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Aitchison’s Compositional Data Analysis 40 Years on: A Reappraisal 艾奇逊40年来的成分数据分析:再评价
IF 5.7 1区 数学
Statistical Science Pub Date : 2022-01-13 DOI: 10.1214/22-sts880
M. Greenacre, E. Grunsky, J. Bacon-Shone, Ionas Erb, T. Quinn
{"title":"Aitchison’s Compositional Data Analysis 40 Years on: A Reappraisal","authors":"M. Greenacre, E. Grunsky, J. Bacon-Shone, Ionas Erb, T. Quinn","doi":"10.1214/22-sts880","DOIUrl":"https://doi.org/10.1214/22-sts880","url":null,"abstract":"The development of John Aitchison's approach to compositional data analysis is followed since his paper read to the Royal Statistical Society in 1982. Aitchison's logratio approach, which was proposed to solve the problematic aspects of working with data with a fixed sum constraint, is summarized and reappraised. It is maintained that the properties on which this approach was originally built, the main one being subcompositional coherence, are not required to be satisfied exactly -- quasi-coherence is sufficient, that is near enough to being coherent for all practical purposes. This opens up the field to using simpler data transformations, such as power transformations, that permit zero values in the data. The additional property of exact isometry, which was subsequently introduced and not in Aitchison's original conception, imposed the use of isometric logratio transformations, but these are complicated and problematic to interpret, involving ratios of geometric means. If this property is regarded as important in certain analytical contexts, for example unsupervised learning, it can be relaxed by showing that regular pairwise logratios, as well as the alternative quasi-coherent transformations, can also be quasi-isometric, meaning they are close enough to exact isometry for all practical purposes. It is concluded that the isometric and related logratio transformations such as pivot logratios are not a prerequisite for good practice, although many authors insist on their obligatory use. This conclusion is fully supported here by case studies in geochemistry and in genomics, where the good performance is demonstrated of pairwise logratios, as originally proposed by Aitchison, or Box-Cox power transforms of the original compositions where no zero replacements are necessary.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2022-01-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47827621","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
In Praise (and Search) of J. V. Uspensky 在赞美(和搜索)J·V·乌斯彭斯基
IF 5.7 1区 数学
Statistical Science Pub Date : 2022-01-01 DOI: 10.1214/22-sts866
P. Diaconis, S. Zabell
{"title":"In Praise (and Search) of J. V. Uspensky","authors":"P. Diaconis, S. Zabell","doi":"10.1214/22-sts866","DOIUrl":"https://doi.org/10.1214/22-sts866","url":null,"abstract":". The two of us have shared a fascination with James Victor Uspensky’s 1937 textbook Introduction to Mathematical Probability ever since our graduate student days: it contains many interesting results not found in other books on the same subject in the English language, together with many non-trivial examples, all clearly stated with careful proofs. We present some of Uspensky’s gems to a modern audience hoping to tempt others to read Uspensky for themselves, as well as report on a few of the other mathematical topics he also wrote about (for example, his book on number theory contains early results about perfect shuffles). Uspensky led an interesting life: a member of the Russian Academy of Sciences, he spoke at the 1924 International Congress of Mathematicians in Toronto before leaving Russia in 1929 and coming to the US and Stanford. Comparatively little has been written about him in English; the second half of this paper attempts to remedy this.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45991960","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Bayesian Adaptive Randomization with Compound Utility Functions 具有复合效用函数的贝叶斯自适应随机化
IF 5.7 1区 数学
Statistical Science Pub Date : 2022-01-01 DOI: 10.1214/21-sts848
A. Giovagnoli, I. Verdinelli
{"title":"Bayesian Adaptive Randomization with Compound Utility Functions","authors":"A. Giovagnoli, I. Verdinelli","doi":"10.1214/21-sts848","DOIUrl":"https://doi.org/10.1214/21-sts848","url":null,"abstract":"Bayesian adaptive designs formalize the use of previous knowledge at the planning stage of an experiment, permitting recursive updating of the prior information. They often make use of utility functions, while also allowing for randomization. We review frequentist and Bayesian adaptive design methods and show that some of the frequentist adaptive design methodology can also be employed in a Bayesian context. We use compound utility functions for the Bayesian designs, that are a trade-off between an optimal design information criterion, that represents the acquisition of scientific knowledge, and some ethical or utilitarian gain. We focus on binary response models on two groups with independent Beta prior distributions on the success probabilities. The treatment allocation is shown to converge to the allocation that produces the maximum utility. Special cases are the Bayesian Randomized (simply) Adaptive Compound (BRAC) design, an extension of the frequentist Sequential Maximum Likelihood (SML) design and the Bayesian Randomized (doubly) Adaptive Compound Efficient (BRACE) design, a generalization of the Efficient Randomized Adaptive DEsign (ERADE). Numerical simulation studies compare BRAC with BRACE when D-optimality is the information criterion chosen. In analogy with the frequentist theory, the BRACE-D design appears more efficient than the BRAC-D design.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46839550","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective Esscher倾斜度、鞍点近似和最优运输之间的一些联系:一个统计视角
