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A general approach to the joint asymptotic analysis of statistics from sub-samples
Empirical processes sub-sampling,self-normalization change point weak con-vergence Time series compact differentiability
2013/6/14
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint...
A Gaussian Process Emulator Approach for Rapid Contaminant Characterization with an Integrated Multizone-CFD Model
xBayesian Framework Gaussian Process Emulator Multizone Models Integrated Multizone-CFD CONTAM Rapid Source Localization and Characterization
2013/6/14
This paper explores a Gaussian process emulator based approach for rapid Bayesian inference of contaminant source location and characteristics in an indoor environment. In the pre-event detection stag...
Inferring ground truth from multi-annotator ordinal data: a probabilistic approach
ground truth multi-annotator ordinal data a probabilistic approach
2013/6/13
A popular approach for large scale data annotation tasks is crowdsourcing, wherein each data point is labeled by multiple noisy annotators. We consider the problem of inferring ground truth from noisy...
Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach
Adaptive Monte Carlo algorithms Bayesian model comparison Normalising constants Path sampling Thermodynamic integration
2013/4/27
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics and related disciplines. Within the Bayesian paradigm, these problems all require the ...
Transportation Approach to Some Concentration Inequalities in Product Spaces
Concentration Inequalities Product Spaces Transportation
2009/5/12
Let P be any product (Borel) probability measure on product (Polish) space E and for vectors x,y,z in E let f(x,y,z) be the number of coordinates k for which x_k neither equals y_k nor z_k. Using a tr...