensional frameworks such as deep learning, variable selection is less of a concern. In this paper, we present a nonconvex penalty which is smooth at origin. The paper includes asymptotic results for ordinary least squares estimators regularized with the new penalty function, showing asymptotic bias that vanishes exponentially fast. We also conducted simulations to better understand the finite sample properties and conducted an empirical study employing deep neural network architecture on three datasets and convolutional neural network on four datasets. The empirical study based on artificial neural networks showed better performance for the new regularization approach in five out of the seven datasets.
      PubDate: 2024-08-07
       
  • Quantinar: a blockchain peer-to-peer ecosystem for modern data analytics

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      Abstract: Abstract The power of data and correct statistical analysis has never been more prevalent. Academics and practitioners require nowadays an accurate application of quantitative methods. Yet many branches are subject to a crisis of integrity, which is shown in an improper use of statistical models, p-hacking, HARKing, or failure to replicate results. We propose the use of a Peer-to-Peer (P2P) ecosystem based on a blockchain network, Quantinar, to support quantitative analytics knowledge paired with code in the form of Quantlets or software snippets. The integration of blockchain technology allows Quantinar to ensure fully transparent and reproducible scientific research.
      PubDate: 2024-08-06
       
  • BARMPy: Bayesian additive regression models Python package

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      Abstract: Abstract We make Bayesian additive regression networks (BARN) available as a Python package, barmpy, with documentation at https://dvbuntu.github.io/barmpy/ for general machine learning practitioners. Our object-oriented design is compatible with SciKit-Learn, allowing usage of their tools like cross-validation. To ease learning to use barmpy, we produce a companion tutorial that expands on reference information in the documentation. Any interested user can pip install barmpy from the official PyPi repository. barmpy also serves as a baseline Python library for generic Bayesian additive regression models.
      PubDate: 2024-08-04
       
  • Robust confidence intervals for meta-regression with interaction effects

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      Abstract: Abstract Meta-analysis is an important statistical technique for synthesizing the results of multiple studies regarding the same or closely related research question. So-called meta-regression extends meta-analysis models by accounting for study-level covariates. Mixed-effects meta-regression models provide a powerful tool for evidence synthesis, by appropriately accounting for between-study heterogeneity. In fact, modelling the study effect in terms of random effects and moderators not only allows to examine the impact of the moderators, but often leads to more accurate estimates of the involved parameters. Nevertheless, due to the often small number of studies on a specific research topic, interactions are often neglected in meta-regression. In this work we consider the research questions (i) how moderator interactions influence inference in mixed-effects meta-regression models and (ii) whether some inference methods are more reliable than others. Here we review robust methods for confidence intervals in meta-regression models including interaction effects. These methods are based on the application of robust sandwich estimators of Hartung-Knapp-Sidik-Jonkman (HKSJ) or heteroscedasticity-consistent (HC)-type for estimating the variance-covariance matrix of the vector of model coefficients. Furthermore, we compare different versions of these robust estimators in an extensive simulation study. We thereby investigate coverage and width of seven different confidence intervals under varying conditions. Our simulation study shows that the coverage rates as well as the interval widths of the parameter estimates are only slightly affected by adjustment of the parameters. It also turned out that using the Satterthwaite approximation for the degrees of freedom seems to be advantageous for accurate coverage rates. In addition, different to previous analyses for simpler models, the \(\textbf{HKSJ}\) -estimator shows a worse performance in this more complex setting compared to some of the \(\textbf{HC}\) -estimators.
      PubDate: 2024-08-02
       
  • Ordinal causal discovery based on Markov blankets

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      Abstract: Abstract This work focuses on learning causal network structures from ordinal categorical data. By combining constraint-based with score-and-search methodologies in structural learning, we propose a hybrid method called Markov Blanket Based Ordinal Causal Discovery (MBOCD) algorithm, which can capture the ordinal relationship of values in ordinal categorical variables. Theoretically, it is proved that for ordinal causal networks, two adjacent DAGs belonging to the same Markov equivalence class are identifiable, which results in the generation of a causal graph. Simulation experiments demonstrate that the proposed algorithm outperforms existing methods in terms of computational efficiency and accuracy. The code of this work is open at: https://github.com/leoydu/MBOCDcode.git.
      PubDate: 2024-07-30
       
  • Semiparametric regression analysis of panel binary data with an
           informative observation process

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      Abstract: Abstract Panel binary data arise in an event history study when study subjects are observed only at discrete time points instead of continuously and the only available information on the occurrence of the recurrent event of interest is whether the event has occurred over two consecutive observation times or each observation window. Although some methods have been proposed for regression analysis of such data, all of them assume independent observation times or processes, which may not be true sometimes. To address this, we propose a joint modeling procedure that allows for informative observation processes. For the implementation of the proposed method, a computationally efficient EM algorithm is developed and the resulting estimators are consistent and asymptotically normal. The simulation study conducted to assess its performance indicates that it works well in practical situations, and the proposed approach is applied to the motivating data set from the Health and Retirement Study.
      PubDate: 2024-07-29
       