IF 5.7 1区 数学
Statistical Science Pub Date : 2022-01-01 DOI: 10.1214/21-sts847
D. La Vecchia, E. Ronchetti, A. Ilievski
{"title":"On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective","authors":"D. La Vecchia, E. Ronchetti, A. Ilievski","doi":"10.1214/21-sts847","DOIUrl":"https://doi.org/10.1214/21-sts847","url":null,"abstract":"We showcase some unexplored connections between saddlepoint approximations, measure transportation, and some key topics in information theory. To bridge these different areas, we review selectively the fundamental results available in the literature and we draw the connections between them. First, for a generic random variable we explain how the Esscher’s tilting (which is a result rooted in information theory and lies at the heart of saddlepoint approximations) is connected to the solution of the dual Kantorovich problem (which lies at the heart of measure transportation theory) via the Legendre transform of the cumulant generating function. Then, we turn to statistics: we illustrate the connections when the random variable we work with is the sample mean or a statistic with known (either exact or approximate) cumulant generating function. The unveiled connections offer the possibility to look at the saddlepoint approximations from different angles, putting under the spotlight the links to convex analysis (via the notion of duality) or differential geometry (via the notion of geodesic). We feel these possibilities can trigger a knowledge transfer between statistics and other disciplines, like mathematics and machine learning. A discussion on some topics for future research concludes the paper.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43550808","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Approximating Bayes in the 21st Century 在21世纪近似贝叶斯
IF 5.7 1区 数学
Statistical Science Pub Date : 2021-12-20 DOI: 10.1214/22-STS875
G. Martin, David T. Frazier, C. Robert
{"title":"Approximating Bayes in the 21st Century","authors":"G. Martin, David T. Frazier, C. Robert","doi":"10.1214/22-STS875","DOIUrl":"https://doi.org/10.1214/22-STS875","url":null,"abstract":"The 21st century has seen an enormous growth in the development and use of approximate Bayesian methods. Such methods produce computational solutions to certain intractable statistical problems that challenge exact methods like Markov chain Monte Carlo: for instance, models with unavailable likelihoods, high-dimensional models, and models featuring large data sets. These approximate methods are the subject of this review. The aim is to help new researchers in particular -- and more generally those interested in adopting a Bayesian approach to empirical work -- distinguish between different approximate techniques; understand the sense in which they are approximate; appreciate when and why particular methods are useful; and see the ways in which they can can be combined.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44404322","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Real-Time Estimation of COVID-19 Infections: Deconvolution and Sensor Fusion 新冠肺炎感染的实时估计:反卷积和传感器融合
IF 5.7 1区 数学
Statistical Science Pub Date : 2021-12-13 DOI: 10.1214/22-sts856
M. Jahja, Andrew Chin, R. Tibshirani
{"title":"Real-Time Estimation of COVID-19 Infections: Deconvolution and Sensor Fusion","authors":"M. Jahja, Andrew Chin, R. Tibshirani","doi":"10.1214/22-sts856","DOIUrl":"https://doi.org/10.1214/22-sts856","url":null,"abstract":"We propose, implement, and evaluate a method to estimate the daily number of new symptomatic COVID-19 infections, at the level of individual U.S. counties, by deconvolving daily reported COVID-19 case counts using an estimated symptom-onset-to-case-report delay distribution. Importantly, we focus on estimating infections in real-time (rather than retrospectively), which poses numerous challenges. To address these, we develop new methodology for both the distribution estimation and deconvolution steps, and we employ a sensor fusion layer (which fuses together predictions from models that are trained to track infections based on auxiliary surveillance streams) in order to improve accuracy and stability.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43138722","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Robustness by Reweighting for Kernel Estimators: An Overview 核估计的重加权鲁棒性:综述
IF 5.7 1区 数学
Statistical Science Pub Date : 2021-11-01 DOI: 10.1214/20-sts816
K. De Brabanter, Joseph De Brabanter
