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Analysis of the Impact of Unforced Errors in Tennis 网球非强迫性失误的影响分析
arXiv - STAT - Applications Pub Date : 2024-07-27 DOI: arxiv-2407.19321
Hashan Peiris, Nirodha Epasinghege Dona, Tim Swartz
{"title":"Analysis of the Impact of Unforced Errors in Tennis","authors":"Hashan Peiris, Nirodha Epasinghege Dona, Tim Swartz","doi":"arxiv-2407.19321","DOIUrl":"https://doi.org/arxiv-2407.19321","url":null,"abstract":"This paper considers the impact of unforced errors in sport. Although the\u0000proposed methods are applicable to various sports, we demonstrate the approach\u0000in the context of professional tennis. The value of the approach is that we can\u0000provide estimates of the points lost, games lost, sets lost and matches lost\u0000due to unforced errors. The methods are based on a bootstrapping procedure\u0000which also yields standard errors for the estimates. The approach is valuable\u0000in terms of player evaluation, and can also be used for training purposes where\u0000it is possible to assess the quantification of improvement based on fewer\u0000unforced errors.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141866625","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Versatility Measure for Parametric Risk Models 参数风险模型的通用度量方法
arXiv - STAT - Applications Pub Date : 2024-07-27 DOI: arxiv-2407.19218
Michael R. Powers, Jiaxin Xu
{"title":"A Versatility Measure for Parametric Risk Models","authors":"Michael R. Powers, Jiaxin Xu","doi":"arxiv-2407.19218","DOIUrl":"https://doi.org/arxiv-2407.19218","url":null,"abstract":"Parametric statistical methods play a central role in analyzing risk through\u0000its underlying frequency and severity components. Given the wide availability\u0000of numerical algorithms and high-speed computers, researchers and practitioners\u0000often model these separate (although possibly statistically dependent) random\u0000variables by fitting a large number of parametric probability distributions to\u0000historical data and then comparing goodness-of-fit statistics. However, this\u0000approach is highly susceptible to problems of overfitting because it gives\u0000insufficient weight to fundamental considerations of functional simplicity and\u0000adaptability. To address this shortcoming, we propose a formal mathematical\u0000measure for assessing the versatility of frequency and severity distributions\u0000prior to their application. We then illustrate this approach by computing and\u0000comparing values of the versatility measure for a variety of probability\u0000distributions commonly used in risk analysis.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141866626","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Public Dataset For the ZKsync Rollup 用于 ZKsync 滚动的公共数据集
arXiv - STAT - Applications Pub Date : 2024-07-26 DOI: arxiv-2407.18699
Maria Inês Silva, Johnnatan Messias, Benjamin Livshits
{"title":"A Public Dataset For the ZKsync Rollup","authors":"Maria Inês Silva, Johnnatan Messias, Benjamin Livshits","doi":"arxiv-2407.18699","DOIUrl":"https://doi.org/arxiv-2407.18699","url":null,"abstract":"Despite blockchain data being publicly available, practical challenges and\u0000high costs often hinder its effective use by researchers, thus limiting\u0000data-driven research and exploration in the blockchain space. This is\u0000especially true when it comes to Layer~2 (L2) ecosystems, and ZKsync, in\u0000particular. To address these issues, we have curated a dataset from 1 year of\u0000activity extracted from a ZKsync Era archive node and made it freely available\u0000to external parties. In this paper, we provide details on this dataset and how\u0000it was created, showcase a few example analyses that can be performed with it,\u0000and discuss some future research directions. We also publish and share the code\u0000used in our analysis on GitHub to promote reproducibility and to support\u0000further research.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141866541","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Regularized Adjusted Plus-Minus Models for Evaluating and Scouting Football (Soccer) Players using Possession Sequences 利用控球序列评估和侦察足球(橄榄球)运动员的正规化调整正负值模型
arXiv - STAT - Applications Pub Date : 2024-07-25 DOI: arxiv-2407.17832
Robert Bajons, Kurt Hornik