  • A Metropolis–Hastings Robbins–Monro algorithm via variational
           inference for estimating the multidimensional graded response model: a
           calculationally efficient estimation scheme to deal with complex test
           structures

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      Abstract: Abstract This paper introduces the Metropolis–Hastings variational inference Robbins–Monro (MHVIRM) algorithm, a modification of the Metropolis–Hastings Robbins–Monro (MHRM) method, designed for estimating parameters in complex multidimensional graded response models (MGRM). By integrating a black-box variational inference (BBVI) approach, MHVIRM enhances computational efficiency and estimation accuracy, particularly for models with high-dimensional data and complex test structures. The algorithms effectiveness is demonstrated through simulations, showing improved precision over traditional MHRM, especially in scenarios with complex structures and small sample sizes. Moreover, MHVIRM is robust to initial values. The applicability is further illustrated with a real dataset analysis.
      PubDate: 2024-07-29
       
  • Profile transformations for reciprocal averaging and singular value
           decomposition

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      Abstract: Abstract Power transformations of count data, including cell frequencies of a contingency table, have been well understood for nearly 100 years, with much of the attention focused on the square root transformation. Over the past 15 years, this topic has been the focus of some new insights into areas of correspondence analysis where two forms of power transformation have been discussed. One type considers the impact of raising the joint proportions of the cell frequencies of a table to a known power while the other examines the power transformation of the relative distribution of the cell frequencies. While the foundations of the graphical features of correspondence analysis rest with the numerical algorithms like reciprocal averaging, and other analogous techniques, discussions of the role of power transformations in reciprocal averaging have not been described. Therefore, this paper examines this link where a power transformation is applied to the cell frequencies of a two-way contingency table. In doing so, we show that reciprocal averaging can be performed under such a transformation to obtain row and column scores that provide the maximum association between the variables and the greatest discrimination between the categories. Finally, we discuss the connection between performing reciprocal averaging and singular value decomposition under this type of power transformation. The R function, powerRA.exe is included in the Appendix and performs reciprocal averaging of a power transformation of the cell frequencies of a two-way contingency table.
      PubDate: 2024-07-26
       
  • Positive time series regression models: theoretical and computational
           aspects

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      Abstract: Abstract This paper discusses dynamic ARMA-type regression models for positive time series, which can handle bounded non-Gaussian time series without requiring data transformations. Our proposed model includes a conditional mean modeled by a dynamic structure containing autoregressive and moving average terms, time-varying covariates, unknown parameters, and link functions. Additionally, we present the PTSR package and discuss partial maximum likelihood estimation, asymptotic theory, hypothesis testing inference, diagnostic analysis, and forecasting for a variety of regression-based dynamic models for positive time series. A Monte Carlo simulation and a real data application are provided.
      PubDate: 2024-07-24
       
  • Site-specific nitrogen recommendation: fast, accurate, and feasible
           Bayesian kriging

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      Abstract: Abstract Bayesian Kriging (BK) provides a way to estimate regression models where the parameters are smoothed across space. Such estimates could help guide site-specific fertilizer recommendations. One advantage of BK is that it can readily fill in the missing values that are common in yield monitor data. The problem is that previous methods are too computationally intensive to be commercially feasible when estimating a nonlinear production function. This paper sought to increase computational speed by imposing restrictions on the spatial covariance matrix. Previous research used an exponential function for the spatial covariance matrix. The two alternatives considered are the conditional autoregressive and simultaneous autoregressive models. In addition, a new analytical solution is provided for finding the optimal value of nitrogen with a stochastic linear plateau model. A comparison among models in the accuracy and computational burden shows that the restrictions significantly reduced the computational burden, although they did sacrifice some accuracy in the dataset considered.
      PubDate: 2024-07-18
       
  • The root-Gaussian Cox Process for spatial-temporal disease mapping with
           aggregated data

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      Abstract: Abstract The study of aggregated data influenced by time, space, and extra changes in geographic region borders was the main emphasis of the current paper. This may occur if the regions used to count the reported incidences of a health outcome over time change periodically. In order to handle the spatial-temporal scenario, we enhance the spatial root-Gaussian Cox Process (RGCP), which makes use of the square-root link function rather than the more typical log-link function. The algorithm’s ability to estimate a risk surface has been proven by a simulation study, and it has also been validated by real datasets.
      PubDate: 2024-07-18
       