{"title":"Robustness by Reweighting for Kernel Estimators: An Overview","authors":"K. De Brabanter, Joseph De Brabanter","doi":"10.1214/20-sts816","DOIUrl":"https://doi.org/10.1214/20-sts816","url":null,"abstract":"Using least squares techniques, there is an awareness of the dangers posed by the occurrence of outliers present in the data. In general, outliers may totally spoil an ordinary least squares analysis. To cope with this problem, statistical techniques have been developed that are not so easily affected by outliers. These methods are called robust or resistant. In this overview paper we illustrate that robust solutions can be acquired by solving a reweighted least squares problem even though the initial solution is not robust. This overview paper relates classical results from robustness to the most recent advances of robustness in least squares kernel based regression, with an emphasis on theoretical results as well as practical examples. Software for iterative reweighting is also made freely available to the user.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46726047","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Conversation with Don Dawson 与唐·道森的对话
IF 5.7 1区 数学
Statistical Science Pub Date : 2021-11-01 DOI: 10.1214/21-sts821
Bouchra R. Nasri, B. Rémillard, B. Szyszkowicz, Jean Vaillancourt
{"title":"A Conversation with Don Dawson","authors":"Bouchra R. Nasri, B. Rémillard, B. Szyszkowicz, Jean Vaillancourt","doi":"10.1214/21-sts821","DOIUrl":"https://doi.org/10.1214/21-sts821","url":null,"abstract":". Donald Andrew Dawson (Don Dawson) was born in 1937. He received a bachelor’s degree in 1958 and a master’s degree in 1959 from McGill University and a Ph.D. in 1963 from M.I.T. under the supervision of Henry P. McKean, Jr. Following an appointment at McGill University as professor for 7 years, he joined Carleton University in 1970 where he remained for the rest of his career. Among his many contributions to the theory of stochastic processes, his work leading to the creation of the Dawson–Watanabe superprocess and the analysis of its remarkable properties in describing the evolution in space and time of populations, stand out as milestones of modern probability theory. His numerous papers span the whole gamut of contemporary hot areas, notably the study of stochastic evolution equations, measure-valued processes, McKean–Vlasov limits, hierarchical structures, super-Brownian motion, as well as branching, catalytic and historical processes. He has over 200 refereed publications and 8 monographs, with an impressive number of citations, more than 7000. He is elected Fellow of the Royal Society and of the Royal Society of Canada, as well as Gold medalist of the Statistical Society of Canada and elected Fellow of the Institute of Mathematical Statistics. We realized this interview to celebrate the outstanding contribution of Don Dawson to 50 years of Stochastics at Carleton University.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41927993","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Symmetrical and Non-symmetrical Variants of Three-Way Correspondence Analysis for Ordered Variables 有序变量三向对应分析的对称与非对称变体
IF 5.7 1区 数学
Statistical Science Pub Date : 2021-11-01 DOI: 10.1214/20-sts814
Rosaria Lombardo Eric J Beh, P. Kroonenberg
{"title":"Symmetrical and Non-symmetrical Variants of Three-Way Correspondence Analysis for Ordered Variables","authors":"Rosaria Lombardo Eric J Beh, P. Kroonenberg","doi":"10.1214/20-sts814","DOIUrl":"https://doi.org/10.1214/20-sts814","url":null,"abstract":". In the framework of multi-way data analysis, this paper presents symmetrical and non-symmetrical variants of three-way correspondence analysis that are suitable when a three-way contingency table is constructed from ordinal variables. In particular, such variables may be modelled using general recurrence formulae to generate orthogonal polynomial vectors in-stead of singular vectors coming from one of the possible three-way extensions of the singular value decomposition. As we shall see, these polynomials, that until now have been used to decompose two-way contingency tables with ordered variables, also constitute an alternative orthogonal basis for modelling symmetrical, non-symmetrical associations and predictabilities in three-way contingency tables. Consequences with respect to modelling and graphing will be highlighted.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48886926","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Variational Inference for Cutting Feedback in Misspecified Models 未指定模型中切削反馈的变分推理
IF 5.7 1区 数学
Statistical Science Pub Date : 2021-08-25 DOI: 10.1214/23-sts886
Xue Yu, D. Nott, M. Smith
{"title":"Variational Inference for Cutting Feedback in Misspecified Models","authors":"Xue Yu, D. Nott, M. Smith","doi":"10.1214/23-sts886","DOIUrl":"https://doi.org/10.1214/23-sts886","url":null,"abstract":"Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify posterior inference. This is called\"cutting feedback\", and both the specification and computation of the posterior for such\"cut models\"is challenging. In this paper, we define cut posterior distributions as solutions to constrained optimization problems, and propose optimization-based variational methods for their computation. These methods are faster than existing Markov chain Monte Carlo (MCMC) approaches for computing cut posterior distributions by an order of magnitude. It is also shown that variational methods allow for the evaluation of computationally intensive conflict checks that can be used to decide whether or not feedback should be cut. Our methods are illustrated in a number of simulated and real examples, including an application where recent methodological advances that combine variational inference and MCMC within the variational optimization are used.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43472951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
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