{"title":"Regularized Adjusted Plus-Minus Models for Evaluating and Scouting Football (Soccer) Players using Possession Sequences","authors":"Robert Bajons, Kurt Hornik","doi":"arxiv-2407.17832","DOIUrl":"https://doi.org/arxiv-2407.17832","url":null,"abstract":"This paper presents a novel framework for evaluating players in association\u0000football (soccer). Our method uses possession sequences, i.e. sequences of\u0000consecutive on-ball actions, for deriving estimates for player strengths. On\u0000the surface, the methodology is similar to classical adjusted plus-minus rating\u0000models using mainly regularized regression techniques. However, by analyzing\u0000possessions, our framework is able to distinguish on-ball and off-ball\u0000contributions of players to the game. From a methodological viewpoint, the\u0000framework explores four different penalization schemes, which exploit\u0000football-specific structures such as the grouping of players into position\u0000groups as well as into common strength groups. These four models lead to four\u0000ways to rate players by considering the respective estimate of each model\u0000corresponding to the player. The ratings are used to analyze the 2017/18 season\u0000of the Spanish La Liga. We compare similarities as well as particular use cases\u0000of each of the penalized models and provide guidance for practitioners when\u0000using the individual model specifications. Finally, we conclude our analysis by\u0000providing a domain-specific statistical evaluation framework, which highlights\u0000the potential of the penalized regression approaches for evaluating players.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141780176","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bayesian Nowcasting Data Breach IBNR Incidents 贝叶斯预测数据泄露 IBNR 事件
arXiv - STAT - Applications Pub Date : 2024-07-25 DOI: arxiv-2407.18377
Maochao Xu, Hong Sun, Peng Zhao
{"title":"Bayesian Nowcasting Data Breach IBNR Incidents","authors":"Maochao Xu, Hong Sun, Peng Zhao","doi":"arxiv-2407.18377","DOIUrl":"https://doi.org/arxiv-2407.18377","url":null,"abstract":"The reporting delay in data breach incidents poses a formidable challenge for\u0000Incurred But Not Reported (IBNR) studies, complicating reserve estimation for\u0000actuarial professionals. This work presents a novel Bayesian nowcasting model\u0000designed to accurately model and predict the number of IBNR data breach\u0000incidents. Leveraging a Bayesian modeling framework, the model integrates time\u0000and heterogeneous effects to enhance predictive accuracy. Synthetic and\u0000empirical studies demonstrate the superior performance of the proposed model,\u0000highlighting its efficacy in addressing the complexities of IBNR estimation.\u0000Furthermore, we examine reserve estimation for IBNR incidents using the\u0000proposed model, shedding light on its implications for actuarial practice.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141866538","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Comparison of global sensitivity analysis methods for a fire spread model with a segmented characteristic 具有分段特征的火灾蔓延模型的全局敏感性分析方法比较
arXiv - STAT - Applications Pub Date : 2024-07-25 DOI: arxiv-2407.17718
Shi-Shun Chen, Xiao-Yang Li
{"title":"Comparison of global sensitivity analysis methods for a fire spread model with a segmented characteristic","authors":"Shi-Shun Chen, Xiao-Yang Li","doi":"arxiv-2407.17718","DOIUrl":"https://doi.org/arxiv-2407.17718","url":null,"abstract":"Global sensitivity analysis (GSA) can provide rich information for\u0000controlling output uncertainty. In practical applications, segmented models are\u0000commonly used to describe an abrupt model change. For segmented models, the\u0000complicated uncertainty propagation during the transition region may lead to\u0000different importance rankings of different GSA methods. If an unsuitable GSA\u0000method is applied, misleading results will be obtained, resulting in suboptimal\u0000or even wrong decisions. In this paper, four GSA indices, i.e., Sobol index,\u0000mutual information, delta index and PAWN index, are applied for a segmented\u0000fire spread model (Dry Eucalypt). The results show that four GSA indices give\u0000different importance rankings during the transition region since segmented\u0000characteristics affect different GSA indices in different ways. We suggest that\u0000analysts should rely on the results of different GSA indices according to their\u0000practical purpose, especially when making decisions for segmented models during\u0000the transition region.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141780178","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Organizational Effectiveness: A New Strategy to Leverage Multisite Randomized Trials for Valid Assessment 组织效能:利用多地点随机试验进行有效评估的新策略