  • Computational econometrics with gretl

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      PubDate: 2024-07-13
       
  • Bayesian diagnostics in a partially linear model with first-order
           autoregressive skew-normal errors

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      Abstract: Abstract This paper studies a Bayesian local influence method to detect influential observations in a partially linear model with first-order autoregressive skew-normal errors. This method appears suitable for small or moderate-sized data sets ( \(n=200{\sim }400\) ) and overcomes some theoretical limitations, bridging the diagnostic gap for small or moderate-sized data in classical methods. The MCMC algorithm is employed for parameter estimation, and Bayesian local influence analysis is made using three perturbation schemes (priors, variances, and data) and three measurement scales (Bayes factor, \(\phi \) -divergence, and posterior mean). Simulation studies are conducted to validate the reliability of the diagnostics. Finally, a practical application uses data on the 1976 Los Angeles ozone concentration to further demonstrate the effectiveness of the diagnostics.
      PubDate: 2024-07-11
       
  • Empirical likelihood change point detection in quantile regression models

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      Abstract: Abstract Quantile regression is an extension of linear regression which estimates a conditional quantile of interest. In this paper, we propose an empirical likelihood-based non-parametric procedure to detect structural changes in the quantile regression models. Further, we have modified the proposed smoothed empirical likelihood-based method using adjusted smoothed empirical likelihood and transformed smoothed empirical likelihood techniques. We have shown that under the null hypothesis, the limiting distribution of the smoothed empirical likelihood ratio test statistic is identical to that of the classical parametric likelihood. Simulations are conducted to investigate the finite sample properties of the proposed methods. Finally, to demonstrate the effectiveness of the proposed method, it is applied to urinary Glycosaminoglycans (GAGs) data to detect structural changes.
      PubDate: 2024-07-10
       
  • Robust variable selection for additive coefficient models

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      Abstract: Abstract Additive coefficient models generalize linear regression models by assuming that the relationship between the response and some covariates is linear, while their regression coefficients are additive functions. Because of its advantages in dealing with the “curse of dimensionality”, additive coefficient models gain a lot of attention. The commonly used estimation methods for additive coefficient models are not robust against high leverage points. To circumvent this difficulty, we develop a robust variable selection procedure based on the exponential squared loss function and group penalty for the additive coefficient models, which can tackle outliers in the response and covariates simultaneously. Under some regularity conditions, we show that the oracle estimator is a local solution of the proposed method. Furthermore, we apply the local linear approximation and minorization-maximization algorithm for the implementation of the proposed estimator. Meanwhile, we propose a data-driven procedure to select the tuning parameters. Simulation studies and an application to a plasma beta-carotene level data set illustrate that the proposed method can offer more reliable results than other existing methods in contamination schemes.
      PubDate: 2024-07-05
       
  • GOLFS: feature selection via combining both global and local information
           for high dimensional clustering

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      Abstract: Abstract It is important to identify the discriminative features for high dimensional clustering. However, due to the lack of cluster labels, the regularization methods developed for supervised feature selection can not be directly applied. To learn the pseudo labels and select the discriminative features simultaneously, we propose a new unsupervised feature selection method, named GlObal and Local information combined Feature Selection (GOLFS), for high dimensional clustering problems. The GOLFS algorithm combines both local geometric structure via manifold learning and global correlation structure of samples via regularized self-representation to select the discriminative features. The combination improves the accuracy of both feature selection and clustering by exploiting more comprehensive information. In addition, an iterative algorithm is proposed to solve the optimization problem and the convergency is proved. Simulations and two real data applications demonstrate the excellent finite-sample performance of GOLFS on both feature selection and clustering.
      PubDate: 2024-07-01
      DOI: 10.1007/s00180-023-01393-x
       
  • Classifying for images based on the extracted probability density function
           and the quasi Bayesian method

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      Abstract: Abstract This study presents a novel algorithm for image classification based on a quasi-Bayesian approach and the extraction of probability density functions (PDFs). First, representative PDFs are extracted from each image using its features. Next, a measure is developed to evaluate the similarity between the extracted PDFs. Finally, an algorithm is established for determining prior probabilities using fuzzy clustering techniques. By combining these improvements, we develop a more efficient algorithm for classifying image data. An image is assigned to a specific group if it has the highest value of prior probability and a similar level to that group. We explain the proposed algorithm step-by-step with a numerical example and clearly demonstrate its convergence. When applied to multiple image datasets, the proposed algorithm has shown stability and efficiency, outperforming many other statistical and machine learning methods. Additionally, we have developed a Matlab procedure to apply the proposed algorithm to real image datasets. These applications demonstrate the potential of research in various fields related to the digital revolution and artificial intelligence.
      PubDate: 2024-07-01
      DOI: 10.1007/s00180-023-01400-1
       
 
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