Bayesian Methodology for Model Uncertainty Using Model Performance Data

A simple and useful characterization of many predictive models is in terms of model structure and model parameters. Accordingly, uncertainties in model predictions arise from uncertainties in the values assumed by the model parameters (parameter uncertainty) and the uncertainties and errors associated with the structure of the model (model uncertainty). When assessing uncertainty one is interested in identifying, at some level of confidence, the range of possible and then probable values of the unknown of interest. All sources of uncertainty and variability need to be considered. Although parameter uncertainty assessment has been extensively discussed in the literature, model uncertainty is a relatively new topic of discussion by the scientific community, despite being often the major contributor to the overall uncertainty. This article describes a Bayesian methodology for the assessment of model uncertainties, where models are treated as sources of information on the unknown of interest. The general framework is then specialized for the case where models provide point estimates about a single‐valued unknown, and where information about models are available in form of homogeneous and nonhomogeneous performance data (pairs of experimental observations and model predictions). Several example applications for physical models used in fire risk analysis are also provided.     

Weak Convergence of the Regularization Path in Penalized M‐Estimation

Abstract. We consider a function defined as the pointwise minimization of a doubly index random process. We are interested in the weak convergence of the minimizer in the space of bounded functions. Such convergence results can be applied in the context of penalized M‐estimation, that is, when the random process to minimize is expressed as a goodness‐of‐fit term plus a penalty term multiplied by a penalty weight. This weight is called the regularization parameter and the minimizing function the regularization path. The regularization path can be seen as a collection of estimators indexed by the regularization parameter. We obtain a consistency result and a central limit theorem for the regularization path in a functional sense. Various examples are provided, including the ?¹‐regularization path for general linear models, the ?¹‐ or ?²‐regularization path of the least absolute deviation regression and the Akaike information criterion.     

Probabilistic evaluation of handwriting evidence: likelihood ratio for authorship

Summary.  The evaluation of handwritten characters that are selected from an anonymous letter and written material from a suspect is an open problem in forensic science. The individualization of handwriting is largely dependent on examiners who evaluate the characteristics in a qualitative and subjective way. Precise individual characterization of the shape of handwritten characters is possible through Fourier analysis: each handwritten character can be described through a set of variables such as the surface and harmonics as demonstrated by Marquis and co-workers in 2005. The assessment of the value of the evidence is performed through the derivation of a likelihood ratio for multivariate data. The methodology allows the forensic scientist to take into account the correlation between variables, and the non-constant variability within sources (i.e. individuals). Numerical procedures are implemented to handle the complexity and to compute the marginal likelihood under competing propositions.     

The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes

In this paper we consider the problem of testing for a scale change in the infinite order moving average process X _j = _{i =0} a _{i j i} , where _j are i.i.d. r.v.s with E ₁ < for some > 0. In performing the test, a cusum of squares test statistic analogous to Inclan & Tiao's (1994) statistic is considered. It is well-known from the literature that outliers affect test procedures leading to false conclusions. In order to remedy this, a cusum of squares test based on trimmed observations is considered. It is demonstrated that this test is robust against outliers, is valid for infinite variance processes as well. Simulation results are given for illustration.     

An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables

Abstract

We give here an almost sure central limit theorem for self-normalized partial sums of a strictly stationary φ-mixing sequences which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Our result substantially extend a result on the almost sure central limit theorem previously obtained by Huang and Pang (2010).     

Order statistics from overlapping samples: bivariate densities and regression properties

In this paper, we are interested in the joint distribution of two order statistics from overlapping samples. We give an explicit formula for the distribution of such a pair of random variables under the assumption that the parent distribution is absolutely continuous. We are also interested in the question to what extent conditional expectation of one of such order statistic given another determines the parent distribution. In particular, we provide a new characterization by linearity of regression of an order statistic from the extended sample given the one from the original sample, special case of which solves a problem explicitly stated in the literature. It appears that to describe the correct parent distribution it is convenient to use quantile density functions. In several other cases of regressions of order statistics we provide new results regarding uniqueness of the distribution in the sample.     

A multiple stream generator based on de Bruijn digraph homomorphisms

We propose a method to obtain several streams of pseudorandom numbers based on a backbone generator of the generalized shift register type. The method is based on inverting one cycle in a de Bruijn digraph into many sequences in a higher-order de Bruijn graph via an appropriate graph homomorphism. We apply this technique to twisted generalized feedback shift register generators and to the Mersenne Twister MT19937. Positive results of statistical testing are reported.     

Valores humanos en trabajadores de bajo nivel educativo en Natal (Brasil)

Resumen

Las investigaciones sobre valores humanos se han incrementado bajo la influencia de la teoría de los tipos motivacionales que abarca una tipología de valores y una estructura dinámica. En dicha perspectiva, se han desarrollado cuestionarios para la medición de los distintos tipos de valores, siendo uno de ellos el Portrait Values Questionnaire (PVQ). En Brasil existe la necesidad de contar con instrumentos de investigación útiles para segmentos de la población de bajo nivel educativo. En la presente investigación se aplicó el referido cuestionario a 474 trabajadores de sectores económicos en los que predomina un nivel educativo bajo. Para analizar las respuestas se aplicaron el análisis factorial (AF) y el smallest space analysis (SSA). A partir de los resultados del AF se identificó una estructura con cuatro factores—Pacifismo-hedónico, Poder, Religiosidad y Conformidad—mientras que gracias al SSA se identificaron siete tipos de valores: Poder-logro, Poder-estimulación, Autodirección, Hedonismo Religioso, Universalismo, Benevolencia y Conformidad. Los resultados revelaron que, entre las personas de bajo nivel formativo, las diferencias entre tipos de valores pierden en exactitud pero presentan nuevos sentidos.     

What we talk about when we talk about ‘walking in the city’1

Originally published. in France in 1980 (and translated. into English in 1984), Michel de Certeau's The Practice of Everyday Life has assumed. the status of an ur-text for many cultural studies academics and students. In particular, his chapter on ‘Walking in the City’ is often cited. as a blueprint for understanding key terms in the cultural studies repertoire such as ‘power’ and ‘resistance’. This article revisits ‘Walking in the City’ in order to supplement some of the established. understandings of his work circulating in the field of cultural studies, as well as the intersecting fields of cultural geography and urban studies. The paper begins by suggesting ways in which established. understandings of Certeau's work might be usefully rethought and extended. through a consideration of differentiated. instances of walking. Critiquing the account of body-subject relations posited. by Certeau through reference to the writings of Marcel Mauss on techniques of the body and self, the author calls, in particular, for a greater consideration of the role of assemblages and affect in understanding everyday urban practices. By the conclusion of the article, the author arrives at a more nuanced. understanding of the feedback loop between the body-subject and the city, and suggests ways in which Certeau's writing on walking remains productive for those strains of cultural studies interested. in the practices of an increasingly virtualized. urban space.     

双重价格机制下经济系统的运行研究

本文研究双重价格机制下经济系统的运行,建立了混合经济的价值理论,证明了竞争均衡的存在性,这一研究对于理解混合经济系统的运行有重要的意义。