arXiv - STAT - Applications Pub Date : 2024-07-25 DOI: arxiv-2407.18360
Guanglei HongUniversity of Chicago, Jonah DeutschMathematica, Peter KressMathematica, Jose Eos TrinidadUniversity of California-Berkeley, Zhengyan XuUniversity of Pennsylvania
{"title":"Organizational Effectiveness: A New Strategy to Leverage Multisite Randomized Trials for Valid Assessment","authors":"Guanglei HongUniversity of Chicago, Jonah DeutschMathematica, Peter KressMathematica, Jose Eos TrinidadUniversity of California-Berkeley, Zhengyan XuUniversity of Pennsylvania","doi":"arxiv-2407.18360","DOIUrl":"https://doi.org/arxiv-2407.18360","url":null,"abstract":"In education, health, and human services, an intervention program is usually\u0000implemented by many local organizations. Determining which organizations are\u0000more effective is essential for theoretically characterizing effective\u0000practices and for intervening to enhance the capacity of ineffective\u0000organizations. In multisite randomized trials, site-specific intention-to-treat\u0000(ITT) effects are likely invalid indicators for organizational effectiveness\u0000and may lead to inequitable decisions. This is because sites differ in their\u0000local ecological conditions including client composition, alternative programs,\u0000and community context. Applying the potential outcomes framework, this study\u0000proposes a mathematical definition for the relative effectiveness of an\u0000organization. The estimand contrasts the performance of a focal organization\u0000with those that share the features of its local ecological conditions. The\u0000identification relies on relatively weak assumptions by leveraging observed\u0000control group outcomes that capture the confounding impacts of alternative\u0000programs and community context. We propose a two-step mixed-effects modeling\u0000(2SME) procedure. Simulations demonstrate significant improvements when\u0000compared with site-specific ITT analyses or analyses that only adjust for\u0000between-site differences in the observed baseline participant composition. We\u0000illustrate its use through an evaluation of the relative effectiveness of\u0000individual Job Corps centers by reanalyzing data from the National Job Corps\u0000Study, a multisite randomized trial that included 100 Job Corps centers\u0000nationwide serving disadvantaged youths. The new strategy promises to alleviate\u0000consequential misclassifications of some of the most effective Job Corps\u0000centers as least effective and vice versa.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141866539","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Integrating Ensemble Kalman Filter with AI-based Weather Prediction Model ClimaX 将集合卡尔曼滤波器与人工智能天气预报模型 ClimaX 相结合
arXiv - STAT - Applications Pub Date : 2024-07-25 DOI: arxiv-2407.17781
Shunji Kotsuki, Kenta Shiraishi, Atsushi Okazaki
{"title":"Integrating Ensemble Kalman Filter with AI-based Weather Prediction Model ClimaX","authors":"Shunji Kotsuki, Kenta Shiraishi, Atsushi Okazaki","doi":"arxiv-2407.17781","DOIUrl":"https://doi.org/arxiv-2407.17781","url":null,"abstract":"Artificial intelligence (AI)-based weather prediction research is growing\u0000rapidly and has shown to be competitive with the advanced dynamic numerical\u0000weather prediction models. However, research combining AI-based weather\u0000prediction models with data assimilation remains limited partially because\u0000long-term sequential data assimilation cycles are required to evaluate data\u0000assimilation systems. This study explores integrating the local ensemble\u0000transform Kalman filter (LETKF) with an AI-based weather prediction model\u0000ClimaX. Our experiments demonstrated that the ensemble data assimilation cycled\u0000stably for the AI-based weather prediction model using covariance inflation and\u0000localization techniques inside the LETKF. While ClimaX showed some limitations\u0000in capturing flow-dependent error covariance compared to dynamical models, the\u0000AI-based ensemble forecasts provided reasonable and beneficial error covariance\u0000in sparsely observed regions. These findings highlight the potential of AI\u0000models in weather forecasting and the importance of physical consistency and\u0000accurate error growth representation in improving ensemble data assimilation.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141780179","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A new moment-independent uncertainty importance measure based on cumulative residual entropy for developing uncertainty reduction strategies 基于累积残差熵的新的与时刻无关的不确定性重要性度量,用于制定减少不确定性的策略
arXiv - STAT - Applications Pub Date : 2024-07-25 DOI: arxiv-2407.17719
Shi-Shun Chen, Xiao-Yang Li
{"title":"A new moment-independent uncertainty importance measure based on cumulative residual entropy for developing uncertainty reduction strategies","authors":"Shi-Shun Chen, Xiao-Yang Li","doi":"arxiv-2407.17719","DOIUrl":"https://doi.org/arxiv-2407.17719","url":null,"abstract":"Uncertainty reduction is vital for improving system reliability and reducing\u0000risks. To identify the best target for uncertainty reduction, uncertainty\u0000importance measure is commonly used to prioritize the significance of input\u0000variable uncertainties. Then, designers will take steps to reduce the\u0000uncertainties of variables with high importance. However, for variables with\u0000minimal uncertainty, the cost of controlling their uncertainties can be\u0000unacceptable. Therefore, uncertainty magnitude should also be considered in\u0000developing uncertainty reduction strategies. Although variance-based methods\u0000have been developed for this purpose, they are dependent on statistical moments\u0000and have limitations when dealing with highly-skewed distributions that are\u0000commonly encountered in practical applications. Motivated by this problem, we\u0000propose a new uncertainty importance measure based on cumulative residual\u0000entropy. The proposed measure is moment-independent based on the cumulative\u0000distribution function, which can handle the highly-skewed distributions\u0000properly. Numerical implementations for estimating the proposed measure are\u0000devised and verified. A real-world engineering case considering highly-skewed\u0000distributions is introduced to show the procedure of developing uncertainty\u0000reduction strategies considering uncertainty magnitude and corresponding cost.\u0000The results demonstrate that the proposed measure can present a different\u0000uncertainty reduction recommendation compared to the variance-based approach\u0000because of its moment-independent characteristic.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141780177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Longitudinal Principal Manifold Estimation 纵向主模型估算
arXiv - STAT - Applications Pub Date : 2024-07-24 DOI: arxiv-2407.17450
Robert Zielinski, Kun Meng, Ani Eloyan
{"title":"Longitudinal Principal Manifold Estimation","authors":"Robert Zielinski, Kun Meng, Ani Eloyan","doi":"arxiv-2407.17450","DOIUrl":"https://doi.org/arxiv-2407.17450","url":null,"abstract":"Longitudinal magnetic resonance imaging data is used to model trajectories of\u0000change in brain regions of interest to identify areas susceptible to atrophy in\u0000those with neurodegenerative conditions like Alzheimer's disease. Most methods\u0000for extracting brain regions are applied to scans from study participants\u0000independently, resulting in wide variability in shape and volume estimates of\u0000these regions over time in longitudinal studies. To address this problem, we\u0000propose a longitudinal principal manifold estimation method, which seeks to\u0000recover smooth, longitudinally meaningful manifold estimates of shapes over\u0000time. The proposed approach uses a smoothing spline to smooth over the\u0000coefficients of principal manifold embedding functions estimated at each time\u0000point. This mitigates the effects of random disturbances to the manifold\u0000between time points. Additionally, we propose a novel data augmentation\u0000approach to enable principal manifold estimation on self-intersecting\u0000manifolds. Simulation studies demonstrate performance improvements over naive\u0000applications of principal manifold estimation and principal curve/surface\u0000methods. The proposed method improves the estimation of surfaces of\u0000hippocampuses and thalamuses using data from participants of the Alzheimer's\u0000Disease Neuroimaging Initiative. An analysis of magnetic resonance imaging data\u0000from 236 individuals shows the advantages of our proposed methods that leverage\u0000regional longitudinal trends for segmentation.","PeriodicalId":501172,"journal":{"name":"arXiv - STAT - Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141780180","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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